1 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.ME2024★ 1 cited
SARMA: Scalable Low-Rank High-Dimensional Autoregressive Moving Averages via Tensor Decomposition
Feiqing Huang, Kexin Lu, Yao Zheng
Existing models for high-dimensional time series are overwhelmingly developed within the finite-order vector autoregressive (VAR) framework. However, the more flexible vector autor…
stat.ME2022★ 1 cited
An Interpretable and Efficient Infinite-Order Vector Autoregressive Model for High-Dimensional Time Series
Yao Zheng
As a special infinite-order vector autoregressive (VAR) model, the vector autoregressive moving average (VARMA) model can capture much richer temporal patterns than the widely used…