Cover Image

Wasserstein and Convex Gaussian Approximations for Non-stationary Time Series of Diverging Dimensionality

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liu, Miaoshiqi, Yang, Jun, Zhou, Zhou
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Probability Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Self-convolved Bootstrap for M-regression under Complex Temporal Dynamics
by: Liu, Miaoshiqi, et al.
Published: (2023)

Shift-Dispersion Decompositions of Wasserstein and Cramér Distances
by: Resin, Johannes, et al.
Published: (2024)

Moving Aggregate Modified Autoregressive Copula-Based Time Series Models (MAGMAR-Copulas)
by: Pappert, Sven
Published: (2024)

Edgeworth corrections for the spiked eigenvalues of non-Gaussian sample covariance matrices with applications
by: Wei, Yashi, et al.
Published: (2025)

Monotone Curve Estimation via Convex Duality
by: Lim, Tongseok, et al.
Published: (2025)

Strong Approximations for Empirical Processes Indexed by Lipschitz Functions
by: Cattaneo, Matias D., et al.
Published: (2024)

Time-Uniform Self-Normalized Concentration for Vector-Valued Processes
by: Whitehouse, Justin, et al.
Published: (2023)

Gaussian random field's anisotropy using excursion sets
by: Azaïs, Jean-Marc, et al.
Published: (2025)

Probabilistic Conformal Prediction with Approximate Conditional Validity
by: Plassier, Vincent, et al.
Published: (2024)

New generalized unit distributions based on order statistics
by: Attia, Iman Mohamed
Published: (2025)

Weak convergence of predictive distributions
by: Leisen, Fabrizio, et al.
Published: (2025)

Bayesian nonparametric community detection in assortative stochastic block models
by: Amongero, Martina, et al.
Published: (2025)

Rao-Blackwellized e-variables
by: de Roos, Dante, et al.
Published: (2025)

Uncovering the topology of an infinite-server queueing network from population data
by: Gupta, Hritika, et al.
Published: (2025)

No-prior Bayes reIMagined: probabilistic approximations of inferential models
by: Martin, Ryan
Published: (2025)

Practically significant change points in high dimension -- measuring signal strength pro active component
by: Quanz, Pascal, et al.
Published: (2025)

Closed-form empirical Bernstein confidence sequences for scalars and matrices
by: Chugg, Ben, et al.
Published: (2025)

Sufficient digits and density estimation: A Bayesian nonparametric approach using generalized finite Pólya trees
by: Beraha, Mario, et al.
Published: (2025)

Hierarchical random measures without tables
by: Catalano, Marta, et al.
Published: (2025)

Stopping Rules for Monte Carlo Methods of Martingale Difference Type
by: Wu, Jiezhong, et al.
Published: (2025)

Mean Estimation in Banach Spaces Under Infinite Variance and Martingale Dependence
by: Whitehouse, Justin, et al.
Published: (2024)

Nonparametric priors with full-range borrowing of information
by: Ascolani, Filippo, et al.
Published: (2023)

Bayesian Chain Ladder For Cumulative Run-Off Triangle Under Half-Normal Distribution Assumption
by: Fauzi, Rizky Reza, et al.
Published: (2024)

Kolmogorov-Type Maximal Inequalities for Independent and Dependent Negative Binomial Random Variables: Sharp Bounds, Sub-Exponential Refinements, and Applications to Overdispersed Count Data
by: Doumas, Aristides V., et al.
Published: (2026)

On the robustness of semi-discrete optimal transport
by: Paindaveine, Davy, et al.
Published: (2024)

Hybrid of node and link communities for graphon estimation
by: Verdeyme, Arthur, et al.
Published: (2024)

Sharp adaptive and pathwise stable similarity testing for scalar ergodic diffusions
by: Brutsche, Johannes, et al.
Published: (2022)

Regularized e-processes: anytime valid inference with knowledge-based efficiency gains
by: Martin, Ryan
Published: (2024)

Multiple testing under negative dependence
by: Chi, Ziyu, et al.
Published: (2022)

Causal Identification for Complex Functional Longitudinal Studies
by: Ying, Andrew
Published: (2022)

Unit Shiha Distribution and its Applications to Engineering and Medical Data
by: Shiha, F. A.
Published: (2026)

Rate-optimal estimation of mixed semimartingales
by: Chong, Carsten H., et al.
Published: (2022)

New density/likelihood representations for Gibbs models based on generating functionals of point processes
by: Cronie, Ottmar
Published: (2024)

A piecewise deterministic Monte Carlo method for diffusion bridges
by: Bierkens, Joris, et al.
Published: (2020)

Design and inference for multi-arm clinical trials with informational borrowing: the interacting urns design
by: Aletti, Giacomo, et al.
Published: (2024)

Varadhan Functions, Variances, and Means on Compact Riemannian Manifolds
by: Cao, Yueqi
Published: (2026)

Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications
by: Bodnar, Taras, et al.
Published: (2024)

Random signed measures
by: Passeggeri, Riccardo
Published: (2024)

Possibilistic inferential models: a review
by: Martin, Ryan
Published: (2025)

When Frictions are Fractional: Rough Noise in High-Frequency Data
by: Chong, Carsten H., et al.
Published: (2021)