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math.ST2026
Validating spatial-temporal separability for stationary processes
Lujia Bai, Holger Dette, Zihao Yuan
A crucial assumption to reduce computational complexity in spatial-temporal data analysis is separability, which factors the covariance structure into a purely spatial and a purely…
math.ST2021★ 1 cited
Detecting long-range dependence for time-varying linear models
Lujia Bai, Weichi Wu
We consider the problem of testing for long-range dependence in time-varying coefficient regression models, where the covariates and errors are locally stationary, allowing complex…