Peter Winker

Available identifiers

zbMath Open winker.peterWikidataQ15840180 ScholiaQ15840180MaRDI QIDQ169924

List of research outcomes

Publication	Date of Publication	Type
Reliability in portfolio optimization using uncertain estimates	2023-06-30	Paper
Generating prediction bands for path forecasts from SETAR models	2023-03-30	Paper
Ta algorithms for D-optimal OofA mixture designs	2022-02-18	Paper
The convergence of optimization based GARCH estimators: theory and application	2020-07-15	Paper
The stochastics of threshold accepting: analysis of an application to the uniform design problem	2020-07-15	Paper
https://portal.mardi4nfdi.de/entity/Q3295342	2020-07-08	Paper
Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions	2020-05-04	Paper
Estimation of structural impulse responses: short-run versus long-run identifying restrictions	2019-08-06	Paper
Data generation processes and statistical management of interval data	2018-11-12	Paper
Convergence of Heuristic-based Estimators of the GARCH Model	2016-11-08	Paper
Lasso–type and Heuristic Strategies in Model Selection and Forecasting	2016-11-08	Paper
Improved bootstrap prediction intervals for SETAR models	2016-03-18	Paper
Constructing optimal sparse portfolios using regularization methods	2015-07-24	Paper
Cardinality versusq-norm constraints for index tracking	2015-04-23	Paper
Optimized \(U\)-type designs on flexible regions	2014-04-14	Paper
Optimization heuristics for determining internal rating grading scales	2014-04-14	Paper
Robust portfolio optimization with a hybrid heuristic algorithm	2013-10-21	Paper
Optimized Two-Step Sequential U-Type Designs	2013-06-21	Paper
Heuristic optimization methods for dynamic panel data model selection: application on the Russian innovative performance	2012-06-19	Paper
Robust uniform design with errors in the design variables	2011-10-21	Paper
Empirical economic research and econometrics.	2010-11-11	Paper
The convergence of estimators based on heuristics: theory and application to a GARCH model	2010-04-22	Paper
An efficient branch-and-bound strategy for subset vector autoregressive model selection	2010-01-19	Paper
Improving the computation of censored quantile regressions	2009-06-02	Paper
Applications of optimization heuristics to estimation and modelling problems	2008-11-26	Paper
Optimal aggregation of linear time series models	2008-11-26	Paper
A global optimization heuristic for estimating agent based models	2008-11-04	Paper
https://portal.mardi4nfdi.de/entity/Q3524409	2008-09-09	Paper
Using HP filtered data for econometric analysis: some evidence from Monte Carlo simulations	2008-03-06	Paper
https://portal.mardi4nfdi.de/entity/Q5297405	2007-07-18	Paper
Optimal Lag Structure Selection in VEC-Models	2007-06-19	Paper
Empirical economic research and econometrics	2006-10-19	Paper
Lower bounds and stochastic optimization algorithms for uniform designs with three or four levels	2006-03-27	Paper
Lower bounds for centered and wrap-around \(L_2\)-discrepancies and construction of uniform designs by threshold accepting.	2004-03-14	Paper
Time series simulation with quasi-Monte-Carlo methods	2003-06-18	Paper
Uniform Design: Theory and Application	2002-07-30	Paper
https://portal.mardi4nfdi.de/entity/Q2784327	2002-04-23	Paper
Centered $L_2$-discrepancy of random sampling and Latin hypercube design, and construction of uniform designs	2001-12-10	Paper
Optimized multivariate lag structure selection	2001-04-17	Paper
https://portal.mardi4nfdi.de/entity/Q4369801	1999-06-10	Paper
Application of Threshold-Accepting to the Evaluation of the Discrepancy of a Set of Points	1998-02-10	Paper
Identification of multivariate AR-models by threshold accepting	1997-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q4886786	1996-07-23	Paper
https://portal.mardi4nfdi.de/entity/Q4251516	1995-01-01	Paper

Research outcomes over time

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