Jonas Krampe

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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
Inverse covariance operators of multivariate nonstationary time series
Bernoulli
2024-03-26Paper
Inverse covariance operators of multivariate nonstationary time series
Bernoulli
2024-03-26Paper
Structural inference in sparse high-dimensional vector autoregressions
Journal of Econometrics
2023-04-14Paper
Sparsity concepts and estimation procedures for high-dimensional vector autoregressive models
Journal of Time Series Analysis
2021-11-25Paper
Bootstrap based inference for sparse high-dimensional time series models
Bernoulli
2021-07-09Paper
Estimating Wold matrices and vector moving average processes
Journal of Time Series Analysis
2021-06-30Paper
Time series modeling on dynamic networks
Electronic Journal of Statistics
2020-01-03Paper
Time series modeling on dynamic networks
Electronic Journal of Statistics
2020-01-03Paper
scientific article; zbMATH DE number 7048968 (Why is no real title available?)2019-04-29Paper
Estimated Wold representation and spectral-density-driven bootstrap for time series
Journal of the Royal Statistical Society Series B: Statistical Methodology
2018-10-30Paper
Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series
Statistics & Probability Letters
2015-11-23Paper


Research outcomes over time


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