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06/07/2023
Bootstrap Prediction Inference of Non-linear Autoregressive Models
The non-linear autoregressive (NLAR) model plays an important role in mo...
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12/06/2022
Model-Based and Model-Free point prediction algorithms for locally stationary random fields
The Model-free Prediction Principle has been successfully applied to gen...
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12/05/2022
Local Quadratic Spectral and Covariance Matrix Estimation
The problem of estimating the spectral density matrix f(w) of a multivar...
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12/16/2021
Model-free Bootstrap Prediction Regions for Multivariate Time Series
In Das and Politis(2020), a model-free bootstrap(MFB) paradigm was propo...
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12/13/2021
Scalable subsampling: computation, aggregation and inference
Subsampling is a general statistical method developed in the 1990s aimed...
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10/26/2021
Statistical inference on AR(p) models with non-i.i.d. innovations
The autoregressive process is one of the fundamental and most important ...
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10/26/2021
Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error
Focusing on a high dimensional linear model y = Xβ + ϵ with dependent, n...
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09/24/2021
Model-free Bootstrap and Conformal Prediction in Regression: Conditionality, Conjecture Testing, and Pertinent Prediction Intervals
Predictive inference under a general regression setting is gaining more ...
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09/17/2020
Ridge Regression Revisited: Debiasing, Thresholding and Bootstrap
In high dimensional setting, the facts that the classical ridge regressi...
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05/19/2020
Bootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees
Focus on linear regression model, in this paper we introduce a bootstrap...
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12/31/2019
Model-free Bootstrap for a General Class of Stationary Time Series
A model-free bootstrap procedure for a general class of stationary time ...
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07/18/2019
Consistent bootstrap one-step prediction region for state-vector in state space model
In this paper, we propose a bootstrap algorithm to construct non-paramet...
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12/07/2018
Higher-order Accurate Spectral Density Estimation of Functional Time Series
Under the frequency domain framework for weakly dependent functional tim...
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08/24/2018
L_p and almost sure convergence of estimation on heavy tail index under random censoring
In this paper, we prove L_p, p≥ 2 and almost sure convergence of tail in...
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08/03/2018
Monotone function estimator and its application
In this paper, the model Y_i=g(Z_i), i=1,2,...,n with Z_i being random v...
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12/06/2017