Sequential Gaussian approximation for nonstationary time series in high dimensions

7 March 2022

Papers citing "Sequential Gaussian approximation for nonstationary time series in high dimensions"

9 / 9 papers shown

Title
Sharp Gaussian approximations for Decentralized Federated Learning Soham Bonnerjee Sayar Karmakar Wei Biao Wu FedML 83 0 0 12 May 2025
On the Weak Convergence of the Function-Indexed Sequential Empirical Process and its Smoothed Analogue under Nonstationarity Florian Alexander Scholze Ansgar Steland 88 0 0 02 Dec 2024
Gaussian Approximation For Non-stationary Time Series with Optimal Rate and Explicit Construction Soham Bonnerjee Sayar Karmakar Wei Biao Wu 26 1 0 06 Aug 2024
High Confidence Level Inference is Almost Free using Parallel Stochastic Optimization Wanrong Zhu Zhipeng Lou Ziyang Wei Wei Biao Wu 85 3 0 17 Jan 2024
On Extreme Value Asymptotics of Projected Sample Covariances in High Dimensions with Applications in Finance and Convolutional Networks A. Steland 16 0 0 12 Oct 2023
Statistical inference of high-dimensional vector autoregressive time series with non-i.i.d. innovations Yunyi Zhang 42 1 0 11 Oct 2023
Simultaneous inference for monotone and smoothly time-varying functions under complex temporal dynamics Tianpai Luo Weichi Wu 44 0 0 03 Oct 2023
Online Detection of Changes in Moment-Based Projections: When to Retrain Deep Learners or Update Portfolios? A. Steland 50 0 0 14 Feb 2023
Projection inference for high-dimensional covariance matrices with structured shrinkage targets Fabian Mies A. Steland 54 2 0 04 Nov 2022