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stat.ME2024
Modelling Directed Networks with Reciprocity
Rui Feng, Chenlei Leng
Asymmetric relational data is increasingly prevalent across diverse fields, underscoring the need for directed network models to address the complex challenges posed by their uniqu…
econ.EM2024
Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
Chenlei Leng, Degui Li, Hanlin Shang +1
We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation…