scratch the base to see if there is any green. If still green then still alive.
If still alive, locate in hottest sunniest location you can find.
It is natural for citrus to turn yellow leaves or shed several during dormant winter times.
Pick up some seaweed or kelp extract and start treating as recommended. Make sure to let dry out before watering, and then when watering let soak for a while to "drink up" the water.
The best fertilizer I found for citrus is a 13-13-13 slow release fertilizer called dynamite, sold at home depot and lowes. Takes about 3 weeks to start really working. Use the seaweed until then will wake things up quickly.