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Sample Splitting and Weak Assumption Inference For Time Series
v1v2 (latest)

Sample Splitting and Weak Assumption Inference For Time Series

20 February 2019
Robert Lunde
ArXiv (abs)PDFHTML

Papers citing "Sample Splitting and Weak Assumption Inference For Time Series"

2 / 2 papers shown
Lasso Inference for High-Dimensional Time Series
Lasso Inference for High-Dimensional Time Series
R. Adámek
Stephan Smeekes
Ines Wilms
AI4TS
630
48
0
21 Jul 2020
A Justification of Conditional Confidence Intervals
A Justification of Conditional Confidence Intervals
E. Beutner
Alexander Heinemann
Stephan Smeekes
250
15
0
02 Oct 2017
1
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