23 citations · 38 across the 4 of their papers we have counts for
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stat.ME2023★ 2 cited
Fourier Methods for Sufficient Dimension Reduction in Time Series
S. Yaser Samadi, Tharindu P. De Alwis
Dimensionality reduction has always been one of the most significant and challenging problems in the analysis of high-dimensional data. In the context of time series analysis, our…
stat.ME2023★ 13 cited
Reduced-rank Envelope Vector Autoregressive Models
S. Yaser Samadi, Wiranthe B. Herath
The standard vector autoregressive (VAR) models suffer from overparameterization which is a serious issue for high-dimensional time series data as it restricts the number of variab…