3 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…
math.PR2025
Switching to a Green and sustainable finance setting: a mean field game approach
Anna Aksamit, Kaustav Das, Ivan Guo +2
We consider a continuum of carbon-emitting firms who seek to maximise their stock price, and a regulator (e.g., Government) who wishes for the economy to flourish, whilst simultane…
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…