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…
Nonparametric two sample test of spectral densities
Ilaria Nadin, Tatyana Krivobokova, Farida Enikeeva
A novel nonparametric test for the equality of the covariance matrices of two Gaussian stationary processes, possibly of different lengths, is proposed. The test translates to test…
An extended latent factor framework for ill-posed linear regression
Gianluca Finocchio, Tatyana Krivobokova
In many applications, particularly in the natural sciences, the available high-dimensional set of features may contain variables that are not correlated with the response under con…
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…