IRTG 1792 Discussion Papers, International Research Training Group 1792 "High Dimensional Nonstationary Time Series", Humboldt-Universität zu Berlin

ISSN: 2568-5619

Collection's Items (Sorted by Title in Descending order): 81 to 100 of 146
Year of PublicationTitleAuthor(s)
2019Understanding the Role of Housing in Inequality and Social MobilityTang, Yang; Ni, Xinwen
2018PLUG-IN L2-UPPER ERROR BOUNDS IN DECONVOLUTION, FOR A MIXING DENSITY ESTIMATE IN Rd AND FOR ITS DERIVATIVESYatracos, Yannis G.
2018On Complete Convergence in Marcinkiewicz-Zygmund Type SLLN for END Random Variables and its ApplicationsYan, Ji Gao
2018Towards the interpretation of time-varying regularization parameters in streaming penalized regression modelsZbonakova, Lenka; Pio Monti, Ricardo; Härdle, Wolfgang Karl
2018A Regime Shift Model with Nonparametric Switching MechanismChen, Haiqiang; Li, Yingxing; Lin, Ming; Zhu, Yanli
2018A Monetary Model of BlockchainAlmosova, Anna
2018Correlation Under Stress In Normal Variance Mixture ModelsKalkbrener, Michael; Packham, Natalie
2018How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood?Härdle, Wolfgang Karl; Ling, Chengxiu
2018Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategiesPetukhina, Alla; Trimborn, Simon; Härdle, Wolfgang Karl; Elendner, Hermann
2018The impact of temperature on gaming productivity: evidence from online gamesBao, Xiaojia; Fan, Qingliang
2018Pointwise adaptation via stagewise aggregation of local estimates for multiclass classificationPuchkin, Nikita; Spokoiny, Vladimir
2018Price Management in the Used-Car Market: An Evaluation of Survival AnalysisBorn, Alexander; Kovachka, Nikoleta; Lessmann, Stefan; Seow, Hsin-Vonn
2018RESIDUAL'S INFLUENCE INDEX (RINFIN), BAD LEVERAGE AND UNMASKING IN HIGH DIMENSIONAL L2-REGRESSIONYatracos, Yannis G.
2018Systemic Risk in Global Volatility Spillover Networks: Evidence from Option-implied Volatility IndicesYang, Zihui; Zhou, Yinggang
2018Trending Mixture Copula Models with Copula SelectionYang, Bingduo; Cai, Zongwu; Hafner, Christian M.; Liu, Guannan
2018Regularization Approach for Network Modeling of German Energy MarketChen, Shi; Härdle, Wolfgang Karl; López Cabrera, Brenda
2018On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variablesKuczmaszewska, Anna; Yan, Ji Gao
2018Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network PerspectiveGuo, Li; Tao, Yubo; Härdle, Wolfgang Karl
2018Construction of Non-asymptotic Confidence Sets in 2 -Wasserstein SpaceEbert, Johannes; Spokoiny, Vladimir; Suvorikova, Alexandra
2018Large ball probabilities, Gaussian comparison and anti-concentrationGötze, Friedrich; Naumov, Alexey; Spokoiny, Vladimir; Ulyanov, Vladimir
Collection's Items (Sorted by Title in Descending order): 81 to 100 of 146
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