Michael Vogt

Available identifiers

zbMath Open vogt.michael-pMaRDI QIDQ741798

List of research outcomes

Publication	Date of Publication	Type
Locally Stationary Multiplicative Volatility Modeling	2024-03-05	Paper
Nonparametric comparison of epidemic time trends: the case of COVID-19	2022-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q5053311	2022-12-06	Paper
Clustering with statistical error control	2021-09-17	Paper
Calendar effect and in-sample forecasting	2021-03-17	Paper
Multiscale Inference and Long-Run Variance Estimation in Non-Parametric Regression with Time Series Errors	2020-08-26	Paper
Multiscale clustering of nonparametric regression curves	2020-03-20	Paper
On the differences between \(L_2\) boosting and the Lasso	2020-01-20	Paper
Classification of Non-Parametric Regression Functions in Longitudinal Data Models	2019-06-12	Paper
Estimating nonlinear additive models with nonstationarities and correlated errors	2019-03-21	Paper
TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS	2015-11-03	Paper
A semiparametric model for heterogeneous panel data with fixed effects	2015-08-13	Paper
Specification and structural break tests for additive models with applications to realized variance data	2015-07-27	Paper
Detecting gradual changes in locally stationary processes	2015-05-11	Paper
Nonparametric regression for locally stationary time series	2014-09-15	Paper
Nonparametric estimation of a periodic sequence in the presence of a smooth trend	2014-04-16	Paper
System identification techniques based on support vector machines without bias term	2014-04-08	Paper
https://portal.mardi4nfdi.de/entity/Q5301155	2013-07-02	Paper
Optimal Dynamic XL Reinsurance	2005-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q4863471	1996-02-06	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Michael Vogt