We consider a new procedure for detecting structural breaks in mean for high- dimensional time series. We target breaks happening at unknown time points and locations. In particular, at a fixed time point our method is concerned with either the biggest break in one location or aggregating...

This paper develops an efficient approach to model and forecast time-series data with an unknown number of change-points. Using a conjugate prior and conditional on time-invariant parameters, the predictive density and the posterior distribution of the change-points have closed forms. The...

This paper develops an efficient approach to model and forecast time-series data with an unknown number of change-points. Using a conjugate prior and conditional on time-invariant parameters, the predictive density and the posterior distribution of the change-points have closed forms. The...

This paper develops an efficient approach to model and forecast time-series data with an unknown number of change-points. Using a conjugate prior and conditional on time-invariant parameters, the predictive density and the posterior distribution of the change-points have closed forms. The...

This paper develops an efficient approach to modelling and forecasting time series data with an unknown number of change-points. Using a conjugate prior and conditioning on time-invariant parameters, the predictive density and the posterior distribution of the change-points have closed forms....

Terrorists choose from a wide variety of targets and attack methods. Unlike past literature, this article investigates how diversity in target choice and attack modes among domestic and transnational terrorists has evolved and changed over the past 40 years. Changes in the practice of homeland...

In this paper we concentrate on testing for multiple changes in the mean of a series of independent random variables. Suggested method applies a maximum type test statistic. Our primary focus is on an effective calculation of critical values for very large sample sizes comprising (tens of)...