Alternative asymptotics for cointegration tests in large VARs

28 May 2016

Papers citing "Alternative asymptotics for cointegration tests in large VARs"

7 / 7 papers shown

Title
Optimal Kernel Quantile Learning with Random Features Caixing Wang Xingdong Feng 42 0 0 24 Aug 2024
Optimality of Robust Online Learning Zheng-Chu Guo A. Christmann Lei Shi 13 9 0 20 Apr 2023
Stability and Generalization for Markov Chain Stochastic Gradient Methods Puyu Wang Yunwen Lei Yiming Ying Ding-Xuan Zhou 16 18 0 16 Sep 2022
High Probability Bounds for Stochastic Subgradient Schemes with Heavy Tailed Noise D. A. Parletta Andrea Paudice Massimiliano Pontil Saverio Salzo 39 9 0 17 Aug 2022
High probability generalization bounds for uniformly stable algorithms with nearly optimal rate Vitaly Feldman J. Vondrák 21 154 0 27 Feb 2019
Stochastic Gradient Descent for Non-smooth Optimization: Convergence Results and Optimal Averaging Schemes Ohad Shamir Tong Zhang 101 570 0 08 Dec 2012
Optimal Distributed Online Prediction using Mini-Batches O. Dekel Ran Gilad-Bachrach Ohad Shamir Lin Xiao 177 683 0 07 Dec 2010