Zobrazeno 1 - 10
of 291
pro vyhledávání: '"Chan, Ngai Hang"'
Autor:
Jiao, Shuhao, Chan, Ngai-Hang
In multivariate functional data analysis, different functional covariates often exhibit homogeneity. The covariates with pronounced homogeneity can be analyzed jointly within the same group, offering a parsimonious approach to modeling multivariate f
Externí odkaz:
http://arxiv.org/abs/2312.01925
A new dimension reduction methodology for change-point detection in functional means is developed in this paper. The major advantage and novelty of the proposed method is its efficiency in selecting basis functions that capture the change, or jump, o
Externí odkaz:
http://arxiv.org/abs/2205.04299
Publikováno v:
In Journal of Statistical Planning and Inference January 2025 234
Autor:
Barreto-Souza, Wagner, Chan, Ngai Hang
This paper introduces a Nearly Unstable INteger-valued AutoRegressive Conditional Heteroskedasticity (NU-INARCH) process for dealing with count time series data. It is proved that a proper normalization of the NU-INARCH process endowed with a Skoroho
Externí odkaz:
http://arxiv.org/abs/2107.07963
Publikováno v:
In Journal of Multivariate Analysis July 2023 196
Publikováno v:
Statistica Sinica, 2022 Jan 01. 32(4), 1961-1981.
Externí odkaz:
https://www.jstor.org/stable/27164237