22 citations · 22 across the 2 of their papers we have counts for
2 papers
econ.EM2025
Valid Post-Contextual Bandit Inference
Ramon van den Akker, Bas J. M. Werker, Bo Zhou
We establish an asymptotic framework for the statistical analysis of the stochastic contextual multi-armed bandit problem (CMAB), which is widely employed in adaptively randomized…
math.ST2009★ 22 cited
The asymptotic structure of nearly unstable non-negative integer-valued AR(1) models
Feike C. Drost, Ramon van den Akker, Bas J. M. Werker
This paper considers non-negative integer-valued autoregressive processes where the autoregression parameter is close to unity. We consider the asymptotics of this `near unit root'…