Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models
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
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A Novel VSS-LMS Algorithm Based on Modified Versoria Function for Anti-Jamming. [PDF]
Tian B, Feng Y, Liu F, Song B, Guo S.
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Performance of Hammerstein Spline Adaptive Filtering Based on Fair Cost Function for Denoising Electrocardiogram Signals. [PDF]
Sitjongsataporn S, Wiangtong T.
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Development and validation of an interpretable Random Forest model for predicting recurrence after endoscopic submucosal dissection in superficial oesophageal squamous cell carcinoma. [PDF]
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Chen G +5 more
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Signal Detection Based on Separable CNN for OTFS Communication Systems. [PDF]
Wang Y, Zhang Z, Li H, Zhou T, Cheng Z.
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Quantitative method of pipeline magnetic leakage internal signal detection on the basis of an improved neural network. [PDF]
Wang G, Bei S, Zuo Y, Zhang H.
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