Browsing All of EconStor by Author Spokoiny, Vladimir

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Year of Publication	Title	Author(s)
2005	Portfolio value at risk based on independent components analysis	Chen, Ying; Härdle, Wolfgang Karl; Spokoiny, Vladimir
2006	When did the 2001 recession really start?	Polzehl, Jörg; Spokoiny, Vladimir; Stărică, Cătălin
2006	Inhomogeneous dependency modelling with time varying copulae	Giacomini, Enzo; Härdle, Wolfgang Karl; Ignatieva, Ekaterina; Spokoiny, Vladimir
2006	Varying coefficient GARCH versus local constant volatility modeling: Comparison of the predictive power	Polzehl, Jörg; Spokoiny, Vladimir
2006	GHICA: Risk analysis with GH distributions and independent components	Chen, Ying; Härdle, Wolfgang Karl; Spokoiny, Vladimir
2006	In search of non-Gaussian components of a high-dimensional distribution	Blanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; Spokoiny, Vladimir; Müller, Klaus-Robert
2006	Spatial aggregation of local likelihood estimates with applications to classification	Belomestny, Denis; Spokoiny, Vladimir
2006	Forward and reverse representations for Markov chains	Milstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir
2006	Regression methods in pricing American and Bermudan options using consumption processes	Belomestny, Denis; Milstein, Grigori N.; Spokoiny, Vladimir
2007	Robust risk management: Accounting for nonstationarity and heavy tails	Chen, Ying; Spokoiny, Vladimir
2008	Adaptive pointwise estimation in time-inhomogeneous time-series models	Čížek, Pavel; Härdle, Wolfgang Karl; Spokoiny, Vladimir
2010	Local quantile regression	Härdle, Wolfgang Karl; Spokoiny, Vladimir; Wang, Weining
2011	Spatially adaptive density estimation by localised Haar projections	Gach, Florian; Nickl, Richard; Spokoiny, Vladimir
2011	Parametric estimation: Finite sample theory	Spokoiny, Vladimir
2011	Martingale approach in pricing and hedging European options under regime-switching	Milstein, Grigori N.; Spokoiny, Vladimir
2011	Sparse non Gaussian component analysis by semidefinite programming	Diederichs, Elmar; Juditsky, Anatoli; Nemirovski, Arkadi; Spokoiny, Vladimir
2014	Bootstrap confidence sets under model misspecification	Spokoiny, Vladimir; Zhilova, Mayya
2018	Pointwise adaptation via stagewise aggregation of local estimates for multiclass classification	Puchkin, Nikita; Spokoiny, Vladimir
2018	Construction of Non-asymptotic Confidence Sets in 2 -Wasserstein Space	Ebert, Johannes; Spokoiny, Vladimir; Suvorikova, Alexandra
2018	Large ball probabilities, Gaussian comparison and anti-concentration	Götze, Friedrich; Naumov, Alexey; Spokoiny, Vladimir; Ulyanov, Vladimir

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