2 papers
stat.ME2026
On tail-robust autocovariance matrix estimation for high-dimensional and potentially nonstationary time series
Haotian Xu, Stephane Guerrier, Runze Li +1
In this paper, we study the autocovariance matrix estimation and inference problems under heavy-tailedness, high-dimensionality, general nonlinear temporal dependence, and potentia…
stat.ML2026
(Mis)Understanding Benign Overfitting in Equity Return Prediction
Hui Guo, Jiawei Huang, Runze Li +1
Highly overparameterized models often predict well despite interpolating training data in complex domains, challenging the classical bias--variance tradeoff. We investigate whether…