Archive | September, 2023

Papers on high-dimensional time series modelling accepted into Journal of the American Statistical Association and Journal of Business & Economic Statistics

Dr Haeran Cho and Dom Owens (COMPASS PhD student), in collaboration with Prof Matteo Barigozzi (Bologna), have had a new paper accepted into Journal of Business & Economic Statistics. Titled ‘FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series’, the paper proposes a new model for high-dimensional time series data exhibiting dominant dependence, a […]

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