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01/02/2023
High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications
This work considers stationary vector count time series models defined v...
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11/02/2022
Higher order approximation for constructing confidence intervals in time series
For time series with high temporal correlation, the empirical process co...
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05/27/2021
Thresholding and graphical local Whittle estimation
This work develops non-asymptotic theory for estimation of the long-run ...
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01/19/2021
Testing Simultaneous Diagonalizability
This paper proposes novel methods to test for simultaneous diagonalizati...
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01/19/2021