108 citations · 152 across the 8 of their papers we have counts for
7 papers · 1 filter
Statistical Inference for High Dimensional Panel Functional Time Series
Zhou Zhou, Holger Dette
In this paper we develop statistical inference tools for high dimensional functional time series. We introduce a new concept of physical dependent processes in the space of square…
Estimation and Inference of Time-Varying Auto-Covariance under Complex Trend: A Difference-based Approach
Yan Cui, Michael Levine, Zhou Zhou
We propose a difference-based nonparametric methodology for the estimation and inference of the time-varying auto-covariance functions of a locally stationary time series when it i…
Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary Time Series And A Test for Its Stability
Xiucai Ding, Zhou Zhou
Forecasting the evolution of complex systems is one of the grand challenges of modern data science. The fundamental difficulty lies in understanding the structure of the observed s…
Spectral Inference under Complex Temporal Dynamics
Jun Yang, Zhou Zhou
We develop unified theory and methodology for the inference of evolutionary Fourier power spectra for a general class of locally stationary and possibly nonlinear processes. In par…
Estimation and inference for precision matrices of non-stationary time series
Xiucai Ding, Zhou Zhou
In this paper, we consider the estimation and inference of precision matrices of a rich class of locally stationary and nonlinear time series assuming that only one realization of…
Nonparametric inference of quantile curves for nonstationary time series
Zhou Zhou
The paper considers nonparametric specification tests of quantile curves for a general class of nonstationary processes. Using Bahadur representation and Gaussian approximation res…