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03/03/2023
Lag selection and estimation of stable parameters for multiple autoregressive processes through convex programming
Motivated by a variety of applications, high-dimensional time series hav...
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02/14/2022
Statistical inference for intrinsic wavelet estimators of SPD matrices in a log-Euclidean manifold
In this paper we treat statistical inference for an intrinsic wavelet es...
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02/02/2022
VC-PCR: A Prediction Method based on Supervised Variable Selection and Clustering
Sparse linear prediction methods suffer from decreased prediction accura...
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06/25/2021
Nonparametric monitoring of sunspot number observations: a case study
Solar activity is an important driver of long-term climate trends and mu...
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10/22/2020
Nonparametric robust monitoring of time series panel data
In many applications, a control procedure is required to detect potentia...
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08/27/2018
Intrinsic wavelet regression for surfaces of Hermitian positive definite matrices
This paper develops intrinsic wavelet denoising methods for surfaces of ...
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11/06/2017