2 papers
econ.EM2026
Generative Predictive Distributions for Time Series
Jordi Llorens-Terrazas, Mika Meitz
We propose a flexible framework for modeling the predictive distributions of nonlinear, possibly multivariate time series. Our approach expresses a general predictive distribution…
math.ST2025
Minimax asymptotics
Mika Meitz, Alexander Shapiro
In this paper, we consider asymptotics of the optimal value and the optimal solutions of parametric minimax estimation problems. Specifically, we consider estimators of the optimal…