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stat.ME2025
Network Estimation for Stationary Time Series
Madeline A. Shelley, Chiara Boetti, Marina I. Knight +1
High-dimensional multivariate time series are common in many scientific and industrial applications, where the interest lies in identifying key dependence structure within the data…
stat.ME2025
Long memory network time series
Chiara Boetti, Matthew A. Nunes, Marina I. Knight
Many scientific areas, from computer science to the environmental sciences and finance, give rise to multivariate time series which exhibit long memory, or loosely put, a slow deca…