Rong Chen
Rutgers, The State University of New Jersey
H-index: 41
North America-United States
Top articles of Rong Chen
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Time-Varying Matrix Factor Models | arXiv preprint arXiv:2404.01546 | Bin Chen Elynn Y Chen Stevenson Bolivar Rong Chen | 2024/4/2 |
Simultaneous decorrelation of matrix time series | Journal of the American Statistical Association | Yuefeng Han Rong Chen Cun-Hui Zhang Qiwei Yao | 2023/1/9 |
Individualized group learning | Journal of the American Statistical Association | Chencheng Cai Rong Chen Min-ge Xie | 2023/1/2 |
Hybrid kronecker product decomposition and approximation | Journal of Computational and Graphical Statistics | Chencheng Cai Rong Chen Han Xiao | 2023/7/3 |
Factor models for high-dimensional tensor time series | Journal of the American Statistical Association | Rong Chen Dan Yang Cun-Hui Zhang | 2022/1/2 |
Kopa: Automated kronecker product approximation | Journal of Machine Learning Research | Chencheng Cai Rong Chen Han Xiao | 2022 |
Forecasting the US Unemployment Rate: Another Look | Wilmott Magazine, November | Han Xiao Rong Chen JB Guerard Jr | 2022 |
Data Science in Science: Special Issue on Data Science in Modern Finance | Carolina Euan Mark B Fiecas Hernando Ombao David S Matteson | 2023/12/31 | |
Analysis of tensor time series: tensorts | Journal of Statistical Software | Rong Chen Yuefeng Han Zebang Li Han Xiao Dan Yang | 2022 |
Composite index construction with expert opinion | Journal of Business & Economic Statistics | Rong Chen Yuanyuan Ji Guolin Jiang Han Xiao Ruoqing Xie | 2022/12/13 |
Generalized autoregressive moving average models with GARCH errors | Journal of Time Series Analysis | Tingguo Zheng Han Xiao Rong Chen | 2022/1 |
Bayesian multisource data integration for explainable brain-behavior analysis | Frontiers in neuroscience | Rong Chen | 2022/10/28 |
Rank determination in tensor factor model | Electronic Journal of Statistics | Yuefeng Han Rong Chen Cun-Hui Zhang | 2022 |
CP factor model for dynamic tensors | arXiv preprint arXiv:2110.15517 | Yuefeng Han Cun-Hui Zhang Rong Chen | 2021/10/29 |
Autoregressive models for matrix-valued time series | Journal of Econometrics | Rong Chen Han Xiao Dan Yang | 2021/5/1 |
Threshold factor models for high-dimensional time series | Journal of econometrics | Xialu Liu Rong Chen | 2020/5/1 |
Modeling multivariate spatial-temporal data with latent low-dimensional dynamics | arXiv preprint arXiv:2002.01305 | Elynn Y Chen Xin Yun Rong Chen Qiwei Yao | 2020/2/2 |
NTS: An R package for nonlinear time series analysis | The R journal | Xialu Liu Rong Chen Ruey Tsay | 2020/1 |
Tensor factor model estimation by iterative projection | arXiv preprint arXiv:2006.02611 | Yuefeng Han Rong Chen Dan Yang Cun-Hui Zhang | 2020/6/4 |
Introduction of the annals issue: Statistical learning for dependent data-A celebration of the 85th birthday of Professor George C. Tiao | Journal of econometrics | Rong Chen Ruey S Tsay | 2020/5/1 |
Co-Authors
