1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.ST2025
Spectral estimation for high-dimensional linear processes
Jamshid Namdari, Alexander Aue, Debashis Paul
We propose a novel estimation procedure for certain spectral distributions associated with a class of high dimensional linear time series. The processes under consideration are of…
stat.ME2024
Inferring Latent Graphs from Stationary Signals Using a Graphical Autoregressive Model
Jedidiah Harwood, Debashis Paul, Jie Peng
Graphs are an intuitive way to represent relationships between variables in fields such as finance and neuroscience. However, these graphs often need to be inferred from data. In t…
math.ST2024★ 1 cited
Detecting Spectral Breaks in Spiked Covariance Models
Nina Dörnemann, Debashis Paul
In this paper, the key objects of interest are the sequential covariance matrices and their largest eigenvalues. Here, the matrix is computed…