Cover Image

Tail postcoloring in long-run variance estimation of time series

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liu, Xu, Chan, Kin Wai
Format:	Preprint
Published:	2026
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models
by: Armillotta, Mirko, et al.
Published: (2023)

Tail-robust estimation of factor-adjusted vector autoregressive models for high-dimensional time series
by: Dijk, Dylan, et al.
Published: (2025)

An adaptive variance estimator for relative sparsity
by: Weisenthal, Samuel Julian
Published: (2026)

Semiparametric mean and variance joint models with clipped-Laplace link functions for bounded integer-valued time series
by: Liu, Tianqing, et al.
Published: (2024)

Semiparametric mean and variance joint models with Laplace link functions for count time series
by: Liu, Tianqing, et al.
Published: (2024)

Tail-robust factor modelling of vector and tensor time series in high dimensions
by: Barigozzi, Matteo, et al.
Published: (2024)

Optimized variance estimation under interference and complex experimental designs
by: Harshaw, Christopher, et al.
Published: (2021)

Adding variances of independent probability distributions to estimate probabilities of replication
by: Llewelyn, Huw
Published: (2024)

Exact variance estimation for model-assisted survey estimators using U- and V-statistics
by: Dharamshi, Ameer, et al.
Published: (2025)

Do we need to estimate the variance in robust mean estimation?
by: Sun, Qiang
Published: (2021)

Sharp variance estimator and causal bootstrap in stratified randomized experiments
by: Yu, Haoyang, et al.
Published: (2024)

An optimal two-step estimation approach for two-phase studies
by: Zhou, Qingning, et al.
Published: (2025)

A modified debiased inverse-variance weighted estimator in two-sample summary-data Mendelian randomization
by: Su, Youpeng, et al.
Published: (2024)

Sampling distributions for complex design variance estimators in a Fay-Herriot model
by: McGovern, Alana, et al.
Published: (2026)

An unbiased rank-based estimator of the Mann-Whitney variance including the case of ties
by: Brunner, Edgar, et al.
Published: (2024)

Simultaneously accounting for winner's curse and sample structure in Mendelian randomization: bivariate rerandomized inverse variance weighted estimator
by: Liu, Xin, et al.
Published: (2026)

High-dimensional estimation of quadratic variation based on penalized realized variance
by: Christensen, Kim, et al.
Published: (2021)

Empirical sandwich variance estimator for iterated conditional expectation g-computation
by: Zivich, Paul N, et al.
Published: (2023)

Meta-analysis of median survival times with inverse-variance weighting
by: McGrath, Sean, et al.
Published: (2025)

Forecasting a time series of Lorenz curves: One-way functional analysis of variance
by: Shang, Han Lin
Published: (2025)

Principles of Statistical Inference in Online Problems
by: Leung, Man Fung, et al.
Published: (2022)

Improving time series estimation and prediction via transfer learning
by: Lin, Yuchang, et al.
Published: (2025)

Misspecifying non-compensatory as compensatory IRT: analysis of estimated skills and variance
by: Tamano, Hiroshi, et al.
Published: (2025)

Approximate Shapley value estimation using sampling without replacement and variance estimation via the new Symmetric bootstrap and the Doubled half bootstrap
by: Aanes, Fredrik Lohne
Published: (2026)

Bayesian identification of early warning signals for long-range dependent climatic time series
by: Sørbye, Sigrunn H., et al.
Published: (2026)

Scalable likelihood-based estimation and variable selection for the Cox model with incomplete covariates
by: Kwok, Ngok Sang, et al.
Published: (2024)

Counterfactual Mean-variance Optimization
by: Kim, Kwangho, et al.
Published: (2022)

Universal inference for variance components
by: Zhang, Yiqiao, et al.
Published: (2025)

FNETS: Factor-adjusted network estimation and forecasting for high-dimensional time series
by: Barigozzi, Matteo, et al.
Published: (2022)

Overstuffed sandwiches and separation anxiety: finite-sample variance estimation for penalized GEE with near-separated binary data
by: Afiaz, Awan, et al.
Published: (2026)

Online Generalized Method of Moments for Time Series
by: Leung, Man Fung, et al.
Published: (2025)

Dynamic linear regression models for forecasting time series with semi long memory errors
by: Goodwin, Thomas, et al.
Published: (2024)

Bayesian estimation of a multivariate TAR model when the noise process distribution belongs to the class of Gaussian variance mixtures
by: Vanegas, L. H., et al.
Published: (2025)

Consistent and powerful CUSUM change-point test for panel data with changes in variance
by: Yang, Wenzhi, et al.
Published: (2026)

Shrinkage MMSE estimators of covariances beyond the zero-mean and stationary variance assumptions
by: Flasseur, Olivier, et al.
Published: (2024)

Consistent diffusion matrix estimation from population time series
by: Forrow, Aden
Published: (2024)

Inference procedures in sequential trial emulation with survival outcomes: comparing confidence intervals based on the sandwich variance estimator, bootstrap and jackknife
by: Limozin, Juliette M., et al.
Published: (2024)

A robust score test in g-computation for covariate adjustment in randomized clinical trials leveraging different variance estimators via influence functions
by: Zhang, Xin, et al.
Published: (2025)

Trend and seasonality estimation for point-process time series
by: Gervini, Daniel, et al.
Published: (2026)

On variance estimation for the one-sample log-rank test
by: Danzer, Moritz Fabian, et al.
Published: (2021)