108 citations · 345 across the 44 of their papers we have counts for
4 papers · 1 filter
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…
Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time
Yu-Jui Huang, Zhou Zhou
A new definition of continuous-time equilibrium controls is introduced. As opposed to the standard definition, which involves a derivative-type operation, the new definition parall…
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…
Change Point Analysis of Correlation in Non-stationary Time Series
Holger Dette, Weichi Wu, Zhou Zhou
A restrictive assumption in change point analysis is "stationarity under the null hypothesis of no change-point", which is crucial for asymptotic theory but not very realistic from…