Archives from Winter Term 2011 onward / Archiv ab WS 2011

25.05.2022 15:00
 

Statistical inference for intrinsic wavelet estimators of covariance matrices in a log-Euclidean manifold

Rainer von Sachs (Université catholique de Louvain, Belgium)
16.05.2022 16:45
 

Estimating the lasso's effective noise

Michael Vogt (Ulm University, Germany)
09.05.2022 16:45
 

The Completion of Covariance Kernels

Victor M. Panaretos (Ecole Polytechnique Fédérale de Lausanne, Switzerland)
02.05.2022 16:45
 

High-dimensional nonparametric functional graphical models via the additive partial correlation operator

Eftychia Solea (CREST and ENSAI, Rennes, France)
25.04.2022 16:45
 

Mean-field LIBOR market models and valuation of long term guarantees

Simon Hochgerner (FMA - Austrian Financial Market Authority)