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For: Safikhani A, Shojaie A. Joint Structural Break Detection and Parameter Estimation in High-Dimensional Non-Stationary VAR Models. J Am Stat Assoc 2020;117:251-264. [PMID: 38375186 PMCID: PMC10874880 DOI: 10.1080/01621459.2020.1770097] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Received: 10/18/2018] [Revised: 11/01/2019] [Accepted: 05/11/2020] [Indexed: 10/24/2022]
Number Cited by Other Article(s)
1
Wang Y, Wang Y, Li W, Tang M. On nonrecurrence of nonlinear random time delay autoregressive models under random environment. COMMUN STAT-SIMUL C 2022. [DOI: 10.1080/03610918.2022.2131822] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/03/2022]
2
Williams JP, Xie Y, Hannig J. The EAS approach for graphical selection consistency in vector autoregression models. CAN J STAT 2022. [DOI: 10.1002/cjs.11726] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/08/2022]
3
Bai P, Safikhani A, Michailidis G. Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models. J Am Stat Assoc 2022. [DOI: 10.1080/01621459.2022.2079514] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
4
Tveten M, Eckley IA, Fearnhead P. Scalable change-point and anomaly detection in cross-correlated data with an application to condition monitoring. Ann Appl Stat 2022. [DOI: 10.1214/21-aoas1508] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
5
Shojaie A, Fox EB. Granger Causality: A Review and Recent Advances. ANNUAL REVIEW OF STATISTICS AND ITS APPLICATION 2022;9:289-319. [PMID: 37840549 PMCID: PMC10571505 DOI: 10.1146/annurev-statistics-040120-010930] [Citation(s) in RCA: 18] [Impact Index Per Article: 9.0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 10/17/2023]
6
Zhang K, Safikhani A, Tank A, Shojaie A. Penalized estimation of threshold auto-regressive models with many components and thresholds. Electron J Stat 2022;16:1891-1951. [PMID: 37051046 PMCID: PMC10088520 DOI: 10.1214/22-ejs1982] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
7
Wang X, Shojaie A. Causal Discovery in High-Dimensional Point Process Networks with Hidden Nodes. ENTROPY (BASEL, SWITZERLAND) 2021;23:1622. [PMID: 34945928 PMCID: PMC8700240 DOI: 10.3390/e23121622] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Key Words] [Grants] [Track Full Text] [Download PDF] [Figures] [Subscribe] [Scholar Register] [Received: 09/22/2021] [Revised: 11/20/2021] [Accepted: 11/27/2021] [Indexed: 12/01/2022]
8
Cho H, Kirch C. Two-stage data segmentation permitting multiscale change points, heavy tails and dependence. ANN I STAT MATH 2021. [DOI: 10.1007/s10463-021-00811-5] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 01/06/2023]
9
Safikhani A, Bai Y, Michailidis G. Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models. J Comput Graph Stat 2021. [DOI: 10.1080/10618600.2021.1950005] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/20/2022]
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