3 citations · 8 across the 15 of their papers we have counts for
17 papers
An operator-level ARCH Model
Alexander Aue, Sebastian Kühnert, Gregory Rice +1
AutoRegressive Conditional Heteroscedasticity (ARCH) models are standard for modeling time series exhibiting volatility, with a rich literature in univariate and multivariate setti…
Functional Spherical Autocorrelation: A Robust Estimate of the Autocorrelation of a Functional Time Series
Chi-Kuang Yeh, Gregory Rice, Joel A. Dubin
We propose a new autocorrelation measure for functional time series that we term spherical autocorrelation. It is based on measuring the average angle between lagged pairs of serie…
Estimating the conditional distribution in functional regression problems
Siegfried Hörmann, Thomas Kuenzer, Gregory Rice
We consider the problem of consistently estimating the conditional distribution of a functional data object given covariates in a general…
Limit results for functionals of weighted CUSUM processes
Lajos Horváth, Gregory Rice
The cumulative sum (CUSUM) process is often used in change point analysis to detect changes in the mean of sequentially observed data. We provide a full description of the asymptot…
Evaluating real-time probabilistic forecasts with application to National Basketball Association outcome prediction
Chi-Kuang Yeh, Gregory Rice, Joel A. Dubin
Motivated by the goal of evaluating real-time forecasts of home team win probabilities in the National Basketball Association, we develop new tools for measuring the quality of con…
Consistency of Binary Segmentation For Multiple Change-Points Estimation With Functional Data
Gregory Rice, Chi Zhang
For sequentially observed functional data exhibiting multiple change points in the mean function, we establish consistency results for the estimated number and locations of the cha…