1 citations · 1 across the 4 of their papers we have counts for
4 papers
Nonparametric spectral density estimation using interactive mechanisms under local differential privacy
Cristina Butucea, Karolina Klockmann, Tatyana Krivobokova
We study the problem of estimating the spectral density of a centered stationary Gaussian time series under local differential privacy constraints. Specifically, we propose new int…
On Second-Order Statistics of the Log-Average Periodogram for Gaussian Processes
Karolina Klockmann, Tatyana Krivobokova
We present an approximate expression for the covariance of the log-average periodogram for a zero mean stationary Gaussian process. Our findings extend the work of [1] on the covar…
Efficient nonparametric estimation of Toeplitz covariance matrices
Karolina Klockmann, Tatyana Krivobokova
A new nonparametric estimator for Toeplitz covariance matrices is proposed. This estimator is based on a data transformation that translates the problem of Toeplitz covariance matr…
Adaptive Non-parametric Estimation of Mean and Autocovariance in Regression with Dependent Errors
Tatyana Krivobokova, Paulo Serra, Francisco Rosales +1
Gaussian processes that can be decomposed into a smooth mean function and a stationary autocorrelated noise process are considered and a fully automatic nonparametric method to sim…