3

Inference on dynamic spatial autoregressive models with change point detection
We analyze a varying-coefficient dynamic spatial autoregressive model with spatial fixed effects. One salient feature of the model is …
Zetai Cen, Yudong Chen, Clifford Lam
PDF Cite
Robust mean change point testing in high-dimensional data with heavy tails
We study a mean change point testing problem for high-dimensional data, with exponentially- or polynomially-decaying tails. In each …
Mengchu Li, Yudong Chen, Tengyao Wang, Yi Yu
PDF Cite