Следене
Dom Owens
Dom Owens
Потвърден имейл адрес: bristol.ac.uk - Начална страница
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Позовавания
Позовавания
Година
FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series
M Barigozzi, H Cho, D Owens
Journal of Business & Economic Statistics 42 (3), 890-902, 2024
292024
High-dimensional data segmentation in regression settings permitting temporal dependence and non-Gaussianity
H Cho, D Owens
Electronic Journal of Statistics 18 (1), 2620-2664, 2024
122024
fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling
D Owens, H Cho, M Barigozzi
arXiv preprint arXiv:2301.11675, 2023
12023
Data Segmentation and High Dimensional Time Series Analysis
D Owens
University of Bristol, 2023
2023
fnets: Factor-Adjusted Network Estimation and Forecasting for High-Dimensional Time Series
M Barigozzi, H Cho, D Owens
R package version 0.1.1, 2023
2023
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Статии 1–5