2 citations · 2 across the 4 of their papers we have counts for
4 papers
Inference for Multiple Change-points in Piecewise Locally Stationary Time Series
Wai Leong Ng, Xinyi Tang, Mun Lau Cheung +3
Change-point detection and locally stationary time series modeling are two major approaches for the analysis of non-stationary data. The former aims to identify stationary phases b…
Asymptotic Spectral Theory for Spatial Data
Wai Leong Ng, Chun Yip Yau
In this paper we study the asymptotic theory for spectral analysis of stationary random fields, including linear and nonlinear fields. Asymptotic properties of Fourier coefficients…
A Composite Likelihood-based Approach for Change-point Detection in Spatio-temporal Processes
Zifeng Zhao, Ting Fung Ma, Wai Leong Ng +1
This paper develops a unified and computationally efficient method for change-point estimation along the time dimension in a non-stationary spatio-temporal process. By modeling a n…
Inference for Multiple Change-points in Linear and Non-linear Time Series Models
Wai Leong Ng, Shenyi Pan, Chun Yip Yau
In this paper we develop a generalized likelihood ratio scan method (GLRSM) for multiple change-points inference in piecewise stationary time series, which estimates the number and…