JASA Jul 23, 2025

Identifying the Structure of High-Dimensional Time Series via Eigen-Analysis

Authors
Bo Zhang Jiti Gao Guangming Pan Yanrong Yang
Research Topics
High-Dimensional Statistics Time Series
View Full Paper
Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2025.2507436
  • Published:
    July 23, 2025
  • Added to Tracker:
    Jul 30, 2025
Author Details
Bo Zhang
Author
Jiti Gao
Author
Guangming Pan
Author
Yanrong Yang
Author
Research Topics & Keywords
High-Dimensional Statistics
Research Area
Time Series
Research Area
Citation Information
APA Format
Bo Zhang , Jiti Gao , Guangming Pan & Yanrong Yang (2025) . Identifying the Structure of High-Dimensional Time Series via Eigen-Analysis. Journal of the American Statistical Association , 10.1080/01621459.2025.2507436.
BibTeX Format
@article{paper212,
  title = { Identifying the Structure of High-Dimensional Time Series via Eigen-Analysis },
  author = { Bo Zhang and Jiti Gao and Guangming Pan and Yanrong Yang },
  journal = { Journal of the American Statistical Association },
  year = { 2025 },
  doi = { 10.1080/01621459.2025.2507436 },
  url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2025.2507436 }
}
Back to Papers