Guodong Li

works on

deep neural networks 1 forecasting 1 frequency alignment 1 mixed-frequency time series 1 parameter sharing 1

From the 1 of 11 linked papers with an AI index.

activity

20242026

collaborators

Showing math.STShow all

1 paper · 1 filter

math.ST2024

Robust estimation for high-dimensional time series with heavy tails

Yu Wang, Guodong Li, Zhijie Xiao +2

We study in this paper the problem of least absolute deviation (LAD) regression for high-dimensional heavy-tailed time series which have finite $I^\pm$ -th moment with $I^\pm \in (1, 2]$ . T…