2 papers
stat.ME2025
Mean Independent Component Analysis for Multivariate Time Series
Chung Eun Lee, Zeda Li
In this article, we introduce the mean independent component analysis for multivariate time series to reduce the parameter space. In particular, we seek for a contemporaneous linea…
stat.ME2024
A Cepstral Model for Efficient Spectral Analysis of Covariate-dependent Time Series
Zeda Li, Yuexiao Dong
This article introduces a novel and computationally fast model to study the association between covariates and power spectra of replicated time series. A random covariate-dependent…