Preprint
Sep 2026
Assumption-Lean Inference for Spectral Differential Network Analysis of High-Dimensional Time Series
Network analysis for multivariate time series is popular in many fields, from neuroscience to seismology. The inverse spectral density is a common choice for time series network analysis due to its representation of the frequency domain correlation between two variables after removing the best linear predictor of all o...
Michael Hellstern, Byol Kim, Ali Shojaie
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