79 citations · 280 across the 39 of their papers we have counts for
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math.ST2017
Fourier analysis of serial dependence measures
Ria van Hecke, Stanislav Volgushev, Holger Dette
Classical spectral analysis is based on the discrete Fourier transform of the auto-covariances. In this paper we investigate the asymptotic properties of new frequency domain metho…
math.ST2017★ 14 cited
Distributed inference for quantile regression processes
Stanislav Volgushev, Shih-Kang Chao, Guang Cheng
The increased availability of massive data sets provides a unique opportunity to discover subtle patterns in their distributions, but also imposes overwhelming computational challe…