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20.01.2014 16:45
On the prediction of functional time series
27.01.2014 16:45
Semiparametric Estimation with Generated Covariates (gemeinsam mit Enno Mammen und Christoph Rothe)
03.03.2014 16:45
Inference Theory for Volatility Functional Dependencies
10.03.2014 16:45
The Affinely Invariant Distance Correlation
17.03.2014 16:45
Stochastic Volatility and Possible Long Memory: The supOU Model
31.03.2014 16:45
On computation of generalized derivatives of solution maps to a class of generalized equations
07.04.2014 16:45
Interdiction Games on Markovian PERT networks
28.04.2014 16:45
Spectrum Estimation: A Unified Framework for Covariance Matrix Estimation and PCA in Large Dimensions
26.05.2014 16:45
Multiband Uncertainties in Robust Optimization
16.06.2014 16:45
Does Hidden Liquidity Harm Price Efficiency? Equilibrium Exposure under Latent Demand
06.10.2014 16:45
Maximum Likelihood and Cross Validation for covariance function estimation in Gaussian process regression
13.10.2014 16:45
ABC of SV: Limited Information Likelihood Inference in Stochastic Volatility Jump-Diffusion Models
20.10.2014 16:45
Beyond stochastic gradient descent for large-scale machine learning
27.10.2014 16:45
TEDRIS - Tail Event Driven RIsk Structures
03.11.2014 16:45
Shrinkage estimators for prediction out-of-sample: selection of estimators and predictive inference
10.11.2014 16:45
New bounds for the cp-rank in copositive optimization
17.11.2014 16:45
Minimal zeros of copositive matrices
15.12.2014 16:45
On Dynamic games with incomplete information: Relations between discrete and continuous-time
12.01.2015 16:45
Binary and Count Time Series Analysis
19.01.2015 16:45
Testing the rank of the volatility process in multivariate diffusion models (joint work with Jean Jacod)
26.01.2015 16:45
Fakultätsöffentliche Präsentation
09.03.2015 16:45