Showing 2025Show all
2 papers · 1 filter
stat.ME2025
Detecting Impact of the Great Recession on Macroeconomic Indicators
Shuvrarghya Ghosh, Arkaprava Roy, Anindya Roy +1
We study structural changes in multivariate time series by estimating and comparing stationary graphs of macroeconomic time series before and after an economic crisis, such as the…
stat.ME2025
Bayesian Inference for High-dimensional Time Series with a Stationary Directed Acyclic Graphical Structure
Arkaprava Roy, Anindya Roy, Subhashis Ghosal
In multivariate time series analysis, understanding the underlying causal relationships among variables is often of interest for various applications. Directed acyclic graphs (DAGs…