Contemporary time series data often feature objects connected by a socia...
Long-run covariance matrix estimation is the building block of time seri...
This paper proposes a flexible framework for inferring large-scale
time-...
We consider the problem of testing for long-range dependence for time-va...
The problem of constructing a simultaneous confidence band for the mean
...
This paper considers the estimation and testing of a class of
high-dimen...
This article investigates whether time-varying quantile regression curve...
We propose a general framework for modelling network data that is design...
We develop an estimator for the high-dimensional covariance matrix of a
...
We consider the problem of detecting abrupt changes in an otherwise smoo...
This article studies the problem whether two convex (concave) regression...
A restrictive assumption in change point analysis is "stationarity under...
This paper considers the problem of testing if a sequence of means
(μ_t)...