Saved in:
| Main Authors: | Sarkar, Abir, Wells, Martin T. |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2512.06823 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Asymptotic Breakdown Point Analysis for a General Class of Minimum Divergence Estimators
by: Roy, Subhrajyoty, et al.
Published: (2023)
by: Roy, Subhrajyoty, et al.
Published: (2023)
Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models
by: Casini, Alessandro
Published: (2021)
by: Casini, Alessandro
Published: (2021)
Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors
by: Reichold, Karsten, et al.
Published: (2025)
by: Reichold, Karsten, et al.
Published: (2025)
Fast Rates for Nonstationary Weighted Risk Minimization
by: Brock, Tobias, et al.
Published: (2026)
by: Brock, Tobias, et al.
Published: (2026)
High-Dimensional Binary Variates: Maximum Likelihood Estimation with Nonstationary Covariates and Factors
by: Kong, Xinbing, et al.
Published: (2025)
by: Kong, Xinbing, et al.
Published: (2025)
Adapt or Forget: Provable Tradeoffs Between Adam and SGD in Nonstationary Optimization
by: Sahu, Sharan, et al.
Published: (2026)
by: Sahu, Sharan, et al.
Published: (2026)
Constructing Bayes Minimax Estimators through Integral Transformations
by: Fourdrinier, Dominique, et al.
Published: (2025)
by: Fourdrinier, Dominique, et al.
Published: (2025)
Bernstein-type Inequalities and Nonparametric Estimation under Near-Epoch Dependence
by: Yuan, Zihao, et al.
Published: (2022)
by: Yuan, Zihao, et al.
Published: (2022)
Volatility of Volatility and Leverage Effect from Options
by: Chong, Carsten H., et al.
Published: (2023)
by: Chong, Carsten H., et al.
Published: (2023)
Conditional Feature Importance revisited: Double Robustness, Efficiency and Inference
by: Reyero-Lobo, Angel, et al.
Published: (2025)
by: Reyero-Lobo, Angel, et al.
Published: (2025)
Locally Simultaneous Inference
by: Zrnic, Tijana, et al.
Published: (2022)
by: Zrnic, Tijana, et al.
Published: (2022)
The Local Approach to Causal Inference under Network Interference
by: Auerbach, Eric, et al.
Published: (2021)
by: Auerbach, Eric, et al.
Published: (2021)
Estimation of Integrated Volatility Functionals with Kernel Spot Volatility Estimators
by: Figueroa-López, José E., et al.
Published: (2024)
by: Figueroa-López, José E., et al.
Published: (2024)
Quasi-maximum Likelihood Inference for Linear Double Autoregressive Models
by: Liu, Hua, et al.
Published: (2020)
by: Liu, Hua, et al.
Published: (2020)
Double Robust Semi-Supervised Inference for the Mean: Selection Bias under MAR Labeling with Decaying Overlap
by: Zhang, Yuqian, et al.
Published: (2021)
by: Zhang, Yuqian, et al.
Published: (2021)
On the Realized Joint Laplace Transform of Volatilities with Application to Test the Volatility Dependence
by: Feng, XinWei, et al.
Published: (2025)
by: Feng, XinWei, et al.
Published: (2025)
Estimation of Expected Euler Characteristic Curves of Nonstationary Smooth Gaussian Random Fields
by: Telschow, Fabian, et al.
Published: (2019)
by: Telschow, Fabian, et al.
Published: (2019)
The Local to Unity Dynamic Tobit Model
by: Bykhovskaya, Anna, et al.
Published: (2022)
by: Bykhovskaya, Anna, et al.
Published: (2022)
Inference for concave distribution functions under measurement error
by: Benjrada, Mohammed Es-Salih, et al.
Published: (2026)
by: Benjrada, Mohammed Es-Salih, et al.
Published: (2026)
Staleness Factors and Volatility Estimation at High Frequencies
by: Kong, Xinbing, et al.
Published: (2024)
by: Kong, Xinbing, et al.
Published: (2024)
Statistical Inference under Performativity
by: Li, Xiang, et al.
Published: (2025)
by: Li, Xiang, et al.
