Results 221 to 230 of about 101,104 (278)

Tensor Changepoint Detection and Eigenbootstrap

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta   +2 more
wiley   +1 more source

Nonparametric Detection of a Time‐Varying Mean

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley   +1 more source

Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a moving sum methodology for detecting multiple change points in high‐dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We establish the asymptotic null distribution of the proposed test for family‐wise error control and show the
Matteo Barigozzi   +2 more
wiley   +1 more source

Analyzing Non‐Random Selectivity in Online Job Advertisements Using Eurostat Benchmark Data and Generalized Sample Selection Models: An Application to EU Regional Labor Markets

open access: yesLABOUR, EarlyView.
ABSTRACT The present paper provides an overall framework to afford the problem of non‐representativeness and non‐random selectivity arising from online job ads data, using Generalized sample selection models and Eurostat benchmark data. We jointly model the outcome intensity (number of online job ads in observed profiles, whose levels are defined by ...
Pietro Giorgio Lovaglio   +1 more
wiley   +1 more source

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