The following pages link to Olivier Wintenberger (Q328779):
Displayed 39 items.
- Optimal learning with Bernstein Online Aggregation (Q72768) (← links)
- A large deviations approach to limit theory for heavy-tailed time series (Q328780) (← links)
- Precise large deviations for dependent regularly varying sequences (Q365720) (← links)
- Item:Q328779 (redirect page) (← links)
- Model selection for weakly dependent time series forecasting (Q442082) (← links)
- Large deviations for bootstrapped empirical measures (Q470054) (← links)
- Deviation inequalities for sums of weakly dependent time series (Q638227) (← links)
- Stable limits for sums of dependent infinite variance random variables (Q718889) (← links)
- On the tail behavior of a class of multivariate conditionally heteroskedastic processes (Q726124) (← links)
- Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes (Q834361) (← links)
- Weak transport inequalities and applications to exponential and oracle inequalities (Q894175) (← links)
- Weakly dependent chains with infinite memory (Q952736) (← links)
- Goodness-of-fit tests for Log-GARCH and EGARCH models (Q1708360) (← links)
- Regular variation of a random length sequence of random variables and application to risk assessment (Q1744175) (← links)
- Feasible invertibility conditions and maximum likelihood estimation for observation-driven models (Q1746551) (← links)
- Multiple breaks detection in general causal time series using penalized quasi-likelihood (Q1950823) (← links)
- The tail empirical process of regularly varying functions of geometrically ergodic Markov chains (Q2010476) (← links)
- Heavy tails for an alternative stochastic perpetuity model (Q2010493) (← links)
- Consistent regression using data-dependent coverings (Q2044358) (← links)
- Hidden regular variation for point processes and the single/multiple large point heuristic (Q2117439) (← links)
- Contrast estimation of time-varying infinite memory processes (Q2169064) (← links)
- The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains (Q2249585) (← links)
- GARCH models without positivity constraints: exponential or log GARCH? (Q2448408) (← links)
- Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model (Q2868871) (← links)
- Adaptive density estimation under weak dependence (Q3085573) (← links)
- Convergence rates for density estimators of weakly dependent time series (Q3416899) (← links)
- (Q4645663) (← links)
- Sparse regular variation (Q5013249) (← links)
- (Q5053230) (← links)
- On the total claim amount for marked Poisson cluster models (Q5203948) (← links)
- Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms (Q5276180) (← links)
- Prediction of time series by statistical learning: general losses and fast rates (Q5417591) (← links)
- (Q5420975) (← links)
- Moment conditions for random coefficient AR\((\infty)\) under non-negativity assumptions (Q6128484) (← links)
- Non-asymptotic analysis of Stochastic approximation algorithms for streaming data (Q6133920) (← links)
- Asymptotic independence <i>ex machina</i>: Extreme value theory for the diagonal SRE model (Q6134628) (← links)
- Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference (Q6157001) (← links)
- Some variations on the extremal index (Q6174430) (← links)
- Stochastic online convex optimization. Application to probabilistic time series forecasting (Q6200884) (← links)