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stat.ME2026
Bias-Corrected Multiplier Bootstrap Inference for Spectral Edges of Large Covariance Matrices
Xiucai Ding, Yichen Hu, Jiahui Xie
Inference for spectral edges of large covariance matrices is a fundamental problem in high-dimensional statistics. A major difficulty is that the largest non-spiked sample eigenval…
stat.ME2025
Structural Classification of Locally Stationary Time Series Based on Second-order Characteristics
Chen Qian, Xiucai Ding, Lexin Li
Time series classification is crucial for numerous scientific and engineering applications. In this article, we present a numerically efficient, practically competitive, and theore…
stat.ME2025
Simultaneous Sieve Estimation and Inference for Time-Varying Nonlinear Time Series Regression
Xiucai Ding, Zhou Zhou
In this paper, we investigate time-varying nonlinear time series regression for a broad class of locally stationary time series. First, we propose sieve nonparametric estimators fo…