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stat.ME2026
Attribution of Spurious Factors from High-Dimensional Functional Time Series
Adam Nie, Yanrong Yang, Han Lin Shang +1
This article explores a general factor structure for high-dimensional nonstationary functional time series, encompassing a wide range of factor models studied in the existing liter…
stat.ME2025
AR-sieve Bootstrap for High-dimensional Time Series
Daning Bi, Han Lin Shang, Yanrong Yang +1
This paper proposes a new AR-sieve bootstrap approach to high-dimensional time series. The major challenge of classical bootstrap methods on high-dimensional time series is two-fol…