Abolfazl Safikhani

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A General Modeling Framework for Network Autoregressive Processes
Technometrics
2024-10-31Paper
Multiple Change Point Detection in Reduced Rank High Dimensional Vector Autoregressive Models
Journal of the American Statistical Association
2024-01-08Paper
Regularized Estimation in High-Dimensional Vector Auto-Regressive Models Using Spatio-Temporal Information
STATISTICA SINICA
2023-11-17Paper
A Unified Framework for Change Point Detection in High-Dimensional Linear Models
STATISTICA SINICA
2023-11-17Paper
Joint Structural Break Detection and Parameter Estimation in High-Dimensional Nonstationary VAR Models
Journal of the American Statistical Association
2023-03-09Paper
Multiple Change Points Detection in Low Rank and Sparse High Dimensional Vector Autoregressive Models
IEEE Transactions on Signal Processing
2022-09-23Paper
On uncertainty estimation in functional linear mixed models
The Canadian Journal of Statistics
2022-08-02Paper
Fast and Scalable Algorithm for Detection of Structural Breaks in Big VAR Models
Journal of Computational and Graphical Statistics
2022-06-22Paper
Penalized estimation of threshold auto-regressive models with many components and thresholds
Electronic Journal of Statistics
2022-05-11Paper
Inference on the change point under a high dimensional sparse mean shift
Electronic Journal of Statistics
2021-01-19Paper
Spectral conditions for equivalence of Gaussian random fields with stationary increments
Electronic Journal of Probability
2019-05-16Paper


Research outcomes over time


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