You can either leave them as is for the winter or go ahead and cut them back now. If you leave them uncut for winter in the spring you will need to cut them back as far as need be to get to green living growth in the center of the stalk. In a severe winter for your area this will mean all the way back to the ground. In a mild winter you may be able to leave most of the stalk.
If you cut them back now there is no advantage of cold hardiness. Some folks try wrapping the stalks (trunks) but this is of little benefit except in a very marginally cold winter where a small amount of protection makes a difference. The choice of whether to cut them to the ground or to leave a half trunk is up to you. If you leave a portion of the trunk and if the winter is mild, new growth will emerge in late spring from the center of the cut off trunk.
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