Benjamin Poignard

MaRDI QIDQ2075445zbMATH OpenFDO

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!

Publication	Date of Publication	Type
Sparse M-estimators in semi-parametric copula models Bernoulli	2024-07-02	Paper
Estimation of high-dimensional vector autoregression via sparse precision matrix Econometrics Journal	2024-06-11	Paper
scientific article; zbMATH DE number 7750671 (Why is no real title available?)	2023-10-17	Paper
High‐dimensional sparse multivariate stochastic volatility models Journal of Time Series Analysis	2023-08-24	Paper
Sparse factor models of high dimension	2023-07-12	Paper
High-dimensional penalized ARCH processes Econometric Reviews	2022-03-04	Paper
The finite sample properties of sparse M-estimators with pseudo-observations Annals of the Institute of Statistical Mathematics	2022-02-14	Paper
Sparse M-estimators in semi-parametric copula models	2021-12-22	Paper
Statistical analysis of sparse approximate factor models Electronic Journal of Statistics	2020-09-14	Paper
Asymptotic theory of the adaptive sparse group Lasso Annals of the Institute of Statistical Mathematics	2020-03-09	Paper
Dynamic asset correlations based on vines Econometric Theory	2019-03-27	Paper
Sparse Multivariate ARCH Models: Finite Sample Properties	2018-08-16	Paper

Research outcomes over time

This page was built for person: Benjamin Poignard