The non-linear autoregressive (NLAR) model plays an important role in
mo...
The Model-free Prediction Principle has been successfully applied to gen...
The problem of estimating the spectral density matrix f(w) of a
multivar...
In Das and Politis(2020), a model-free bootstrap(MFB) paradigm was propo...
Subsampling is a general statistical method developed in the 1990s aimed...
The autoregressive process is one of the fundamental and most important
...
Focusing on a high dimensional linear model y = Xβ + ϵ with
dependent, n...
Predictive inference under a general regression setting is gaining more
...
In high dimensional setting, the facts that the classical ridge regressi...
Focus on linear regression model, in this paper we introduce a bootstrap...
A model-free bootstrap procedure for a general class of stationary time
...
In this paper, we propose a bootstrap algorithm to construct non-paramet...
Under the frequency domain framework for weakly dependent functional tim...
In this paper, we prove L_p, p≥ 2 and almost sure convergence of tail
in...
In this paper, the model Y_i=g(Z_i), i=1,2,...,n with Z_i being random
v...
The Model-free Prediction Principle of Politis (2015) has been successfu...