17 citations · 23 across the 13 of their papers we have counts for
5 papers · 1 filter
Joint Estimation in Potts Model
Somabha Mukherjee, Sumit Mukherjee, Sayar Karmakar
In this paper, we study estimation of parameters in a two-parameter Potts model with colors and coupling matrix . We characterize concrete sufficient conditions for existe…
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…
Simultaneous inference for time-varying models
Sayar Karmakar, Stefan Richter, Wei Biao Wu
A general class of time-varying regression models is considered in this paper. We estimate the regression coefficients by using local linear M-estimation. For these estimators, wea…
Bayesian modelling of time-varying conditional heteroscedasticity
Sayar Karmakar, Arkaprava Roy
Conditional heteroscedastic (CH) models are routinely used to analyze financial datasets. The classical models such as ARCH-GARCH with time-invariant coefficients are often inadequ…
Optimal Gaussian Approximation for Multiple Time Series
Sayar Karmakar, Wei Biao Wu
We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that…