2 papers
stat.ME2026
High-Dimensional Multivariate VAR Estimation with Spatio-Temporal Structure
Peiliang Bai
High-dimensional vector autoregressive (VAR) models provide a flexible framework for characterizing dynamic dependence in multivariate spatio-temporal systems, but their unrestrict…
stat.ME2025
Optimal Change Point Detection and Inference in the Spectral Density of General Time Series Models
Sepideh Mosaferi, Abolfazl Safikhani, Peiliang Bai
This paper addresses the problem of detecting change points in the spectral density of time series, motivated by EEG analysis of seizure patients. Seizures disrupt coherence and fu…