David Barrera

From MaRDI portal



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Statistical learning of value-at-risk and expected shortfall
Mathematical Finance
2026-01-26Paper
Confidence intervals for nonparametric regression2022-03-20Paper
Stochastic approximation schemes for economic capital and risk margin computations
ESAIM: Proceedings and Surveys
2019-07-11Paper
Quantitative bounds for concentration-of-measure inequalities and empirical regression: the independent case
Journal of Complexity
2019-06-20Paper
Quenched invariance principles for the discrete Fourier transforms of a stationary process
Bernoulli
2017-09-21Paper
Quenched invariance principles for the discrete Fourier transforms of a stationary process
Bernoulli
2017-09-21Paper
On the functional CLT for stationary Markov chains started at a point
Stochastic Processes and their Applications
2016-04-20Paper
Quenched Asymptotics for the Discrete Fourier Transforms of a Stationary Process2016-04-01Paper
Quenched limit theorems for Fourier transforms and periodogram
Bernoulli
2016-02-22Paper
Quenched limit theorems for Fourier transforms and periodogram
Bernoulli
2016-02-22Paper
An example of non-quenched convergence in the conditional CLT for discrete Fourier transforms
(available as arXiv preprint)
2016-01-21Paper
An example of non-quenched convergence in the conditional CLT for discrete Fourier transforms2016-01-21Paper


Research outcomes over time


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