常晋源, Fang, Q., Qiao, X., & Yao, Q. (2024+). On the modeling and prediction of high-dimensional functional time series. Journal of the American Statistical Association, in press. 2024.11.24
常晋源, 何婧, 杨麟, & Yao, Q. (2023). Modelling matrix time series via a tensor CP-decomposition. Journal of the Royal Statistical Society Series B: Statistical Methodology, 85, 127-148. 2024.11.23
常晋源, Shi, Z., & 张佳 (2023). Culling the herd of moments with penalized empirical likelihood. Journal of Business & Economic Statistics, 41, 791-805. 2024.11.23
刘史毓, Wei, L., Lv, S., & Li, M. (2023). Stability and generalization of l p-regularized stochastic learning for graph convolutional networks. International Joint Conferences on Artificial Intelligence (IJCAI). 2024.11.23
常晋源, 程光辉, & Yao, Q. (2022). Testing for unit roots based on sample autocovariances. Biometrika, 109, 543-550. 2024.11.22
何婧, & Chen, S. X. (2018). High-dimensional two-sample covariance matrix testing via super-diagonals. Statistica Sinica, 28, 2671-2696. 2024.11.18
