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20182026
most citedBootstrap prediction intervals with asymptotic conditional validity and unconditional guarantees

4 citations · 6 across the 10 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

math.ST2021

Debiased and threshold ridge regression for linear model with heteroskedastic and dependent error

Yunyi Zhang, Dimitris N. Politis

Focusing on a high dimensional linear model with dependent, non-stationary, and heteroskedastic errors, this paper applies the debiased and threshold ridge regression m…

math.ST2021

Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions

Yunyi Zhang, Efstathios Paparoditis, Dimitris N. Politis

Strict stationarity is a common assumption used in the time series literature in order to derive asymptotic distributional results for second-order statistics, like sample autocova…