Kexin Lu

Identifiers

• name variant Kexin Lu 0.60 · backfill

Papers (3)

1. SARMA: Scalable Low-Rank High-Dimensional Autoregressive Moving Averages via Tensor Decomposition stat.ME · 2024 · author #2
2. Supervised Factor Modeling for High-Dimensional Linear Time Series stat.ME · 2023 · author #2
3. HAR-Ito models and high-dimensional HAR modeling for high-frequency data stat.ME · 2023 · author #2

Mentions

• 2405.00626 #2 · arxiv_oai · confidence 0.70 Kexin Lu
• 2312.00346 #2 · arxiv_oai · confidence 0.70 Kexin Lu
• 2303.02896 #2 · arxiv_oai · confidence 0.70 Kexin Lu

Frequent Coauthors

• Feiqing Huang 2 shared papers
• Guodong Li 2 shared papers
• Huiling Yuan 1 shared papers
• Yao Zheng 1 shared papers
• Yifeng Guo 1 shared papers