3 papers
math.ST2026
Simultaneous Inference for Nonlinear Time Series, a Sieve M-regression Approach
Tianpai Luo, Zhou Zhou
This paper studies simultaneous inference of conditional distributions in nonlinear time series from a sieve M-regression perspective. Existing literature on sieve M-regression has…
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…
stat.ME2025
Uncertainty quantification of synchrosqueezing transform under complicated nonstationary noise
Hau-Tieng Wu, Zhou Zhou
We propose a bootstrapping framework to quantify uncertainty in time-frequency representations (TFRs) generated by the short-time Fourier transform (STFT) and the STFT-based synchr…