2 papers
math.ST2025
Convergence of covariance and spectral density estimates for high-dimensional functional time series
Bufan Li, Xinghao Qiao, Weichi Wu +1
Second-order characteristics including covariance and spectral density functions are fundamentally important for both statistical applications and theoretical analysis in functiona…
math.ST2024
Confidence surfaces for the mean of locally stationary functional time series
Holger Dette, Weichi Wu
The problem of constructing a simultaneous confidence surface for the 2-dimensional mean function of a non-stationary functional time series is challenging as these bands can not b…