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Related papers: Testing for the Presence of Structural Change and …

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While a substantial literature on structural break change point analysis exists for univariate time series, research on large panel data models has not been as extensive. In this paper, a novel method for estimating panel models with…

Econometrics · Economics 2021-09-24 Oualid Bada , Alois Kneip , Dominik Liebl , Tim Mensinger , James Gualtieri , Robin C. Sickles

A vast amount of expert and domain knowledge is captured by causal structural priors, yet there has been little research on testing such priors for generalization and data synthesis purposes. We propose a novel model architecture, Causal…

Machine Learning · Computer Science 2022-11-08 Jeffrey Jiang , Omead Pooladzandi , Sunay Bhat , Gregory Pottie

We introduce a heterogeneous spatiotemporal GARCH model for geostatistical data or processes on networks, e.g., for modelling and predicting financial return volatility across firms in a latent spatial framework. The model combines…

Statistical Finance · Quantitative Finance 2025-08-29 Atika Aouri , Philipp Otto

Causal inference in multivariate time series is challenging due to the fact that the sampling rate may not be as fast as the timescale of the causal interactions. In this context, we can view our observed series as a subsampled version of…

Methodology · Statistics 2017-04-11 Alex Tank , Emily B. Fox , Ali Shojaie

This paper develops a new model and estimation procedure for panel data that allows us to identify heterogeneous structural breaks. We model individual heterogeneity using a grouped pattern. For each group, we allow common structural breaks…

Econometrics · Economics 2018-11-27 Ryo Okui , Wendun Wang

Spatial systems with heterogeneities are ubiquitous in nature, from precipitation, temperature and soil gradients controlling vegetation growth to morphogen gradients controlling gene expression in embryos. Such systems, generally described…

Dynamical Systems · Mathematics 2023-05-10 Denis D. Patterson , Simon A. Levin , A. Carla Staver , Jonathan D. Touboul

This paper considers a class of nonparametric autoregressive models with nonstationarity. We propose a nonparametric kernel test for the conditional mean and then establish an asymptotic distribution of the proposed test. Both the setting…

Statistics Theory · Mathematics 2009-11-20 Jiti Gao , Maxwell King , Zudi Lu , Dag Tjøstheim

From biological systems to cyber-physical systems, monitoring the behavior of such dynamical systems often requires to reason about complex spatio-temporal properties of physical and/or computational entities that are dynamically…

Logic in Computer Science · Computer Science 2021-09-17 Ennio Visconti , Ezio Bartocci , Michele Loreti , Laura Nenzi

New goodness-of-fit tests for Markovian models in time series analysis are developed which are based on the difference between a fully nonparametric estimate of the one-step transition distribution function of the observed process and that…

Statistics Theory · Mathematics 2008-12-18 Michael H. Neumann , Efstathios Paparoditis

We consider the problem of testing the stationarity and isotropy of a spatial point pattern based on the concept of local spectra. Using a logarithmic transformation, the mechanism of the proposed test is approximately identical to a simple…

Applications · Statistics 2017-01-31 Azam Saadatjouy , Ali R. Taheriyoun , Mohammad Q. Vahidi-Asl

Identifying structural change is a crucial step in analysis of time series and panel data. The longer the time span, the higher the likelihood that the model parameters have changed as a result of major disruptive events, such as the…

Econometrics · Economics 2025-01-23 Jan Ditzen , Yiannis Karavias , Joakim Westerlund

The recent development of bootstrap methods based on semidefinite relaxations of positivity constraints has enabled rigorous two-sided bounds on local observables directly in the thermodynamic limit. However, these bounds inevitably become…

Strongly Correlated Electrons · Physics 2025-11-27 Michael G. Scheer , Nisarg Chadha , Da-Chuan Lu , Eslam Khalaf

Robust optimization provides a principled framework for decision-making under uncertainty, with broad applications in finance, engineering, and operations research. In portfolio optimization, uncertainty in expected returns and covariances…

Statistical Finance · Quantitative Finance 2025-10-15 Daniel Cunha Oliveira , Grover Guzman , Nick Firoozye

We consider an analysis of variance type problem, where the sample observations are random elements in an infinite dimensional space. This scenario covers the case, where the observations are random functions. For such a problem, we propose…

Methodology · Statistics 2022-07-26 Joydeep Chowdhury , Probal Chaudhuri

With the advancement of GPS and remote sensing technologies, large amounts of geospatial and spatiotemporal data are being collected from various domains, driving the need for effective and efficient prediction methods. Given spatial data…

Machine Learning · Computer Science 2020-12-25 Zhe Jiang

Stochastic process models for spatiotemporal data underlying random fields find substantial utility in a range of scientific disciplines. Subsequent to predictive inference on the values of the random field (or spatial surface indexed…

Methodology · Statistics 2024-07-26 Aritra Halder , Didong Li , Sudipto Banerjee

Meta-analysis combines pertinent information from existing studies to provide an overall estimate of population parameters/effect sizes, as well as to quantify and explain the differences between studies. However, testing the between-study…

Methodology · Statistics 2020-11-13 Han Du , Ge Jiang , Zijun Ke

Understanding causality is challenging and often complicated by changing causal relationships over time and across environments. Climate patterns, for example, shift over time with recurring seasonal trends, while also depending on…

Machine Learning · Computer Science 2025-01-20 Sarah Mameche , Lénaïg Cornanguer , Urmi Ninad , Jilles Vreeken

We consider bootstrap-based testing for threshold effects in non-linear threshold autoregressive (TAR) models. It is well-known that classic tests based on asymptotic theory tend to be oversized in the case of small, or even moderate sample…

Methodology · Statistics 2022-01-04 Simone Giannerini , Greta Goracci , Anders Rahbek

State-of-the-art models of lexical semantic change detection suffer from noise stemming from vector space alignment. We have empirically tested the Temporal Referencing method for lexical semantic change and show that, by avoiding…

Computation and Language · Computer Science 2020-07-23 Haim Dubossarsky , Simon Hengchen , Nina Tahmasebi , Dominik Schlechtweg