8 citations · 8 across the 3 of their papers we have counts for
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stat.ME2019
Factor Analysis for High-Dimensional Time Series with Change Point
Xialu Liu, Ting Zhang
We consider change-point latent factor models for high-dimensional time series, where a structural break may exist in the underlying factor structure. In particular, we propose con…
stat.ME2019★ 8 cited
Helping Effects Against Curse of Dimensionality in Threshold Factor Models for Matrix Time Series
Xialu Liu, Elynn Chen
As is known, factor analysis is a popular method to reduce dimension for high-dimensional data. For matrix data, the dimension reduction can be more effectively achieved through bo…