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06/19/2021
Generalized Spatial and Spatiotemporal ARCH Models
In time-series analyses, particularly for finance, generalized autoregre...
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05/10/2020
Statistical inference for the EU portfolio in high dimensions
In this paper, using the shrinkage-based approach for portfolio weights ...
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08/22/2019
Spatial and Spatiotemporal GARCH Models – A Unified Approach
In time-series analyses and particularly in finance, generalised autoreg...
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07/09/2018
Evaluating Active Learning Heuristics for Sequential Diagnosis
Given a malfunctioning system, sequential diagnosis aims at identifying ...
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11/15/2017
A Generally Applicable, Highly Scalable Measurement Computation and Optimization Approach to Sequential Model-Based Diagnosis
Model-Based Diagnosis deals with the identification of the real cause of...
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10/26/2017
Tests for the weights of the global minimum variance portfolio in a high-dimensional setting
In this study, we construct two tests for the weights of the global mini...
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05/28/2017
Inexpensive Cost-Optimized Measurement Proposal for Sequential Model-Based Diagnosis
In this work we present strategies for (optimal) measurement selection i...
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12/14/2016
