{"paper":{"title":"Change point inference in high-dimensional regression models under temporal dependence","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.ME","stat.TH"],"primary_cat":"math.ST","authors_text":"Daren Wang, Haotian Xu, Yi Yu, Zifeng Zhao","submitted_at":"2022-07-25T18:18:30Z","abstract_excerpt":"This paper concerns about the limiting distributions of change point estimators, in a high-dimensional linear regression time series context, where a regression object $(y_t, X_t) \\in \\mathbb{R} \\times \\mathbb{R}^p$ is observed at every time point $t \\in \\{1, \\ldots, n\\}$. At unknown time points, called change points, the regression coefficients change, with the jump sizes measured in $\\ell_2$-norm. We provide limiting distributions of the change point estimators in the regimes where the minimal jump size vanishes and where it remains a constant. We allow for both the covariate and noise seque"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2207.12453","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2207.12453/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}