Zhanshou Chen - researchr alias

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Viewing Publication 1 - 10 from 10

2023

Estimation of Multiple Breaks in Panel Data Models Based on a Modified Screening and Ranking AlgorithmFuxiao Li, Yanting Xiao, Zhanshou Chen. symmetry, 15(10):1890, October 2023. [doi]

Detecting Structural Change Point in ARMA Models via Neural Network Regression and LSCUSUM MethodsXi-hame Ri, Zhanshou Chen, Yan Liang. entropy, 25(1):133, January 2023. [doi]

2022

Monitoring Mean and Variance Change-Points in Long-Memory Time SeriesZhanshou Chen, Fuxiao Li, Li Zhu, Yuhong Xing. jossac, 35(3):1009-1029, 2022. [doi]

Ratio detections for change point in heavy tailed observationsRuibing Qin, Xiaoqin Yang, Zhanshou Chen. cssc, 51(5):2487-2510, 2022. [doi]

2021

Bootstrap test for relevant change in heavy tailed time seriesXiaoyang Wang, Zhanshou Chen, Shouyao Cheng, Maocuo Niang. ifip8-3 2021: 362-366 [doi]

2018

Estimation and inference for varying coefficient partially nonlinear errors-in-variables modelsYanting Xiao, Zhanshou Chen. cssc, 47(7):2023-2039, 2018. [doi]

2015

Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance ObservationsZhanshou Chen. cssc, 44(1):71-87, 2015. [doi]

2012

Bootstrap testing multiple changes in persistence for a heavy-tailed sequenceZhanshou Chen, Zi Jin, Zheng Tian, Peiyan Qi. csda, 56(7):2303-2316, 2012. [doi]

Moving ratio test for multiple changes in persistenceZhanshou Chen, Zheng Tian. jossac, 25(3):582-593, 2012. [doi]

2010

Modified procedures for change point monitoring in linear modelsZhanshou Chen, Zheng Tian. mcs, 81(1):62-75, 2010. [doi]

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