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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…
math.ST2025
A Lanczos-Based Algorithmic Approach for Spike Detection in Large Sample Covariance Matrices
Charbel Abi Younes, Xiucai Ding, Thomas Trogdon
We introduce a new approach for estimating the number of spikes in a general class of spiked covariance models without directly computing the eigenvalues of the sample covariance m…