1 citations · 2 across the 4 of their papers we have counts for
4 papers
Inference for non-stationary time series quantile regression with inequality constraints
Yuan Sun, Zhou Zhou
We consider parameter inference for linear quantile regression with non-stationary predictors and errors, where the regression parameters are subject to inequality constraints. We…
Tailoring spatiotemporal wavepackets via two-dimensional space-time duality
Wei Chen, Anzhuo Yu, Zhou Zhou +5
Space-time (ST) beams, ultrafast optical wavepackets with customized spatial and temporal characteristics, present a significant contrast to conventional spatial-structured light a…
On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
Xiucai Ding, Zhou Zhou
For stationary time series, it is common to use the plots of partial autocorrelation function (PACF) or PACF-based tests to explore the temporal dependence structure of such proces…
Simultaneous Sieve Inference for Time-Inhomogeneous Nonlinear Time Series Regression
Xiucai Ding, Zhou Zhou
In this paper, we consider the time-inhomogeneous nonlinear time series regression for a general class of locally stationary time series. On one hand, we propose sieve nonparametri…