Author:
Aue Alexander,Cheung Rex C.Y.,Lee Thomas C.M.,Zhong Ming
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Cited by
7 articles.
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1. Sequential monitoring of high‐dimensional time series;Scandinavian Journal of Statistics;2022-09-20
2. Modelling the COVID‐19 infection trajectory: A piecewise linear quantile trend model*;Journal of the Royal Statistical Society: Series B (Statistical Methodology);2021-08-12
3. Multiscale Quantile Segmentation;Journal of the American Statistical Association;2021-01-27
4. Quantile forecasting and data-driven inventory management under nonstationary demand;Operations Research Letters;2019-11
5. Structural break detection in financial durations;Applied Stochastic Models in Business and Industry;2018-09-21