8 citations · 8 across the 3 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2023
Wasserstein distance bounds on the normal approximation of empirical autocovariances and cross-covariances under non-stationarity and stationarity
Andreas Anastasiou, Tobias Kley
The autocovariance and cross-covariance functions naturally appear in many time series procedures (e.g., autoregression or prediction). Under assumptions, empirical versions of the…
math.ST2016
Bounds for the normal approximation of the maximum likelihood estimator from m-dependent random variables
Andreas Anastasiou
The asymptotic normality of the Maximum Likelihood Estimator (MLE) is a long established result. Explicit bounds for the distributional distance between the distribution of the MLE…