108 citations · 345 across the 44 of their papers we have counts for
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math.ST2018
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…
math.ST2018★ 2 cited
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…