Conformal Coverage of Time Series: Validity and Inference 7TQ3XH3X79
| URI | m2://res/7TQ3XH3X79 |
|---|---|
| Kind | preprint |
| Creators | Percy S. Zhai, Maggie Cheng, Wei Biao Wu |
| Date | 2026-09-27 |
| MSC | 62-XX |
| Subjects | arxiv math.ST, arxiv stat.ME, arxiv stat.ML, arxiv stat.TH |
| Scope | in |
Expressions
e1: version, preprint
| Language | en |
|---|---|
| Date | 2026-09-27 |
| Ids | arXiv 2609.33868 |
Items in this resource
The mentions of the inventory that name this resource. Each name links to the card of its inventory row.
| Item | Kind | Where | Source |
|---|---|---|---|
| Bahadur representation | statement | theorem 2 | arxiv |
| Memory estimation and normalization | statement | lemma 10 | arxiv |
| Bahadur representation under long memory | statement | theorem 5 | arxiv |
| Asymptotic normality of realized coverage | statement | theorem 3 | arxiv |
| Non-asymptotic marginal coverage bounds | statement | theorem 1 | arxiv |
| Block sampling distribution consistency | statement | theorem 7 | arxiv |
| Predictive projections and copied indicator blocks | statement | lemma 11 | arxiv |
| Dependence transfer for fixed absolute nonconformity scores | statement | lemma 8 | arxiv |
| Consistent block-based variance estimator | statement | proposition 4 | arxiv |
| Limiting distributions of realized coverage | statement | theorem 6 | arxiv |
| Square-sum scales and marginal coverage | statement | lemma 9 | arxiv |
Catalogue records
- arxiv: 2609.33868 (work)
- arxiv_text: 2609.33868 (work)