22 citations · 27 across the 2 of their papers we have counts for
2 papers
stat.ME2020★ 5 cited
Vector Autoregressive Models with Spatially Structured Coefficients for Time Series on a Spatial Grid
Yuan Yan, Hsin-Cheng Huang, Marc G. Genton
We propose a parsimonious spatiotemporal model for time series data on a spatial grid. Our model is capable of dealing with high-dimensional time series data that may be collected…
stat.ME2017★ 22 cited
Non-Gaussian Autoregressive Processes with Tukey g-and-h Transformations
Yuan Yan, Marc Genton
When performing a time series analysis of continuous data, for example from climate or environmental problems, the assumption that the process is Gaussian is often violated. Theref…