 Optimal Sampling Designs for Multi-dimensional Streaming Time Series
with Application to Power Grid Sensor DataAnnals of Applied Statistics (AOAS), 2023 |
 Time varying regression with hidden linear dynamicsConference on Learning for Dynamics & Control (L4DC), 2021 |
 Theory of Evolutionary Spectra for Heteroskedasticity and
Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary
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 Simultaneous inference for time-varying modelsJournal of Econometrics (J. Econometrics), 2020 |
 Bayesian modelling of time-varying conditional heteroscedasticityBayesian Analysis (BA), 2020 |
 Prediction in locally stationary time seriesJournal of business & economic statistics (JBES), 2020 |
