Transfer learning for nonparametric contextual dynamic pricing. - paper
International Conference on Machine Learning (ICML).
Change point inference in high-dimensional regression models under temporal dependence. - paper
Annals of Statistics.
A composite likelihood-based approach for change-point detection in spatiotemporal processes. - paper
Journal of the American Statistical Association.
SNSeg: An R package for time series segmentation via self-normalization. - paper
The R Journal.
Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction. - paper
Journal of Econometrics.
Anticipated wait and its effects on consumer choice, pricing, and assortment management. - paper
Manufacturing and Service Operations Management.
Time series analysis of COVID-19 infection curve: a change-point perspective. - paper
Journal of Econometrics.
Change-point detection for sparse and dense functional data in general dimensions. - paper
Neural Information Processing Systems (Neurips).
Segmenting time series via self-normalization. - paper, package
Journal of the Royal Statistical Society - Series B.
Functional linear regression with mixed predictors. - paper
Journal of Machine Learning Research.
Statistically and computationally efficient change point localization in regression settings. - paper
Journal of Machine Learning Research.
Modelling the COVID-19 infection trajectory: A piecewise linear quantile trend model. - paper
Journal of the Royal Statistical Society - Series B, with discussion.
Risk analysis via generalized Pareto distributions. - paper
Journal of Business & Economic Statistics.
Alternating dynamic programming for multiple epidemic change-point estimation. - paper
Journal of Computational and Graphical Statistics.
Modeling multivariate time series with copula-linked univariate D-vines. - paper
Journal of Business & Economic Statistics.
Knowledge learning of insurance risks using dependence models. - paper
INFORMS Journal on Computing.
Dynamic bivariate peak over threshold model for joint tail risk dynamics of financial markets. - paper
Journal of Business & Economic Statistics.
Regression for copula-linked compound distributions with applications in modeling aggregate insurance claims. - paper
Annals of Applied Statistics.
Semi-parametric dynamic max-copula model for multivariate time series. - paper
Journal of the Royal Statistical Society - Series B.
Modeling maxima with autoregressive conditional Frechet model. - paper
Journal of Econometrics.
Inference for multiple change-points in time series via likelihood ratio scan statistics. - paper
Journal of the Royal Statistical Society - Series B.
Regressor and disturbance have moments of all order, least squares estimator has none. - paper
Statistics & Probability Letters.