no code implementations • 11 Jan 2024 • Chenlei Leng, Degui Li, Hanlin Shang, Yingcun Xia
We propose a flexible dual functional factor model for modelling high-dimensional functional time series.
1 code implementation • 11 Feb 2023 • Yu Liu, Degui Li, Yingcun Xia
The multivariate adaptive regression spline (MARS) is one of the popular estimation methods for nonparametric multivariate regressions.