Zobrazeno 1 - 10
of 75
pro vyhledávání: '"Jandhyala, Venkata K."'
We study a plug in least squares estimator for the change point parameter where change is in the mean of a high dimensional random vector under subgaussian or subexponential distributions. We obtain sufficient conditions under which this estimator po
Externí odkaz:
http://arxiv.org/abs/2007.01888
We develop a projected least squares estimator for the change point parameter in a high dimensional time series model with a potential change point. Importantly we work under the setup where the jump size may be near the boundary of the region of det
Externí odkaz:
http://arxiv.org/abs/1909.08101
Binary segmentation, which is sequential in nature is thus far the most widely used method for identifying multiple change points in statistical models. Here we propose a top down methodology called arbitrary segmentation that proceeds in a conceptua
Externí odkaz:
http://arxiv.org/abs/1906.04396
We propose a two step algorithm based on $\ell_1/\ell_0$ regularization for the detection and estimation of parameters of a high dimensional change point regression model and provide the corresponding rates of convergence for the change point as well
Externí odkaz:
http://arxiv.org/abs/1805.03719
The purpose of this study is to provide a new methodology of how one can consistently estimate a change-point in time series data. In contrast with previous studies, the suggested methodology employs only the empirical spectral density and its first
Externí odkaz:
http://arxiv.org/abs/1611.06381
Publikováno v:
Statistical Papers; Jul2024, Vol. 65 Issue 5, p2887-2913, 27p
Publikováno v:
Annals of Applied Statistics 2010, Vol. 4, No. 2, 1081-1104
We derive exact computable expressions for the asymptotic distribution of the change-point mle when a change in the mean occurred at an unknown point of a sequence of time-ordered independent Gaussian random variables. The derivation, which assumes t
Externí odkaz:
http://arxiv.org/abs/1011.2322
Publikováno v:
Biometrika, 1999 Mar 01. 86(1), 129-140.
Externí odkaz:
https://www.jstor.org/stable/2673542
Publikováno v:
Model Assisted Statistics & Applications; 2023, Vol. 18 Issue 4, p347-358, 12p
Publikováno v:
Sankhyā: The Indian Journal of Statistics, Series A (2008-), 2015 Feb 01. 77(1), 46-64.
Externí odkaz:
http://www.jstor.org/stable/44114719