Concentration bounds for statistical learning for time dependent data

Wei-Biao Wu

High-dimensional copula-based dependence

Irène Gijbels, Steven De Keyser

Vine copulas for stochastic volatility

Alexander John McNeil

Sparse M-estimators in semi-parametric copula models

Jean-David Fermanian, Benjamin Poignard

Change-Point Synchronization Testing in Multiple Time-Series

Soham Bonnerjee, Sayar Karmakar, Maggie Cheng, Wei Biao Wu

Multiple change point detection in functional data with applications to biomechanical fatigue data

Patrick Bastian, Rupsa Basu, Holger Dette

Bootstrap convergence rates for the maximum of an increasing number of autocovariances and autocorrelations under strict stationarity

Alexander Braumann, Marco Meyer, Jens-Peter Kreiss

Signpost testing to navigate the high-dimensional parameter space of the linear regression model

Wessel N. van Wieringen

High-dimensional vine copula regression for mixed continuous-ordinal features

Özge Şahin

Reviving pseudo-inverses: Asymptotic properties of large dimensional Moore-Penrose and Ridge-type inverses with applications

Taras Bodnar, Nestor Parolya

Isotonic Distributional Regression - Likelihood Ratio Order and Total Positivity

Lutz Duembgen, Alexandre Moesching, Philip Stange

Single-index mixture cure model under monotonicity constraints

Eni Musta, Tsz Pang Yuen

Convex loss selection via score matching

Oliver Feng, Yu-Chun Kao, Min Xu, Richard J. Samworth

A comparison between Dirichlet process-based inference and shape-constrained inference for the Wicksell's inverse problem.

Francesco Gili

Detection of breaks in weak location time series models with quasi-Fisher scores

Christian Francq, Lorenzo Trapani, Jean-Michel Zakoian

Online Detection of Changes in Moment-Based Projections: When to Retrain Deep Learners or Update Portfolios?

Ansgar Steland

Semi-continuous time series for sparse data with volatility clustering

Sarka Hudecova, Michal Pesta

Interactive Effects of Temperature and Precipitation on Global Economic Growth

Hande Karabiyik, Thomas Leirvik, Menghan Yuan

Recovering latent linkage structures and spillover effects with structural breaks in panel data models

Ryo Okui, Wendun Wang, Yutao Sun

Joint Modeling and Estimation of Global and Local Cross-Sectional Dependence in Panel Data Sets

Julia Schaumburg, Quint Wiersma, Siem Jan Koopman

Age-specific transmission dynamics of SARS-CoV-2 during the first two years of the pandemic

Otilia Boldea, Amir Alipoor, Sen Pei, Jeffrey Shaman, Ganna Rozhnova

Plausible GMM via Avenue Bayes

Victor Chernozhukov, Christian B. Hansen, Lingwei Kong, Weining Wang

The use of neural networks and PCA dimensionality reduction in filling missing fragments in high-dimensional time series

Ewa Skubalska-Rafajłowicz, Adam Krzyżak, Michał Piórek

Test bench automation with Safe Active Learning using Gaussian Processes

Christoph Zimmer

Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Price Forecasting

Jonathan Berrisch, Florian Ziel

Semi-Structured Regression

David Rügamer

Forecasting the electricity demand flexibility via data-driven inverse optimization

ADRIAN Esteban Perez, YASHAR Ghiassi-Farrokhfal, DEREK Bunn

Spectral calibration of time-inhomogeneous exponential Lévy models

Loek Koorevaar, Jakob Söhl, Stan Tendijck

Kolmogorov-Smirnov Distribution and Self-Similarity of fractional Brownian motion

Sergio Bianchi, Daniele Angelini, Massimiliano Frezza, Augusto Pianese

Asymptotic Efficiency for Fractional Brownian Motion

Grégoire Szymanski

Bridge simulation for manifold-valued semimartingales

Marc Corstanje, Frank van der Meulen, Moritz Schauer, Stefan Sommer

Constructing Confidence Intervals for Compound Poisson Process

Qinhao Wu, Marek Skarupski

Multivariate functional additive mixed models

Alexander Volkmann, Almond Stöcker, Fabian Scheipl, Sonja Greven

Multivariate Functional Spatial Data: A Principal Component Analysis Approach

Sophie Dabo

Spatial Dependencies in Stock Returns

Dominik Wied

New STINARMA class of models in the analysis of space-time series of counts

Ana Martins, Manuel G. Scotto, Christian Weiß, Sónia Gouveia

A non-stationary spatio-temporal precipitation model for Austria

Corinna Perchtold, Johan Lindström, Evelyn Buckwar