UB Paderborn / Katalog / Suche / in CDI

1 – 25 von 60

Sortiert nach

A large deviations approach to limit theory for heavy-tailed time series

Probability theory and related fields, 2016-10, Vol.166 (1-2), p.233-269

2016

Volltextzugriff (PDF)

Precise large deviations for dependent regularly varying sequences

Probability theory and related fields, 2013-08, Vol.156 (3-4), p.851-887

2013

Volltextzugriff (PDF)

The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains

Probability theory and related fields, 2014-06, Vol.159 (1-2), p.157-196

2014

Volltextzugriff (PDF)

Optimal learning with Bernstein online aggregation

Machine learning, 2017, Vol.106 (1), p.119-141

Wintenberger, Olivier

2017

Volltextzugriff (PDF)

Asymptotic Normality of the Quasi-Maximum Likelihood Estimator for Multidimensional Causal Processes

The Annals of statistics, 2009-10, Vol.37 (5B), p.2730-2759

2009

Volltextzugriff (PDF)

Deviation inequalities for sums of weakly dependent time series

Electronic communications in probability, 2010-10, Vol.15 (none), p.489-503

Olivier, Wintenberger

2010

Volltextzugriff (PDF)

Multivariate Sparse Clustering for Extremes

Journal of the American Statistical Association, 2023-07, Vol.ahead-of-print (ahead-of-print), p.1-12

2023

Volltextzugriff (PDF)

Stochastic online convex optimization. Application to probabilistic time series forecasting

Electronic journal of statistics, 2024-01, Vol.18 (1)

Wintenberger, Olivier

2024

Volltextzugriff (PDF)

Stable limits for sums of dependent infinite variance random variables

Probability theory and related fields, 2011-08, Vol.150 (3-4), p.337-372

2011

Volltextzugriff (PDF)

Estimation of the Spectral Measure from ConvexCombinations of Regularly Varying RandomVectors

The Annals of statistics, 2024

2024

Volltextzugriff (PDF)

Estimation of the Spectral Measure from Convex Combinations of Regularly Varying Random Vectors

The Annals of statistics, 2024

2024

Volltextzugriff (PDF)

On the tail behavior of a class of multivariate conditionally heteroskedastic processes

Extremes (Boston), 2018-06, Vol.21 (2), p.261-284

2018

Volltextzugriff (PDF)

Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model

Scandinavian journal of statistics, 2013-12, Vol.40 (4), p.846-867

Wintenberger, Olivier

2013

Volltextzugriff (PDF)

Sparse regular variation

Advances in applied probability, 2021-12, Vol.53 (4), p.1115-1148

2021

Volltextzugriff (PDF)

Extremes for stationary regularly varying random fields over arbitrary index sets

Extremes (Boston), 2024-06, Vol.27 (2), p.247-314

2024

Volltextzugriff (PDF)

Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model

Journal of time series analysis, 2022-09, Vol.43 (5), p.750-780

2022

Volltextzugriff (PDF)

Optimal learning with Bernstein online aggregation

Machine learning, 2016, p.1-23

Wintenberger, Olivier

2016

Volltextzugriff (PDF)

Editorial: special issue on the extreme value analysis conference challenge “prediction of extremal precipitation”

Extremes (Boston), 2018-09, Vol.21 (3), p.425-429

Wintenberger, Olivier

2018

Volltextzugriff (PDF)

Discussion on "Graphical models for extremes" by Sebastian Engelke and Adrien Hitz

Journal of the Royal Statistical Society. Series B, Statistical methodology, 2020

2020

Volltextzugriff (PDF)

Stochastic Online Optimization using Kalman Recursion

Journal of machine learning research, 2021-01, Vol.22, p.1-55

2021

Volltextzugriff (PDF)

AdaVol: An Adaptive Recursive Volatility Prediction Method

Econometrics and statistics, 2022-07, Vol.23, p.19-35

2022

Volltextzugriff (PDF)

Prediction of time series by statistical learning: general losses and fast rates

Dependence modeling, 2013-01, Vol.1 (2013), p.65-93

2013

Volltextzugriff (PDF)

Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms

Statistics (Berlin, DDR), 2017-01, Vol.51 (1), p.222-234

Wintenberger, Olivier

2017

Volltextzugriff (PDF)

Asymptotic Independence ex machina - ExtremeValue Theory for the Diagonal SRE Model

Journal of time series analysis, 2021, Vol.43 (5), p.750-780

2021

Volltextzugriff (PDF)

Regular variation of a random length sequence of random variables and application to risk assessment

Extremes (Boston), 2018-03, Vol.21 (1), p.27-56

2018

Volltextzugriff (PDF)

1 – 25 von 60

Suche als RSS-Feed

Suchergebnisse filtern

Filter anzeigen

Nur zeigen

Geprüft (Peer-Review)
(57)
Mit Volltextzugriff
(60)

Publikationsform

Artikel
(58)
Buchkapitel
(2)

Sprache

Erscheinungsjahr

n.n

Thema

15 weitere anzeigen...

Weniger anzeigen...

Neu hinzugefügt

... seit 30 Tagen
(1)
... seit 90 Tagen
(4)

Menü

Weitere Dienste

Einstellungen

A large deviations approach to limit theory for heavy-tailed time series

Precise large deviations for dependent regularly varying sequences

The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains

Optimal learning with Bernstein online aggregation

Asymptotic Normality of the Quasi-Maximum Likelihood Estimator for Multidimensional Causal Processes

Deviation inequalities for sums of weakly dependent time series

Multivariate Sparse Clustering for Extremes

Stochastic online convex optimization. Application to probabilistic time series forecasting

Stable limits for sums of dependent infinite variance random variables

Estimation of the Spectral Measure from ConvexCombinations of Regularly Varying RandomVectors

Estimation of the Spectral Measure from Convex Combinations of Regularly Varying Random Vectors

On the tail behavior of a class of multivariate conditionally heteroskedastic processes

Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model

Sparse regular variation

Extremes for stationary regularly varying random fields over arbitrary index sets

Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model

Optimal learning with Bernstein online aggregation

Editorial: special issue on the extreme value analysis conference challenge “prediction of extremal precipitation”

Discussion on "Graphical models for extremes" by Sebastian Engelke and Adrien Hitz

Stochastic Online Optimization using Kalman Recursion

AdaVol: An Adaptive Recursive Volatility Prediction Method

Prediction of time series by statistical learning: general losses and fast rates

Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms

Asymptotic Independence ex machina - ExtremeValue Theory for the Diagonal SRE Model

Regular variation of a random length sequence of random variables and application to risk assessment

Suchergebnisse filtern