Michael Vogt

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Person:741798

Available identifiers

zbMath Open vogt.michael-pMaRDI QIDQ741798

List of research outcomes





PublicationDate of PublicationType
Locally Stationary Multiplicative Volatility Modeling2024-03-05Paper
Nonparametric comparison of epidemic time trends: the case of COVID-192022-12-14Paper
https://portal.mardi4nfdi.de/entity/Q50533112022-12-06Paper
Clustering with statistical error control2021-09-17Paper
Calendar effect and in-sample forecasting2021-03-17Paper
Multiscale Inference and Long-Run Variance Estimation in Non-Parametric Regression with Time Series Errors2020-08-26Paper
Multiscale clustering of nonparametric regression curves2020-03-20Paper
On the differences between \(L_2\) boosting and the Lasso2020-01-20Paper
Classification of Non-Parametric Regression Functions in Longitudinal Data Models2019-06-12Paper
Estimating nonlinear additive models with nonstationarities and correlated errors2019-03-21Paper
TESTING FOR STRUCTURAL CHANGE IN TIME-VARYING NONPARAMETRIC REGRESSION MODELS2015-11-03Paper
A semiparametric model for heterogeneous panel data with fixed effects2015-08-13Paper
Specification and structural break tests for additive models with applications to realized variance data2015-07-27Paper
Detecting gradual changes in locally stationary processes2015-05-11Paper
Nonparametric regression for locally stationary time series2014-09-15Paper
Nonparametric estimation of a periodic sequence in the presence of a smooth trend2014-04-16Paper
System identification techniques based on support vector machines without bias term2014-04-08Paper
https://portal.mardi4nfdi.de/entity/Q53011552013-07-02Paper
Optimal Dynamic XL Reinsurance2005-03-30Paper
https://portal.mardi4nfdi.de/entity/Q48634711996-02-06Paper

Research outcomes over time

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