5 citations · 5 across the 3 of their papers we have counts for
4 papers · 1 filter
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…
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…
Kernel partial least squares for stationary data
Marco Singer, Tatyana Krivobokova, Axel Munk
We consider the kernel partial least squares algorithm for non-parametric regression with stationary dependent data. Probabilistic convergence rates of the kernel partial least squ…
A unified framework for spline estimators
Katsiaryna Schwarz, Tatyana Krivobokova
This article develops a unified framework to study the asymptotic properties of all periodic spline-based estimators, that is, of regression, penalized and smoothing splines. The e…