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20162023
most citedMultiple-change-point detection for high dimensional time series via sparsified binary segmentation

264 citations · 864 across the 22 of their papers we have counts for

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stat.CO2023

fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling

Dom Owens, Haeran Cho, Matteo Barigozzi

The package fnets for the R language implements the suite of methodologies proposed by Barigozzi et al. (2022) for the network estimation and forecasting of high-dimensional time s…