2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.ME2023★ 2 cited
Estimating Time-Varying Networks for High-Dimensional Time Series
Jia Chen, Degui Li, Yuning Li +1
We explore time-varying networks for high-dimensional locally stationary time series, using the large VAR model framework with both the transition and (error) precision matrices ev…
math.ST2022
Nonparametric Estimation of Mediation Effects with A General Treatment
Lukang Huang, Wei Huang, Oliver Linton +1
To investigate causal mechanisms, causal mediation analysis decomposes the total treatment effect into the natural direct and indirect effects. This paper examines the estimation o…