Zobrazeno 1 - 10
of 90
pro vyhledávání: '"Yang, Junho"'
Autor:
Yang, Junho, Guan, Yongtao
In this article, we develop comprehensive frequency domain methods for estimating and inferring the second-order structure of spatial point processes. The main element here is on utilizing the discrete Fourier transform (DFT) of the point pattern and
Externí odkaz:
http://arxiv.org/abs/2401.06403
Autor:
Inoue, Akihiko, Yang, Junho
We derive sharp approximation error bounds for inverse block Toeplitz matrices associated with multivariate long-memory stationary processes. The error bounds are evaluated for both column and row sums. These results are used to prove the strong conv
Externí odkaz:
http://arxiv.org/abs/2304.00470
Autor:
Yang, Junho
We establish an $L_1$-bound between the coefficients of the optimal causal filter applied to the data-generating process and its finite sample approximation. Here, we assume that the data-generating process is a second-order stationary time series wi
Externí odkaz:
http://arxiv.org/abs/2302.02613
Compared to widely used likelihood-based approaches, the minimum contrast (MC) method offers a computationally efficient method for estimation and inference of spatial point processes. These relative gains in computing time become more pronounced whe
Externí odkaz:
http://arxiv.org/abs/2208.07044
Publikováno v:
In Food Chemistry 1 September 2024 451
Autor:
Shin, Jiyoung, Yang, Junho, Lee, Sora, Sim, Yikang, Kang, Seokwon, OoHlaing, Hnin, Yang, Ji-Young
Publikováno v:
In Food and Humanity December 2024 3
Autor:
Yang, Junho
This paper investigates structural changes in the parameters of first-order autoregressive models by analyzing the edge eigenvalues of the precision matrices. Specifically, edge eigenvalues in the precision matrix are observed if and only if there is
Externí odkaz:
http://arxiv.org/abs/2109.02204
Autor:
Rao, Suhasini Subba, Yang, Junho
The Wiener-Hopf equations are a Toeplitz system of linear equations that naturally arise in several applications in time series. These include the update and prediction step of the stationary Kalman filter equations and the prediction of bivariate ti
Externí odkaz:
http://arxiv.org/abs/2107.04994
Autor:
Yang, Junho, Shin, Jiyoung, Sim, Yikang, Lee, Sora, Kang, Seokwon, Hlaing, Hnin Oo, Yang, Ji-young
Publikováno v:
In Food Research International March 2024 180
The periodogram is a widely used tool to analyze second order stationary time series. An attractive feature of the periodogram is that the expectation of the periodogram is approximately equal to the underlying spectral density of the time series. Ho
Externí odkaz:
http://arxiv.org/abs/2007.00363