← All authors Gregory Rice University of Waterloo (from arXiv:2603.10272, 2026) · OpenAlex
41 papers in scope · 39 published · 2 on the econ.EM arXiv · 1,107 citations · h-index 17 (over the papers listed here)
Papers (2 of 41)
CONFIDENCE INTERVALS FOR MULTIPLE CHANGE POINTS IN LINEAR MODELS WITH HETEROSCEDASTIC ERRORS
published 2026 · Econometric Theory · 1 citations
with Lajos Horváth, Yuqian Zhao
working paper 2026 · arXiv
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
published 2026 · Bernoulli · 1 citations · first circulated 2024
working paper 2025 · arXiv
Change Point Analysis for Functional Data Using Empirical Characteristic Functionals
published 2025 · Journal of Time Series Analysis · 4 citations
Projection-based white noise and goodness-of-fit tests for functional time series
published 2024 · Statistical Inference for Stochastic Processes · 2 citations
with Mi-Hyun Kim, Piotr Kokoszka
Exploring volatility of crude oil intraday return curves: A functional GARCH-X model
published 2023 · Journal of commodity markets · 14 citations
Testing for changes in linear models using weighted residuals
published 2023 · Journal of Multivariate Analysis · 4 citations
Functional spherical autocorrelation: A robust estimate of the autocorrelation of a functional time series
published 2023 · Electronic Journal of Statistics · 5 citations
with Chi-Kuang Yeh, Joel A. Dubin
Testing Stability in Functional Event Observations with an Application to IPO Performance
published 2022 · Journal of Business and Economic Statistics · 3 citations
Estimating the conditional distribution in functional regression problems
published 2022 · Electronic Journal of Statistics · 4 citations
with Siegfried Hörmann, Thomas Kuenzer
Change point analysis of covariance functions: A weighted cumulative sum approach
published 2021 · Journal of Multivariate Analysis · 19 citations
Consistency of binary segmentation for multiple change-point estimation with functional data
published 2021 · Statistics & Probability Letters · 15 citations · first circulated 2019
with Chi Zhang
Detecting common breaks in the means of high dimensional cross-dependent panels
published 2021 · Econometrics Journal · 12 citations
Evaluating Real-Time Probabilistic Forecasts With Application to National Basketball Association Outcome Prediction
published 2021 · The American Statistician · 2 citations
with Chi-Kuang Yeh, Joel A. Dubin
Detecting early or late changes in linear models with heteroscedastic errors
published 2020 · Scandinavian Journal of Statistics · 8 citations
Functional time series model identification and diagnosis by means of auto-and partial autocorrelation analysis
published 2020 · Computational Statistics & Data Analysis · 41 citations
with Guillermo Mestre, José Portela, Antonio Muñoz San Roque, Estrella Alonso
Projection pursuit based tests of normality with functional data
published 2020 · Journal of Statistical Planning and Inference · 17 citations
with Adam W. Kolkiewicz, Yijun Xie
Tests for conditional heteroscedasticity of functional data
published 2020 · Journal of Time Series Analysis · 22 citations · first circulated 2019
Robust multivariate change point analysis based on data depth
published 2020 · Canadian Journal of Statistics · 11 citations
with Shojaeddin Chenouri, Ahmad Mozaffari
Forecasting value at risk with intra-day return curves
published 2020 · International Journal of Forecasting · 20 citations
Structural break analysis for spectrum and trace of covariance operators
published 2019 · Environmetrics · 1 citations · first circulated 2018
A functional time series analysis of forward curves derived from commodity futures
published 2019 · International Journal of Forecasting · 16 citations · first circulated 2018
Sequential monitoring for changes from stationarity to mild non-stationarity
published 2019 · Journal of Econometrics · 15 citations
A New Class of Change Point Test Statistics of Rényi Type
published 2019 · Journal of Business and Economic Statistics
Inference for the Lagged Cross‐Covariance Operator Between Functional Time Series
published 2019 · Journal of Time Series Analysis · 17 citations · first circulated 2017
with Marco Shum
Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models
published 2018 · Journal of Multivariate Analysis · 8 citations
Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction
published 2017 · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 109 citations · first circulated 2015
Inference for the autocovariance of a functional time series under conditional heteroscedasticity
published 2017 · Journal of Multivariate Analysis · 64 citations
A Plug‐in Bandwidth Selection Procedure for Long‐Run Covariance Estimation with Stationary Functional Time Series
published 2016 · Journal of Time Series Analysis · 66 citations
Statistical analysis of spatially homogeneous dynamic agent-based processes using functional time series analysis
published 2016 · Spatial Statistics · 5 citations
with Jack Hywood, Mark Read
ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS
published 2016 · Econometric Theory · 25 citations
On the asymptotic normality of kernel estimators of the long run covariance of functional time series
published 2015 · Journal of Multivariate Analysis · 5 citations
Addendum to: An introduction to functional data analysis and a principal component approach for testing the equality of mean curves
published 2015 · Revista Matemática Complutense · 32 citations
Testing for independence between functional time series
published 2015 · Journal of Econometrics · 24 citations · first circulated 2014
TESTING EQUALITY OF MEANS WHEN THE OBSERVATIONS ARE FROM FUNCTIONAL TIME SERIES
published 2014 · Journal of Time Series Analysis · 25 citations
Adaptive bandwidth selection in the long run covariance estimator of functional time series
published 2014 · Computational Statistics & Data Analysis · 26 citations
Rejoinder on: Extensions of some classical methods in change point analysis
published 2014 · Test · 136 citations
Testing stationarity of functional time series
published 2013 · Journal of Econometrics · 219 citations
Test of independence for functional data
published 2013 · Journal of Multivariate Analysis · 45 citations
Weak invariance principles for sums of dependent random functions
published 2012 · Stochastic Processes and their Applications · 64 citations
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