5 papers
Gaussian Approximation For Non-stationary Time Series with Optimal Rate and Explicit Construction
Soham Bonnerjee, Sayar Karmakar, Wei Biao Wu
Statistical inference for time series such as curve estimation for time-varying models or testing for existence of change-point have garnered significant attention. However, these…
The spread of an epidemic: a game-theoretic approach
Sayar Karmakar, Moumanti Podder, Souvik Roy +1
We introduce and study a model stemming from game theory for the spread of an epidemic throughout a given population. Each agent is allowed to choose an action whose value dictates…
Phase transition in percolation games on rooted Galton-Watson trees
Sayar Karmakar, Moumanti Podder, Souvik Roy +1
We study the bond percolation game and the site percolation game on the rooted Galton-Watson tree with offspring distribution . We obtain the probabilities of win, loss an…
On a class of probabilistic cellular automata with size- neighbourhood and their applications in percolation games
Dhruv Bhasin, Sayar Karmakar, Moumanti Podder +1
Different versions of percolation games on , with parameters and that indicate, respectively, the probability with which a site in is label…
A New Model-free Prediction Method: GA-NoVaS
Kejin Wu, Sayar Karmakar
Volatility forecasting plays an important role in the financial econometrics. Previous works in this regime are mainly based on applying various GARCH-type models. However, it is h…