92 citations · 185 across the 21 of their papers we have counts for
Showing 2017Show all
3 papers · 1 filter
stat.ME2017★ 2 cited
Spatio-temporal models with space-time interaction and their applications to air pollution data
Soudeep Deb, Ruey S. Tsay
It is of utmost importance to have a clear understanding of the status of air pollution and to provide forecasts and insights about the air quality to the general public and resear…
stat.ME2017★ 92 cited
Constrained Factor Models for High-Dimensional Matrix-Variate Time Series
Elynn Y. Chen, Ruey S. Tsay, Rong Chen
High-dimensional matrix-variate time series data are becoming widely available in many scientific fields, such as economics, biology, and meteorology. To achieve significant dimens…
math.ST2017★ 16 cited
High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting
Yuefeng Han, Ruey S. Tsay
Recent research has focused on penalized least squares (Lasso) estimators for high-dimensional linear regressions in which the number of covariates is considerably lar…