42 citations · 71 across the 7 of their papers we have counts for
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stat.ME2023★ 2 cited
Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series
Degui Li, Runze Li, Han Lin Shang
In this paper, we consider detecting and estimating breaks in heterogeneous mean functions of high-dimensional functional time series which are allowed to be cross-sectionally corr…
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…