Aug 2026
Multiple Change Point Detection for Nonstationary Network Autoregressive Models With Node‐Level Dynamics
NLDNAR‐CP is proposed, a novel change point detection method within a node‐specific NAR framework that accommodates heterogeneous temporal dependencies across variables and efficiently detects multiple structural breaks while preserving scalability to high‐dimensional networks.
Rui-Shan Lin, Abolfazl Safikhani
· Environmetrics · 1 citation