Principles of statistical inference in online problems
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Cites work
- A new approach for open‐end sequential change point monitoring
- A Single-Pass Algorithm for Spectrum Estimation With Fast Convergence
- A Stochastic Approximation Method
- Asymptotic theory for stationary processes
- Batch means and spectral variance estimators in Markov chain Monte Carlo
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
- Fast inference for quantile regression with tens of millions of observations
- Fixed-Width Output Analysis for Markov Chain Monte Carlo
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- High-order corrected estimator of asymptotic variance with optimal bandwidth
- scientific article; zbMATH DE number 3875113 (Why is no real title available?)
- Lugsail lag windows for estimating time-average covariance matrices
- Monte Carlo sampling methods using Markov chains and their applications
- New recursive estimators of the time-average variance constant
- Nonlinear system theory: Another look at dependence
- On Consistent Estimates of the Spectrum of a Stationary Time Series
- Online Covariance Matrix Estimation in Stochastic Gradient Descent
- Optimal difference-based variance estimators in time series: a general framework
- Quantile regression under memory constraint
- Quantile regression.
- Recursive estimation of time-average variance constants
- Recursive Nonparametric Estimation for Time Series
- Statistical inference for model parameters in stochastic gradient descent
- Unsupervised anomaly detection in multivariate time series with online evolving spiking neural networks
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