2 papers
math.ST2023
Simultaneous inference for monotone and smoothly time-varying functions under complex temporal dynamics
Tianpai Luo, Weichi Wu
We propose a new framework for the simultaneous inference of monotone and smoothly time-varying functions under complex temporal dynamics. This will be done utilizing the monotone…
stat.ME2020
Prediction in locally stationary time series
Holger Dette, Weichi Wu
We develop an estimator for the high-dimensional covariance matrix of a locally stationary process with a smoothly varying trend and use this statistic to derive consistent predict…