2 papers
stat.ME2025
Bayesian approach to the PC component
Jie Yao, Kai Zhang, Eric Rose +1
Time series with multiple periodically correlated components is a complex problem with comparatively limited prior research. Most existing time series models are designed to accomm…
stat.ME2025
Assessing Bias in the Variable Bandpass Periodic Block Bootstrap Method
Yanan Sun, Eric Rose, Kai Zhang +1
The Variable Bandpass Periodic Block Bootstrap(VBPBB) is an innovative method for time series with periodically correlated(PC) components. This method applies bandpass filters to e…