Detecting Structural Breaks in High-dimensional Functional Time Series Factor Models

Authors: Caixia Xu, Huacheng Su, Xu Liu et al.
Publication: Statistica Sinica
Published: Jan 1, 2028
Source: Crossref
Back to Search View Original Cite This Article

Related Articles

The Welfare Costs of Energy Inflation

Libo Xu, Apostolos Serletis - Aug 2029

Read More
Optimal Robust Sequential Tests of Circular Nonconforming Probability

Qunzhi Xu, Yajun Mei - Jan 2028

Read More
Multiple Testing of Local Extrema for Detection of Structural Breaks in Piecewise Linear Models

Zhibing He, Dan Cheng et al. - Jan 2028

Read More
Nonconvex Penalised Regression and Post-Selection Least Squares Estimation under High Dimensions: a Local Asymptotic Perspective

Xiaoya Xu, Stephen M. S. Lee - Jan 2028

Read More
Gaussian Variational Approximation with Composite Likelihood for Crossed Random Effect Models

Libai Xu, Nancy Reid et al. - Jan 2028

Read More