W2999233900

• On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks

  2024 Springer eBooks book-chapter Mathematics Random Matrices and Applications

  0

  citations
• Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices

  2023 Journal of Multivariate Analysis article Mathematics Statistical Methods and Inference

  2

  citations
• Sequential Gaussian approximation for nonstationary time series in high dimensions

  2023 Bernoulli article Mathematics Statistical Methods and Inference

  10

  citations
• Functional Estimation and Change Detection for Nonstationary Time Series

  2021 Journal of the American Statistical Association article Decision Sciences Advanced Statistical Process Monitoring Open access

  5

  citations
• Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models

  2020 Scandinavian Journal of Statistics article Mathematics Random Matrices and Applications Open access

  9

  citations
• Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting

  2020 Sequential Analysis article Decision Sciences Advanced Statistical Process Monitoring

  1

  citations

6 results