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20242026
most citedTail-robust factor modelling of vector and tensor time series in high dimensions

1 citations · 1 across the 4 of their papers we have counts for

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stat.ME2026

Multiple Change Point Detection in the Mean and Covariance of High-Dimensional Matrix Time Series

Zetai Cen, Haeran Cho

This paper studies simultaneous change point detection in the first- and second-order structures of high-dimensional matrix-valued time series. Specifically, we extend the framewor…

math.ST2026

Detection and Mode-Identification of Multiple Change Points in Tensor Factor Models

Yuqi Zhang, Zetai Cen, Haeran Cho

We study the problem of modeling high-dimensional tensor-valued time series under a Tucker decomposition-based factor model while permitting the presence of multiple structural cha…