12 citations · 23 across the 9 of their papers we have counts for
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stat.ME2018
Time Series Modeling on Dynamic Networks
Jonas Krampe
This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structur…
stat.ME2018★ 12 cited
Bootstrap Based Inference for Sparse High-Dimensional Time Series Models
J. Krampe, J-P. Kreiss, E. Paparoditis
Fitting sparse models to high-dimensional time series is an important area of statistical inference. In this paper we consider sparse vector autoregressive models and develop appro…