2 papers
math.ST2026
Tests for Independence of High-Dimensional Nonstationary Time Series
Yunyi Zhang
This manuscript studies the problem of independence testing between two high-dimensional time series without assuming weak stationarity, that is, allowing their autocovariances to…
stat.ML2026
ProbRes: Volatility Learning for Probabilistic Time-Series Forecasting
Tingting Wang, Yunyi Zhang, Benyou Wang
Probabilistic time series forecasting has attracted increasing attention in financial applications due to the need to quantify risk and uncertainty in future observations. We propo…