Related references
Note: Only part of the references are listed.Long-Range Dependent Curve Time Series
Degui Li et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2020)
Doubly functional graphical models in high dimensions
Xinghao Qiao et al.
BIOMETRIKA (2020)
LASSO GUARANTEES FOR beta-MIXING HEAVY-TAILED TIME SERIES
Kam Chung Wong et al.
ANNALS OF STATISTICS (2020)
Functional Graphical Models
Xinghao Qiao et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2019)
High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models
Satyajit Ghosh et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2019)
Bayesian nonparametric sparse VAR models
Monica Billio et al.
JOURNAL OF ECONOMETRICS (2019)
A Nonparametric Graphical Model for Functional Data With Application to Brain Networks Based on fMRI
Bing Li et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2018)
Spatial and temporal variation of particulate matter and gaseous pollutants in China during 2014-2016
Rui Li et al.
ATMOSPHERIC ENVIRONMENT (2017)
Concentration inequalities and moment bounds for sample covariance operators
Vladimir Koltchinskii et al.
BERNOULLI (2017)
Optimal eigen expansions and uniform bounds
Moritz Jirak
PROBABILITY THEORY AND RELATED FIELDS (2016)
High-dimensional and banded vector autoregressions
Shaojun Guo et al.
BIOMETRIKA (2016)
Partially functional linear regression in high dimensions
Dehan Kong et al.
BIOMETRIKA (2016)
FUNCTIONAL ADDITIVE REGRESSION
Yingying Fan et al.
ANNALS OF STATISTICS (2015)
REGULARIZED ESTIMATION IN SPARSE HIGH-DIMENSIONAL TIME SERIES MODELS
Sumanta Basu et al.
ANNALS OF STATISTICS (2015)
Oracle inequalities for high dimensional vector autoregressions
Anders Bredahl Kock et al.
JOURNAL OF ECONOMETRICS (2015)
On the Prediction of Stationary Functional Time Series
Alexander Aue et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2015)
Adaptive Restart for Accelerated Gradient Schemes
Brendan O'Donoghue et al.
FOUNDATIONS OF COMPUTATIONAL MATHEMATICS (2015)
Dynamic functional principal components
Siegfried Hormann et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2015)
Testing stationarity of functional time series
Lajos Horvath et al.
JOURNAL OF ECONOMETRICS (2014)
FOURIER ANALYSIS OF STATIONARY TIME SERIES IN FUNCTION SPACE
Victor M. Panaretos et al.
ANNALS OF STATISTICS (2013)
Modeling and Forecasting Daily Electricity Load Curves: A Hybrid Approach
Haeran Cho et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2013)
Determining the order of the functional autoregressive model
Piotr Kokoszka et al.
JOURNAL OF TIME SERIES ANALYSIS (2013)
HIGH-DIMENSIONAL REGRESSION WITH NOISY AND MISSING DATA: PROVABLE GUARANTEES WITH NONCONVEXITY
Po-Ling Loh et al.
ANNALS OF STATISTICS (2012)
STANDARDIZATION AND THE GROUP LASSO PENALTY
Noah Simon et al.
STATISTICA SINICA (2012)
Functional data analysis for volatility
Hans-Georg Mueller et al.
JOURNAL OF ECONOMETRICS (2011)
WEAKLY DEPENDENT FUNCTIONAL DATA
Siegfried Hormann et al.
ANNALS OF STATISTICS (2010)
IDENTIFYING THE FINITE DIMENSIONALITY OF CURVE TIME SERIES
Neil Bathia et al.
ANNALS OF STATISTICS (2010)
SIMULTANEOUS ANALYSIS OF LASSO AND DANTZIG SELECTOR
Peter J. Bickel et al.
ANNALS OF STATISTICS (2009)
A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
Amir Beck et al.
SIAM JOURNAL ON IMAGING SCIENCES (2009)
Methodology and convergence rates for functional linear regression
Peter Hall et al.
ANNALS OF STATISTICS (2007)
Model selection and estimation in regression with grouped variables
M Yuan et al.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY (2006)
A tale of two time scales:: Determining integrated volatility with noisy high-frequency data
L Zhang et al.
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION (2005)
Share Paper
