348 citations · 953 across the 15 of their papers we have counts for
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math.ST2021
Graphical models for nonstationary time series
Sumanta Basu, Suhasini Subba Rao
We propose NonStGM, a general nonparametric graphical modeling framework for studying dynamic associations among the components of a nonstationary multivariate time series. It buil…
math.ST2013★ 348 cited
Regularized estimation in sparse high-dimensional time series models
Sumanta Basu, George Michailidis
Many scientific and economic problems involve the analysis of high-dimensional time series datasets. However, theoretical studies in high-dimensional statistics to date rely primar…