Fourier methods for efficient sufficient dimension reduction in time series

DOI10.1002/CJS.70027MaRDI QIDQ7316823zbMATH OpenFDO

Authors S. Yaser Samadi, Tharindu P. De Alwis

Publication date 20 August 2026

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/CJS.70027

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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Cited in

(3)

• Reducing subspace dynamic connectivity estimation in MGARCH models for brain health classification
• Envelope Matrix Autoregressive Models
• On the foundational arguments of sufficient dimension reduction

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