Sequential Gaussian approximation for nonstationary time series in high dimensions

7 March 2022

Papers citing "Sequential Gaussian approximation for nonstationary time series in high dimensions"

3 / 3 papers shown

Title
Simultaneous inference for monotone and smoothly time-varying functions under complex temporal dynamics Tianpai Luo Weichi Wu 12 0 0 03 Oct 2023
Online Detection of Changes in Moment-Based Projections: When to Retrain Deep Learners or Update Portfolios? A. Steland 34 0 0 14 Feb 2023
Projection inference for high-dimensional covariance matrices with structured shrinkage targets Fabian Mies A. Steland 32 2 0 04 Nov 2022