Ines Wilms

Available identifiers

Publication	Date of Publication	Type
Multiclass vector auto-regressive models for multistore sales data	2024-11-20	Paper
changepoint.influence	2024-02-20	Software
Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages	2023-07-03	Paper
Lasso Inference for High-Dimensional Time Series	2023-06-29	Paper
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions	2022-12-16	Paper
Graphical Influence Diagnostics for Changepoint Models	2022-12-15	Paper
Heteroscedasticity testing after outlier removal	2022-03-04	Paper
Sparse regression for large data sets with outliers	2021-11-09	Paper
https://portal.mardi4nfdi.de/entity/Q5148950	2021-02-05	Paper
An algorithm for the multivariate group Lasso with covariance estimation	2020-12-04	Paper
Cellwise robust regularized discriminant analysis	2020-10-14	Paper
Lasso Inference for High-Dimensional Time Series	2020-07-21	Paper
The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach	2016-10-07	Paper
Discussion of `Asymptotic theory of outlier detection algorithms for linear time series regression models'	2016-06-29	Paper
Sparse canonical correlation analysis from a predictive point of view	2016-01-21	Paper

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