This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...

Categorical-or qualitative-time series data with random time-dependent covariates are frequently encountered in diverse applications as the list of examples shows. As with "ordinary" time series, the ...

We show boundedness in probability uniformly in sample size of a general M-estimator for multiple linear regression in time series. The positive criterion function for the M-estimator is assumed lower ...

As data pours in from every corner of the digital world, the race to process, scale and unlock real-time insights has never been fiercer. Recognizing this relentless demand, Amazon Web Services Inc.