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stat.ME2026
Regularized High-Dimensional Additive Tensor Autoregressive Model
Debika Ghosh, Nilanjana Chakraborty, Samrat Roy
High-dimensional time series has diverse applications in econometrics and finance. Recent models for capturing temporal dependence have employed a bilinear representation for matri…
stat.ME2025
High-Dimensional Regularized Additive Matrix Autoregressive Model
Debika Ghosh, Samrat Roy, Nilanjana Chakraborty
High-dimensional time series has diverse applications in econometrics and finance. Recent models for capturing temporal dependence have employed a bilinear representation for matri…