124 citations · 194 across the 14 of their papers we have counts for
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stat.ME2021★ 5 cited
Multi-linear Tensor Autoregressive Models
Zebang Li, Han Xiao
Contemporary time series analysis has seen more and more tensor type data, from many fields. For example, stocks can be grouped according to Size, Book-to-Market ratio, and Operati…
stat.ME2021★ 1 cited
Equivariant Variance Estimation for Multiple Change-point Model
Ning Hao, Yue Selena Niu, Han Xiao
The variance of noise plays an important role in many change-point detection procedures and the associated inferences. Most commonly used variance estimators require strong assumpt…