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Preprint Aug 2026

Recursive Multiple Change Point Detection of Nonstationary Time Series: Instability Tests, Estimation and Confidence Intervals

We develop bootstrap-assisted robust binary segmentation (BARBS), a recursive binary segmentation method for multiple change point detection under general nonstationary temporal dynamics. A novel Gaussian multiplier bootstrap for the CUSUM statistics is proposed, offering robustness to complex dependence structures. Th...

Le-Heng Cai, Zhou Zhou · 0 citations
Preprint Sep 2026

Model Specification Test for Stationary Functional Time Series

We develop a general framework for model specification testing in stationary functional time series. The approach is based on an autoregressive approximation that represents a broad class of stationary functional processes through coefficient kernels whose dimension and autoregressive order may increase with the sample...

Yan Cui, Holger Dette, Zhou Zhou · 0 citations

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