Search Results for author: Kejin Wu

Found 2 papers, 0 papers with code

Scalable Subsampling Inference for Deep Neural Networks

no code implementations14 May 2024 Kejin Wu, Dimitris N. Politis

Beyond point estimation/prediction, we propose different approaches to build confidence and prediction intervals based on the subagged DNN estimator.

Computational Efficiency Prediction Intervals +1

GARHCX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables

no code implementations25 Aug 2023 Kejin Wu, Sayar Karmakar

In this work, we further explore the forecasting ability of a recently proposed normalizing and variance-stabilizing (NoVaS) transformation after wrapping exogenous variables.

Econometrics

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