7 citations · 10 across the 2 of their papers we have counts for
2 papers
stat.ML2021★ 3 cited
Online false discovery rate control for anomaly detection in time series
Quentin Rebjock, Barış Kurt, Tim Januschowski +1
This article proposes novel rules for false discovery rate control (FDRC) geared towards online anomaly detection in time series. Online FDRC rules allow to control the properties…
math.ST2014★ 7 cited
Vector Autoregressions with Parsimoniously Time Varying Parameters and an Application to Monetary Policy
Laurent Callot, Johannes Tang Kristensen
This paper proposes a parsimoniously time varying parameter vector autoregressive model (with exogenous variables, VARX) and studies the properties of the Lasso and adaptive Lasso…