Laurent Callot

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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
A Nodewise Regression Approach to Estimating Large Portfolios
Journal of Business and Economic Statistics
2024-10-11Paper
Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models
Journal of Business and Economic Statistics
2024-10-09Paper
A Nodewise Regression Approach to Estimating Large Portfolios2016-11-22Paper
Oracle inequalities for high dimensional vector autoregressions
Journal of Econometrics
2015-08-31Paper


Research outcomes over time


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