bias correction 1bootstrap methods 1fractional integration 1long-memory processes 1time series analysis 1
From the 1 of 3 linked papers with an AI index.
3 papers
stat.ME2026
Bias Correction of Long-memory Estimator of Functional Time Series via the Prefiltered Sieve Bootstrap
Chang Liu, Han Lin Shang
The paper proposes a bias‑correction method using a prefiltered sieve bootstrap to improve estimation of the long‑memory parameter in stationary or nonstationary fractionally integ…
stat.ME2025
AR-sieve Bootstrap for High-dimensional Time Series
Daning Bi, Han Lin Shang, Yanrong Yang +1
This paper proposes a new AR-sieve bootstrap approach to high-dimensional time series. The major challenge of classical bootstrap methods on high-dimensional time series is two-fol…
stat.ME2025
Robust Functional Logistic Regression
Berkay Akturk, Ufuk Beyaztas, Han Lin Shang
Functional logistic regression is a popular model to capture a linear relationship between binary response and functional predictor variables. However, many methods used for parame…