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20072022
most citedFused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Longitudinal Data

2 citations · 2 across the 6 of their papers we have counts for

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stat.ME2019

Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing

Raanju Ragavendar Sundararajan, Vladas Pipiras, Mohsen Pourahmadi

Stationary subspace analysis (SSA) searches for linear combinations of the components of nonstationary vector time series that are stationary. These linear combinations and their n…