3 papers
stat.ME2024
On the edge eigenvalues of the precision matrices of nonstationary autoregressive processes
Junho Yang
This paper investigates structural changes in the parameters of first-order autoregressive models by analyzing the edge eigenvalues of the precision matrices. Specifically, edge ei…
stat.ME2024
On minimum contrast method for multivariate spatial point processes
Lin Zhu, Junho Yang, Mikyoung Jun +1
Compared to widely used likelihood-based approaches, the minimum contrast (MC) method offers a computationally efficient method for estimation and inference of spatial point proces…
math.ST2024
Local approximations of inverse block Toeplitz matrices and Baxter-type theorems for long-memory processes
Akihiko Inoue, Junho Yang
We derive sharp approximation error bounds for inverse block Toeplitz matrices associated with multivariate long-memory stationary processes. The error bounds are evaluated for bot…