855 Sherbrooke Street West
Montreal, QC H3A 2T7
CANADA
McGill University - Department of Economics
Brownian Motion, Fractional Brownian motion, Fractional Derivative, Covariance Functional, Delta Function, Generalized Derivative, Generalized Gaussian Process
confounding, high-dimensional data, principal components, subspace consistency, treatment effect, wide data
generalized function, kernel density estimator, singularity
Nadaraya-Watson estimator, singular distribution, multivariate functional regression, small cube probability.
Dimension reduction, eigenvector, infinite-dimensional process, orthogonalized regressors
Expectation, Mean-reversion parameter, MLE
