70 citations · 150 across the 7 of their papers we have counts for
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stat.ME2020
Asymptotic Theory of Principal Component Analysis for Time Series Data with Cautionary Comments
Xinyu Zhang, Howell Tong
Principal component analysis (PCA) is a most frequently used statistical tool in almost all branches of data science. However, like many other statistical tools, there is sometimes…
stat.ME2020
Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis
Kung-Sik Chan, Simone Giannerini, Greta Goracci +1
Regulation is an important feature characterising many dynamical phenomena and can be tested within the threshold autoregressive setting, with the null hypothesis being a global no…