129 citations · 654 across the 13 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
stat.ME2020
Long-term prediction intervals with many covariates
Sayar Karmakar, Marek Chudy, Wei Biao Wu
Accurate forecasting is one of the fundamental focus in the literature of econometric time-series. Often practitioners and policy makers want to predict outcomes of an entire time…
math.ST2020
Simultaneous inference for time-varying models
Sayar Karmakar, Stefan Richter, Wei Biao Wu
A general class of time-varying regression models is considered in this paper. We estimate the regression coefficients by using local linear M-estimation. For these estimators, wea…
math.ST2020★ 6 cited
Optimal Gaussian Approximation for Multiple Time Series
Sayar Karmakar, Wei Biao Wu
We obtain an optimal bound for a Gaussian approximation of a large class of vector-valued random processes. Our results provide a substantial generalization of earlier results that…