Limit Theory for Online Expectile Estimation under Short and Long Range Dependence

stat.ML, cs.LG, math.ST, stat.TH

Submitted: 2026-10-12

Updated: 2026-10-12

Comments: 36 pages, 1 figure

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Sources

• Online Statistical Inference for Nonlinear Stochastic Approximation with Markovian Data
• SGD with Dependent Data: Optimal Estimation, Regret, and Inference

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