ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 1911.06385
  4. Cited By
Estimation of dynamic networks for high-dimensional nonstationary time
  series

Estimation of dynamic networks for high-dimensional nonstationary time series

14 November 2019
Mengyu Xu
Xiaohui Chen
Weichi Wu
    AI4TS
ArXivPDFHTML

Papers citing "Estimation of dynamic networks for high-dimensional nonstationary time series"

2 / 2 papers shown
Title
Break detection in the covariance structure of multivariate time series
  models
Break detection in the covariance structure of multivariate time series models
Alexander Aue
Siegfried Hormann
Lajos Horváth
M. Reimherr
135
362
0
19 Nov 2009
Time Varying Undirected Graphs
Time Varying Undirected Graphs
Shuheng Zhou
John D. Lafferty
Larry A. Wasserman
106
245
0
20 Feb 2008
1