4 citations · 5 across the 4 of their papers we have counts for
Showing 2025Show all
2 papers · 1 filter
math.ST2025
Estimation of High-dimensional Nonlinear Vector Autoregressive Models
Yuefeng Han, Likai Chen, Wei Biao Wu
High-dimensional vector autoregressive (VAR) models have numerous applications in fields such as econometrics, biology, climatology, among others. While prior research has mainly f…
stat.ME2025
Diffusion Index Forecasting with Tensor Data
Bin Chen, Yuefeng Han, Qiyang Yu
In this paper, we consider diffusion index forecasting with both tensor and non-tensor predictors, where the tensor structure is preserved with a Canonical Polyadic (CP) tensor fac…