research
∙
01/27/2023
fnets: An R Package for Network Estimation and Forecasting via Factor-Adjusted VAR Modelling
The package fnets for the R language implements the suite of methodologi...
share
research
∙
09/19/2022
High-dimensional data segmentation in regression settings permitting heavy tails and temporal dependence
We propose a data segmentation methodology for the high-dimensional line...
research
∙
01/16/2022
