53 citations · 75 across the 19 of their papers we have counts for
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math.ST2021★ 1 cited
Simultaneous Sieve Inference for Time-Inhomogeneous Nonlinear Time Series Regression
Xiucai Ding, Zhou Zhou
In this paper, we consider the time-inhomogeneous nonlinear time series regression for a general class of locally stationary time series. On one hand, we propose sieve nonparametri…
math.ST2021
Auto-Regressive Approximations to Non-stationary Time Series, with Inference and Applications
Xiucai Ding, Zhou Zhou
Understanding the time-varying structure of complex temporal systems is one of the main challenges of modern time series analysis. In this paper, we show that every uniformly-posit…
math.NA2021
The conjugate gradient algorithm on a general class of spiked covariance matrices
Xiucai Ding, Thomas Trogdon
We consider the conjugate gradient algorithm applied to a general class of spiked sample covariance matrices. The main result of the paper is that the norms of the error and residu…