| Publication | Date of Publication | Type |
|---|
Consistent causal inference for high-dimensional time series
Journal of Econometrics | 2025-01-16 | Paper |
ESTIMATION OF A HIGH-DIMENSIONAL COUNTING PROCESS WITHOUT PENALTY FOR HIGH-FREQUENCY EVENTS
Econometric Theory | 2023-10-24 | Paper |
Testing subspace restrictions in the presence of high dimensional nuisance parameters
Electronic Journal of Statistics | 2022-10-18 | Paper |
Testing subspace restrictions in the presence of high dimensional nuisance parameters
Electronic Journal of Statistics | 2022-10-18 | Paper |
Estimation in Reproducing Kernel Hilbert Spaces With Dependent Data
IEEE Transactions on Information Theory | 2021-07-22 | Paper |
Consistency Results for Stationary Autoregressive Processes With Constrained Coefficients
IEEE Transactions on Information Theory | 2019-01-18 | Paper |
Molten lava meets market languor
Quantitative Finance | 2019-01-14 | Paper |
Estimation for the prediction of point processes with many covariates
Econometric Theory | 2018-05-24 | Paper |
A Recursive Algorithm for Mixture of Densities Estimation
IEEE Transactions on Information Theory | 2017-06-08 | Paper |
Consistent estimation of a general nonparametric regression function in time series
Journal of Econometrics | 2016-07-18 | Paper |
Online forecast combinations of distributions: worst case bounds
Journal of Econometrics | 2016-05-27 | Paper |
Greedy algorithms for prediction
Bernoulli | 2016-04-01 | Paper |
Greedy algorithms for prediction
Bernoulli | 2016-04-01 | Paper |
An open problem on strongly consistent learning of the best prediction for Gaussian processes
Springer Proceedings in Mathematics & Statistics | 2016-02-25 | Paper |
Universality of Bayesian predictions
Bayesian Analysis | 2016-02-05 | Paper |
Rejoinder: ``Universality of Bayesian predictions''
Bayesian Analysis | 2016-02-05 | Paper |
A nonparametric estimator for the covariance function of functional data
Econometric Theory | 2016-01-22 | Paper |
Bootstrap model selection for possibly dependent and heterogeneous data
Annals of the Institute of Statistical Mathematics | 2016-01-15 | Paper |
Semiparametric estimation of a class of generalized linear models without smoothing
Journal of Multivariate Analysis | 2014-07-24 | Paper |
Conditional estimation for dependent functional data
Journal of Multivariate Analysis | 2014-01-13 | Paper |
Forecasting and prequential validation for time varying meta-elliptical distributions
Journal of Time Series Econometrics | 2013-06-14 | Paper |
Weak conditions for shrinking multivariate nonparametric density estimators
Journal of Multivariate Analysis | 2013-03-12 | Paper |
Strong law of large numbers for pairwise positive quadrant dependent random variables
Statistical Inference for Stochastic Processes | 2011-02-15 | Paper |
Recursive forecast combination for dependent heterogeneous data
Econometric Theory | 2010-04-23 | Paper |
Nearest neighbor conditional estimation for Harris recurrent Markov chains
Journal of Multivariate Analysis | 2009-11-13 | Paper |
| Maximal inequalities for U-processes of strongly mixing random variables | 2009-06-18 | Paper |
Sample covariance shrinkage for high dimensional dependent data
Journal of Multivariate Analysis | 2008-04-16 | Paper |
Changing Correlation and Equity Portfolio Diversification Failure for Linear Factor Models during Market Declines*
Applied Mathematical Finance | 2007-10-11 | Paper |
Weak convergence of laws on \(\mathbb R^{K}\) with common marginals
Journal of Theoretical Probability | 2007-08-20 | Paper |
Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
Journal of Multivariate Analysis | 2007-07-19 | Paper |
Distance between nonidentically weakly dependent random vectors and Gaussian random vectors under the bounded Lipschitz metric
Statistics & Probability Letters | 2006-04-28 | Paper |
Dynamic programming and mean‐variance hedging in discrete time
Applied Mathematical Finance | 2005-05-03 | Paper |
