most citedEstimating Time-Varying Networks for High-Dimensional Time Series

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

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1 paper

stat.ME2023★ 2 cited

Estimating Time-Varying Networks for High-Dimensional Time Series

Jia Chen, Degui Li, Yuning Li +1

We explore time-varying networks for high-dimensional locally stationary time series, using the large VAR model framework with both the transition and (error) precision matrices ev…