Sarah Gelper

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
Robust groupwise least angle regression Computational Statistics and Data Analysis	2018-08-15	Paper
The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach European Journal of Operational Research	2016-10-07	Paper
The predictive power of the business and bank sentiment of firms: a high-dimensional Granger causality approach European Journal of Operational Research	2016-10-07	Paper
Robust exponential smoothing of multivariate time series Computational Statistics and Data Analysis	2014-04-14	Paper
Sparse least trimmed squares regression for analyzing high-dimensional large data sets The Annals of Applied Statistics	2013-06-06	Paper
Sparse least trimmed squares regression for analyzing high-dimensional large data sets The Annals of Applied Statistics	2013-06-06	Paper
Regression-based, regression-free and model-free approaches for robust online scale estimation Journal of Statistical Computation and Simulation	2011-07-06	Paper
Robust forecasting with exponential and Holt-Winters smoothing Journal of Forecasting	2011-01-06	Paper
Efficient and robust scale estimation for trended time series Statistics & Probability Letters	2009-09-28	Paper
Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation. Applications of Mathematics	2009-08-17	Paper
Multivariate out-of-sample tests for Granger causality Computational Statistics and Data Analysis	2009-05-29	Paper
Robust online scale estimation in time series: a model-free approach Journal of Statistical Planning and Inference	2008-12-08	Paper

Research outcomes over time

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