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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…