Concepedia

Elynn Chen

EC

Statistics

Publications

6

Citations

259

H-Index

6

Active since

2019

Affiliations

Princeton University(Current)

New York University

Fudan University

Rutgers, The State University of New Jersey

Elynn Chen is an author at Princeton University specializing in time series analysis, factor models, and forecasting.

Publications per year

2019–2024

6

Publications

6

Constrained Factor Models for High-Dimensional Matrix-Variate Time Series

Elynn Chen, Ruey S. Tsay, Rong Chen · Figshare · 2019 · 89 citations · Full text

Business, Meteorology, Forecasting +16

Statistical Inference for High-Dimensional Matrix-Variate Factor Models

Elynn Chen, Jianqing Fan · Journal of the American Statistical Association · 2021 · 75 citations · Full text

Natural Sciences, Biostatistics, Statistical Modeling +16

Community network auto-regression for high-dimensional time series

Elynn Chen, Jianqing Fan, Xuening Zhu · Journal of Econometrics · 2022 · 35 citations

Computing, Data Science, Forecasting +11

Modeling Dynamic Transport Network with Matrix Factor Models: an Application to International Trade Flow

Elynn Chen, Rong Chen · Journal of Data Science · 2022 · 28 citations · Full text

Social Sciences, Data Science, International Economics +13

Identification and estimation of threshold matrix‐variate factor models

Xialu Liu, Elynn Chen · Scandinavian Journal of Statistics · 2022 · 16 citations

Computing, Data Science, Forecasting +13

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