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math.ST2026
Wasserstein convergence rates for empirical measures of point processes
Dongzhou Huang, Tianyi Jiang, Haonan Wang
In this paper, we establish upper and lower bounds on the convergence rate of empirical measures of point processes under the Wasserstein distance. To this end, we first introduce…
math.ST2023
Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes with Gaussian increments
Philip A. Ernst, Dongzhou Huang
This paper begins with a study of the exact distribution of the empirical correlation of two independent AR(1) processes with Gaussian increments. We proceed to develop rates of co…
math.ST2023
The existence of the least favorable noise
Dongzhou Huang
Suppose that a random variable of interest is observed. This paper concerns "the least favorable noise" , which maximizes the prediction error …