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stat.ME2026
Identification problem and quasi-maximum likelihood estimation for matrix-variate CP-factor models
Hanzi Ye, Chun Yip Yau
Matrix-valued time series, arising in diverse fields such as economics, neuroscience, and recommender systems, have become increasingly prominent in modern data analysis. Among var…
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…