activity
20172026
most citedInference for Multiple Change-points in Linear and Non-linear Time Series Models

2 citations · 2 across the 4 of their papers we have counts for

collaborators
Showing stat.MEShow all

2 papers · 1 filter

stat.ME2026

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…

stat.ME2019

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…