Spectral Analysis of High-dimensional Time Series

26 October 2018

Papers citing "Spectral Analysis of High-dimensional Time Series"

4 / 4 papers shown

Title
Non-Asymptotic Pointwise and Worst-Case Bounds for Classical Spectrum Estimators Andrew G. Lamperski 35 6 0 21 Mar 2023
Graphical models for nonstationary time series Sumanta Basu S. Subba Rao 76 6 0 17 Sep 2021
Factor modeling for high-dimensional time series: Inference for the number of factors Clifford Lam Q. Yao 49 479 0 04 Jun 2012
High-dimensional generalized linear models and the lasso Sara van de Geer 189 750 0 04 Apr 2008