110 citations · 630 across the 32 of their papers we have counts for
Showing 2012 · math.STShow all
2 papers · 2 filters
math.ST2012★ 60 cited
Identifying the finite dimensionality of curve time series
Neil Bathia, Qiwei Yao, Flavio Ziegelmann
The curve time series framework provides a convenient vehicle to accommodate some nonstationary features into a stationary setup. We propose a new method to identify the dimensiona…
math.ST2012★ 62 cited
Factor modeling for high-dimensional time series: Inference for the number of factors
Clifford Lam, Qiwei Yao
This paper deals with the factor modeling for high-dimensional time series based on a dimension-reduction viewpoint. Under stationary settings, the inference is simple in the sense…