2 papers
econ.EM2025
Detecting multiple change points in linear models with heteroscedasticity
Lajos Horvath, Gregory Rice, Yuqian Zhao
The problem of detecting change points in the parameters of a linear regression model with errors and covariates exhibiting heteroscedasticity is considered. Asymptotic results for…
math.ST2025
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
Sebastian Kühnert, Gregory Rice, Alexander Aue
Invertible processes are central to functional time series analysis, making the estimation of their defining operators a key problem. While asymptotic error bounds have been establ…