Published: (2025)
A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks
by: Aouri, Atika, et al.
Published: (2025)
by: Aouri, Atika, et al.
Published: (2025)
Inference for Spiked Eigenstructure under Generalized Covariance and Correlation Models
by: Yin, Yanqing, et al.
Published: (2024)
by: Yin, Yanqing, et al.
Published: (2024)
Volatility change point detection for linear parabolic SPDEs
by: Tonaki, Yozo, et al.
Published: (2025)
by: Tonaki, Yozo, et al.
Published: (2025)
Double-Estimation-Friendly Inference for High-Dimensional Measurement Error Models with Non-Sparse Adaptability
by: Cui, Shijie, et al.
Published: (2024)
by: Cui, Shijie, et al.
Published: (2024)
Post-clustering Inference under Dependence
by: González-Delgado, Javier, et al.
Published: (2023)
by: González-Delgado, Javier, et al.
Published: (2023)
Inference under covariate-adaptive randomization with many strata
by: Xin, Jiahui, et al.
Published: (2024)
by: Xin, Jiahui, et al.
Published: (2024)
Local Projection Inference in High Dimensions
by: Adamek, Robert, et al.
Published: (2022)
by: Adamek, Robert, et al.
Published: (2022)
Inference for Multiple Change-points in Piecewise Locally Stationary Time Series
by: Ng, Wai Leong, et al.
Published: (2026)
by: Ng, Wai Leong, et al.
Published: (2026)
Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations
by: Boniece, B. Cooper, et al.
Published: (2022)
by: Boniece, B. Cooper, et al.
Published: (2022)
Transient Thermodynamic Efficiency of Adaptive Inference in Continuously Nonstationary Environments
by: Gupta, Aditya
Published: (2026)
by: Gupta, Aditya
Published: (2026)
Local moment matching with Erlang mixtures under automatic roughness penalization
by: Laverny, Oskar, et al.
Published: (2024)
by: Laverny, Oskar, et al.
Published: (2024)
A Quasi Maximum Likelihood Estimation Method for Bergomi-Type Volatility Models
by: Fukasawa, Masaaki, et al.
Published: (2026)
by: Fukasawa, Masaaki, et al.
Published: (2026)
Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model
by: Bayraktar, Elise, et al.
Published: (2024)
by: Bayraktar, Elise, et al.
Published: (2024)
Low-Dimensional Adaptation of Rectified Flow: A Diffusion and Stochastic Localization Perspective
by: Roy, Saptarshi, et al.
Published: (2026)
by: Roy, Saptarshi, et al.
Published: (2026)
Causal Inference in Longitudinal Data under Unknown Interference
by: Wang, Ye, et al.
Published: (2021)
by: Wang, Ye, et al.
Published: (2021)
Double Descent and Overfitting under Noisy Inputs and Distribution Shift for Linear Denoisers
by: Kausik, Chinmaya, et al.
Published: (2023)
by: Kausik, Chinmaya, et al.
Published: (2023)
Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters
by: Dalal, Abhinandan, et al.
Published: (2024)
by: Dalal, Abhinandan, et al.
Published: (2024)
Neyman Jackknife: Design-Based Variance Estimation for Causal Inference under Interference
by: Park, Bryan, et al.
Published: (2026)
by: Park, Bryan, et al.
Published: (2026)
Parameter Inference for Hypo-Elliptic Diffusions under a Weak Design Condition
by: Iguchi, Yuga, et al.
Published: (2023)
by: Iguchi, Yuga, et al.
Published: (2023)
Similar Items
-
Asymptotic Breakdown Point Analysis for a General Class of Minimum Divergence Estimators
by: Roy, Subhrajyoty, et al.
Published: (2023) -
Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models
by: Casini, Alessandro
Published: (2021) -
Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions with Local-to-Unity Regressors
by: Reichold, Karsten, et al.
Published: (2025) -
Fast Rates for Nonstationary Weighted Risk Minimization
by: Brock, Tobias, et al.
Published: (2026) -
High-Dimensional Binary Variates: Maximum Likelihood Estimation with Nonstationary Covariates and Factors
by: Kong, Xinbing, et al.
Published: (2025)