3 citations · 5 across the 2 of their papers we have counts for
3 papers
stat.ME2020★ 3 cited
Functional Autoregressive Processes in Reproducing Kernel Hilbert Spaces
Daren Wang, Zifeng Zhao, Rebecca Willett +1
We study the estimation and prediction of functional autoregressive~(FAR) processes, a statistical tool for modeling functional time series data. Due to the infinite-dimensional na…
stat.ME2019
Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation
Zifeng Zhao, Chun Yip Yau
In this paper, we study the problem of multiple change-point detection for a univariate sequence under the epidemic setting, where the behavior of the sequence alternates between a…
math.ST2017★ 2 cited
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…