2 citations · 3 across the 8 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2025
Non-Asymptotic Analysis of Classical Spectrum Estimators for -mixing Time-series Data with Estimated Means
Yuping Zheng, Andrew Lamperski
Spectral estimation is an important tool in time series analysis, with applications including economics, astronomy, and climatology. The asymptotic theory for non-parametric estima…
math.ST2024
Non-Asymptotic Analysis of Classical Spectrum Estimators with -mixing Time-series Data
Yuping Zheng, Andrew Lamperski
Spectral estimation is a fundamental problem for time series analysis, which is widely applied in economics, speech analysis, seismology, and control systems. The asymptotic conver…