5 citations · 25 across the 18 of their papers we have counts for
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stat.ME2020★ 1 cited
Regularized Estimation in High-Dimensional Vector Auto-Regressive Models using Spatio-Temporal Information
Zhenzhong Wang, Abolfazl Safikhani, Zhengyuan Zhu +1
A Vector Auto-Regressive (VAR) model is commonly used to model multivariate time series, and there are many penalized methods to handle high dimensionality. However in terms of spa…
stat.ME2020
Inference on the change point in high dimensional time series models via plug in least squares
Abhishek Kaul, Stergios B. Fotopoulos, Venkata K. Jandhyala +1
We study a plug in least squares estimator for the change point parameter where change is in the mean of a high dimensional random vector under subgaussian or subexponential distri…