works on
cross-sectional dependence 1diffusion models 1high-dimensional inference 1jump detection 1large pretrained models 1nonparametric regression 1time series 1time series forecasting 1transformers 1vector autoregression 1

From the 2 of 5 linked papers with an AI index.

most citedHigh-dimensional inference on jumps in nonparametric time series regression models

1 citations · 1 across the 2 of their papers we have counts for

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math.ST2025

Estimation of High-dimensional Nonlinear Vector Autoregressive Models

Yuefeng Han, Likai Chen, Wei Biao Wu

High-dimensional vector autoregressive (VAR) models have numerous applications in fields such as econometrics, biology, climatology, among others. While prior research has mainly f…