12 citations · 23 across the 9 of their papers we have counts for
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stat.ME2022★ 4 cited
Frequency Domain Statistical Inference for High-Dimensional Time Series
Jonas Krampe, Efstathios Paparoditis
Analyzing time series in the frequency domain enables the development of powerful tools for investigating the second-order characteristics of multivariate processes. Parameters lik…
math.ST2022★ 2 cited
Inverse covariance operators of multivariate nonstationary time series
Jonas Krampe, Suhasini Subba Rao
For multivariate stationary time series many important properties, such as partial correlation, graphical models and autoregressive representations are encoded in the inverse of it…