Related references
Note: Only part of the references are listed.Spatial Modeling Approach for Dynamic Network Formation and Interactions
Xiaoyi Han et al.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2021)
OPTIMAL CHANGE POINT DETECTION AND LOCALIZATION IN SPARSE DYNAMIC NETWORKS
Daren Wang et al.
ANNALS OF STATISTICS (2021)
Bootstrapping Noncausal Autoregressions: With Applications to Explosive Bubble Modeling
Giuseppe Cavaliere et al.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2020)
HIGH-DIMENSIONAL CHANGE-POINT DETECTION UNDER SPARSE ALTERNATIVES
Farida Enikeeva et al.
ANNALS OF STATISTICS (2019)
Sentiment-Induced Bubbles in the Cryptocurrency Market
Cathy Yi-Hsuan Chen et al.
JOURNAL OF RISK AND FINANCIAL MANAGEMENT (2019)
Semiparametric Analysis of Network Formation
Koen Jochmans
JOURNAL OF BUSINESS & ECONOMIC STATISTICS (2018)
High dimensional change point estimation via sparse projection
Tengyao Wang et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2018)
On the sub-Gaussianity of the Beta and Dirichlet distributions
Olivier Marchal et al.
ELECTRONIC COMMUNICATIONS IN PROBABILITY (2017)
NETWORK VECTOR AUTOREGRESSION
Xuening Zhu et al.
ANNALS OF STATISTICS (2017)
Change-point detection in panel data via double CUSUM statistic
Haeran Cho
ELECTRONIC JOURNAL OF STATISTICS (2016)
UNIFORM CHANGE POINT TESTS IN HIGH DIMENSION
Moritz Jirak
ANNALS OF STATISTICS (2015)
Detection of Multiple Structural Breaks in Multivariate Time Series
Philip Preuss et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2015)
Multiple-change-point detection for high dimensional time series via sparsified binary segmentation
Haeran Cho et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2015)
An Efficient Online Monitoring Method for High-Dimensional Data Streams
Changliang Zou et al.
TECHNOMETRICS (2015)
Detecting changes in cross-sectional dependence in multivariate time series
Axel Buecher et al.
JOURNAL OF MULTIVARIATE ANALYSIS (2014)
Change-point detection in panel data
Lajos Horvath et al.
JOURNAL OF TIME SERIES ANALYSIS (2012)
Detecting simultaneous changepoints in multiple sequences
Nancy R. Zhang et al.
BIOMETRIKA (2010)
BREAK DETECTION IN THE COVARIANCE STRUCTURE OF MULTIVARIATE TIME SERIES MODELS
Alexander Aue et al.
ANNALS OF STATISTICS (2009)