14 citations · 15 across the 3 of their papers we have counts for
3 papers
econ.EM2019
Boosting High Dimensional Predictive Regressions with Time Varying Parameters
Kashif Yousuf, Serena Ng
High dimensional predictive regressions are useful in wide range of applications. However, the theory is mainly developed assuming that the model is stationary with time invariant…
stat.ME2018★ 1 cited
Partial Distance Correlation Screening for High Dimensional Time Series
Kashif Yousuf, Yang Feng
High dimensional time series datasets are becoming increasingly common in various fields such as economics, finance, meteorology, and neuroscience. Given this ubiquity of time seri…
stat.ME2017★ 14 cited
Variable Screening for High Dimensional Time Series
Kashif Yousuf
Variable selection is a widely studied problem in high dimensional statistics, primarily since estimating the precise relationship between the covariates and the response is of gre…