2 citations · 2 across the 5 of their papers we have counts for
3 papers · 1 filter
Impulse Response Inference for Matrix Autoregressions
Alain Hecq, Ivan Ricardo, Ines Wilms
Matrix autoregressive (MAR) models offer a parsimonious framework for modeling matrix-valued time series, yet tools for estimation and inference for their impulse response function…
Performance of radio-based detection to operational monitoring M5+ class solar flares
Julia van Ravenswaaij, Ines Wilms, Ivan Ricardo +1
Early detection of major solar flares is critical for defense operations due to their potential to disturb radar and radio systems. Typically, soft X-ray flux is used to monitor an…
Sparse Tree-Based Aggregation for Time Series Regressions
Marie Corillon, Stephan Smeekes, Ines Wilms
High-dimensional time series regressions are often regularized to produce sparse coefficients. We show that temporal aggregation provides a powerful alternative to reduce dimension…