Haidian
Beijing
University of Chinese Academy of Sciences - School of Economics and Management
Change-point testing; CUSUM process; Parameter constancy; Studentization.
Asymptotic optimality; K-fold cross-validation; Integer-valued autoregressive models; Maximum likelihood; Model averaging.
Adjusted-range, Functional time series, Karhunen-Loève expansion, self-normalization.
adaptive statistical methods, change-point analysis, cumulative sum, functional ofempirical distribution, online monitoring.
Structural stability of functional data - a new adjusted-range based self-normalization approach
ACF tests, self-normalization, Time Series Analysis, long-run variance estimation, non-parametric statistics.
virtual water, Global supply chains, Multi-region input-output (MRIO), Ecological Economics, Trade and industrial structure, Water scarcity and resilience
functional time series, relevant hypotheses, self-normalization, change-point detection, covariance operator.
online monitoring, streaming functional data, functional time series, change-point detection, self-normalization.
approximate factor model, sequential monitoring, discrete Fourier transform, self-normalization, loading instability.
distributional Granger causality, sequential monitoring, self-normalization, quantile regression, e-process
Regulatory quality, Decarbonization, Capitalism, Economic development, Democracy.
