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Cited by
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Since 2020
Citations
41
41
h-index
2
2
i10-index
2
2
0
28
14
2022
2023
2024
2025
1
4
28
4
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Co-authors
Haeran Cho
University of Bristol
Verified email at bristol.ac.uk
Matteo Barigozzi
Full Professor - Alma Mater Studiorum Università di Bologna
Verified email at unibo.it
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Dom Owens
PhD student,
University of Bristol
Verified email at bristol.ac.uk -
Homepage
statistics
time series analysis
change point detection
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Year
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
28
2024
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
12
*
2024
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
1
2023
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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