5 citations · 8 across the 8 of their papers we have counts for
Showing 2023 · math.STShow all
3 papers · 2 filters
math.ST2023★ 1 cited
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…
math.ST2023
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…
math.ST2023
Efficient nonparametric estimation of Toeplitz covariance matrices
Karolina Klockmann, Tatyana Krivobokova
A new nonparametric estimator for Toeplitz covariance matrices is proposed. This estimator is based on a data transformation that translates the problem of Toeplitz covariance matr…