David S. Matteson, Ph.D.
Affiliations: | 2008 | University of Chicago, Chicago, IL |
Area:
Statistics, FinanceGoogle:
"David Matteson"Parents
Sign in to add mentor| Ruey S. Tsay | grad student | 2008 | Chicago | |
| (Statistical inference for multivariate nonlinear time series.) | ||||
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Publications
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| Wilms I, Basu S, Bien J, et al. (2021) Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages. Journal of the American Statistical Association. 118: 571-582 |
| Kowal DR, Matteson DS, Ruppert D. (2019) Dynamic shrinkage processes Journal of the Royal Statistical Society Series B-Statistical Methodology. 81: 781-804 |
| Kowal DR, Matteson DS, Ruppert D. (2019) Functional Autoregression for Sparsely Sampled Data Journal of Business & Economic Statistics. 37: 97-109 |
| Risk BB, Matteson DS, Ruppert D. (2019) Linear Non-Gaussian Component Analysis Via Maximum Likelihood Journal of the American Statistical Association. 114: 332-343 |
| Jin Z, Matteson DS. (2018) Generalizing distance covariance to measure and test multivariate mutual dependence via complete and incomplete V-statistics Journal of Multivariate Analysis. 168: 304-322 |
| Kowal DR, Matteson DS, Ruppert D. (2017) A Bayesian Multivariate Functional Dynamic Linear Model Journal of the American Statistical Association. 112: 733-744 |
| Matteson DS, Tsay RS. (2017) Independent Component Analysis via Distance Covariance Journal of the American Statistical Association. 112: 623-637 |
| Nicholson WB, Matteson DS, Bien J. (2017) VARX-L: Structured regularization for large vector autoregressions with exogenous variables International Journal of Forecasting. 33: 627-651 |
| Risk BB, Matteson DS, Spreng RN, et al. (2016) Spatiotemporal mixed modeling of multi-subject task fMRI via method of moments. Neuroimage |
| Westgate BS, Woodard DB, Matteson DS, et al. (2016) Large-network travel time distribution estimation for ambulances European Journal of Operational Research. 252: 322-333 |