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math.ST2020
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…
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…