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A Note on "Quasi-Maximum-Likelihood Estimation in Conditionally Heteroscedastic Time Series: A Stochastic Recurrence Equations Approach"
Arxiv
0+阅读 · 10月7日
On sliced Cramér metrics
Arxiv
0+阅读 · 10月1日
Fully Heteroscedastic Count Regression with Deep Double Poisson Networks
Arxiv
0+阅读 · 10月1日
Performance of the empirical median for location estimation in heteroscedastic settings
Arxiv
0+阅读 · 10月1日
Performance of the empirical median for location estimation in heteroscedastic settings
Arxiv
0+阅读 · 9月30日
Estimating a regression function under possible heteroscedastic and heavy-tailed errors. Application to shape-restricted regression
Arxiv
0+阅读 · 6月1日
Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles
Arxiv
0+阅读 · 5月21日
Flow-Based Non-stationary Temporal Regime Causal Structure Learning
Arxiv
0+阅读 · 6月20日
Bayesian kernel machine regression for heteroscedastic health outcome data
Arxiv
0+阅读 · 5月29日
Forecasting intraday foreign exchange volatility with functional GARCH approaches
Arxiv
0+阅读 · 4月1日
Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications
Arxiv
0+阅读 · 2月19日
Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications
Arxiv
0+阅读 · 1月29日
Negative Moment Bounds for Sample Autocovariance Matrices of Stationary Processes Driven by Conditional Heteroscedastic Errors and Their Applications
Arxiv
0+阅读 · 2月6日
Towards Self-Supervised Covariance Estimation in Deep Heteroscedastic Regression
Arxiv
0+阅读 · 2月14日
Enhancing reliability in prediction intervals using point forecasters: Heteroscedastic Quantile Regression and Width-Adaptive Conformal Inference
Arxiv
0+阅读 · 1月17日
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