Papers
Found 6 papers
Sorted by: Newest FirstIdentifying the structure of high-dimensional time series via eigen-analysiss
Bo Zhang, Jiti Gao, Guangming Pan et al.
Frequency Domain Statistical Inference for High-Dimensional Time Series
Jonas Krampe, Efstathios Paparoditis
Discovering the Network Granger Causality in Large Vector Autoregressive Models
Yoshimasa Uematsu, Takashi Yamagata
High-Dimensional Knockoffs Inference for Time Series Data
Chien-Ming Chi, Yingying Fan, Ching-Kang Ing et al.
On the Modeling and Prediction of High-Dimensional Functional Time Series
Jinyuan Chang, Qin Fang, Xinghao Qiao et al.
Optimal Vintage Factor Analysis with Deflation Varimax
Xin Bing, Xin He, Dian Jin et al.