2 papers
math.ST2025
Wasserstein and Convex Gaussian Approximations for Non-stationary Time Series of Diverging Dimensionality
Miaoshiqi Liu, Jun Yang, Zhou Zhou
In high-dimensional time series analysis, Gaussian approximation (GA) schemes under various distance measures or on various collections of subsets of the Euclidean space play a fun…
stat.ME2023
Self-convolved Bootstrap for M-regression under Complex Temporal Dynamics
Miaoshiqi Liu, Zhou Zhou
The paper considers simultaneous nonparametric inference for a wide class of M-regression models with time-varying coefficients. The covariates and errors of the regression model a…