60 citations · 64 across the 2 of their papers we have counts for
2 papers
math.ST2012★ 60 cited
Identifying the finite dimensionality of curve time series
Neil Bathia, Qiwei Yao, Flavio Ziegelmann
The curve time series framework provides a convenient vehicle to accommodate some nonstationary features into a stationary setup. We propose a new method to identify the dimensiona…
math.ST2010★ 4 cited
Estimation for Latent Factor Models for High-Dimensional Time Series
Clifford Lam, Qiwei Yao, Neil Bathia
This paper deals with the dimension reduction for high-dimensional time series based on common factors. In particular we allow the dimension of time series to be as large as, o…