Search Results - subject:"Binary segmentation"

Detection of multiple structural breaks in large covariance matrices

Li, Yu-Ning; Li, Degui; Fryzlewicz, Piotr - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 3, pp. 846-861

Persistent link: https://www.econbiz.de/10014448448

Consistent estimation of multiple breakpoints in dependence measures

Borsch, Marvin; Mayer, Alexander; Wied, Dominik - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 695-706

Persistent link: https://www.econbiz.de/10015053446

A multi-kink quantile regression model with common structure for panel data analysis

Sun, Yan; Wan, Chuang; Zhang, Wenyang; Zhong, Wei - In: Journal of econometrics 239 (2024) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10015074527

Homogeneity and structure identification in semiparametric factor models

Guo, Chaohui; Li, Jialiang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 408-422

Persistent link: https://www.econbiz.de/10012804127

Identifying latent group structures in nonlinear panels

Wang, Wuyi; Su, Liangjun - In: Journal of econometrics 220 (2021) 2, pp. 272-295

Persistent link: https://www.econbiz.de/10012618514

Homogeneity pursuit in single index models based panel data analysis

Lian, Heng; Qiao, Xinghao; Zhang, Wenyang - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 2, pp. 386-401

Persistent link: https://www.econbiz.de/10012499087

Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery

Schröder, Anna Louise; Fryzlewicz, Piotr - Volkswirtschaftliche Fakultät, … - 2013

change-point-induced basis via binary segmentation, which results in a variable-span moving-average estimator of the current …

Persistent link: https://www.econbiz.de/10011108954

Simultaneous multiple change-point and factor analysis for high-dimensional time series

Barigozzi, Matteo; Cho, Haeran; Fryzlewicz, Piotr - In: Journal of econometrics 206 (2018) 1, pp. 187-225

Persistent link: https://www.econbiz.de/10012110376

Multiple break detection in the correlation structure of random variables

Galeano, Pedro; Wied, Dominik - In: Computational Statistics & Data Analysis 76 (2014) C, pp. 262-282

movements. It is precisely under these conditions that investors are extremely concerned about changes on correlations. A binary … segmentation procedure to detect the number and position of multiple change points in the correlation structure of random variables …

Persistent link: https://www.econbiz.de/10011056392