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06/03/2023
Online Bootstrap Inference with Nonconvex Stochastic Gradient Descent Estimator
In this paper, we investigate the theoretical properties of stochastic g...
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05/07/2023
Fast parameter estimation of Generalized Extreme Value distribution using Neural Networks
The heavy-tailed behavior of the generalized extreme-value distribution ...
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02/11/2022
Fitting Sparse Markov Models to Categorical Time Series Using Regularization
The major problem of fitting a higher order Markov model is the exponent...
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12/01/2021
Conditional Randomization Rank Test
We propose a new method named the Conditional Randomization Rank Test (C...
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11/15/2019