2 papers
stat.ME2025
Diagnostic Checking for Wasserstein Autoregression
Chenxiao Dai, Feiyu Jiang, Dong Li +1
Wasserstein autoregression provides a robust framework for modeling serial dependence among probability distributions, with wide-ranging applications in economics, finance, and cli…
stat.ME2025
Online Generalized Method of Moments for Time Series
Man Fung Leung, Kin Wai Chan, Xiaofeng Shao
Online learning has gained popularity in recent years due to the urgent need to analyse large-scale streaming data, which can be collected in perpetuity and serially dependent. Thi…