12 citations · 18 across the 7 of their papers we have counts for
Showing stat.MEShow all
2 papers · 1 filter
stat.ME2023
Consistent Causal Inference for High-Dimensional Time Series
Francesco Cordoni, Alessio Sancetta
A methodology for high dimensional causal inference in a time series context is introduced. It is assumed that there is a monotonic transformation of the data such that the dynamic…
stat.ME2016
Inference for Additive Models in the Presence of Possibly Infinite Dimensional Nuisance Parameters
Alessio Sancetta
A framework for estimation and hypothesis testing of functional restrictions against general alternatives is proposed. The parameter space is a reproducing kernel Hilbert space (RK…