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stat.CO2026
Scalable Regularized Vector Multiplicative Error Models for Positive-valued Financial Time Series
Rohan Hemant Chhatre, Chiranjit Dutta, Nalini Ravishanker +1
The logarithmic multiplicative error model (log-vMEM) has been useful in modeling and forecasting multivariate positive-valued financial time series. The number of parameters grow…
stat.ME2026
Detection of Structural Distortions in Functional Time Series
Debanjana Datta, Rituparna Sen, Nalini Ravishanker
In the era of modern data science, the rapid proliferation of high-dimensional and functional datasets has fostered increasing interest in the investigation of paradigm shifts and…