Author

Xiucai Ding

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Preprint Sep 2026

Phase transitions and approximations of mean squared error for state-space models with fractional differencing

We study trend estimation in state-space models in which the trend has a fractional stochastic difference of order $d>0$ and the observation errors form a short-range-dependent stationary process. Using finite-sequence fractional summation and differencing operators, we analyze the penalized least-squares estimator obt...

P. Burman, Xiu-Cai Ding, R. Shumway · 0 citations

Preprint Jul 2026

Bias-Corrected Multiplier Bootstrap Inference for Spectral Edges of Large Covariance Matrices

Inference for spectral edges of large covariance matrices is a fundamental problem in high-dimensional statistics. A major difficulty is that the largest non-spiked sample eigenvalues, which serve as natural estimators of the edge, fluctuate on the Tracy--Widom scale. Consequently, valid inference requires accurate cen...

Xiucai Ding, Yichen Hu, Jiahui Xie · 0 citations