Yan Liu

activity

20142021

most citedAn empirical likelihood approach for symmetric

α

-stable processes

7 citations · 8 across the 5 of their papers we have counts for

collaborators

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3 papers · 1 filter

math.ST2016

Change point detection in autoregressive models with no moment assumptions

Fumiya Akashi, Holger Dette, Yan Liu

In this paper we consider the problem of detecting a change in the parameters of an autoregressive process, where the moments of the innovation process do not necessarily exist. An…

math.ST2016

Quantile tests in frequency domain for sinusoid models

Yan Liu

For second order stationary processes, the spectral distribution function is uniquely deter- mined by the autocovariance functions of the processes. We define the quantiles of the…

math.ST2014★ 7 cited

An empirical likelihood approach for symmetric $α$ -stable processes

Fumiya Akashi, Yan Liu, Masanobu Taniguchi

Empirical likelihood approach is one of non-parametric statistical methods, which is applied to the hypothesis testing or construction of confidence regions for pivotal unknown qua…

Change point detection in autoregressive models with no moment assumptions

Quantile tests in frequency domain for sinusoid models

An empirical likelihood approach for symmetric α-stable processes

An empirical likelihood approach for symmetric $α$ -stable processes