2 papers
stat.ME2026
On the Expectation of the Local-to-Zero Cross-Validated Log Likelihood Criterion for Bandwidth Selection in Kernel Spectral Estimation
Meng-Chen Hsieh, Clifford Hurvich
We consider data-driven bandwidth selection for a kernel spectral estimator at zero frequency based on a local-to-zero version of the cross validated log-likelihood (CVLL) criterio…
math.ST2026
Long Memory in Intrinsically Dynamic Factor Models
Qin Wen, Clifford M. Hurvich
We study the generalized dynamic factor model in a long-memory setting. Unlike most recent work, which assumes a finite-dimensional factor space and short memory, our framework all…