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stat.ME2026
Distributional Conformal Prediction for Markov Processes
Dehao Dai, Kejin Wu, Dimitris N. Politis
We introduce the Markov Distributional Conformal Prediction (MDCP) method that extends the distributional conformal prediction (previously developed for regression) to the setting…
stat.ME2025
On Statistical Inference for High-Dimensional Binary Time Series
Dehao Dai, Yunyi Zhang
The analysis of non-real-valued data, such as binary time series, has attracted great interest in recent years. This manuscript proposes a post-selection estimator for estimating t…