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stat.ME2025
Spatio-Temporal Autoregressions for High Dimensional Matrix-Valued Time Series
Baojun Dou, Jing He, Sudhir Tiwari +1
Motivated by predicting intraday trading volume curves, we consider two spatio-temporal autoregressive models for matrix time series, in which each column may represent daily tradi…
stat.ME2025
Testing independence and conditional independence in high dimensions via coordinatewise Gaussianization
Jinyuan Chang, Yue Du, Jing He +1
We propose new statistical tests, in high-dimensional settings, for testing the independence of two random vectors and their conditional independence given a third random vector. T…