Showing 2024Show all
2 papers · 1 filter
stat.ME2024
Inference for non-stationary time series quantile regression with inequality constraints
Yuan Sun, Zhou Zhou
We consider parameter inference for linear quantile regression with non-stationary predictors and errors, where the regression parameters are subject to inequality constraints. We…
math.ST2024
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
Xiucai Ding, Zhou Zhou
For stationary time series, it is common to use the plots of partial autocorrelation function (PACF) or PACF-based tests to explore the temporal dependence structure of such proces…