The following pages link to Matúš Maciak (Q778561):
Displaying 17 items.
- Changepoint estimation for dependent and non-stationary panels. (Q778562) (← links)
- Changepoint in dependent and non-stationary panels (Q2208373) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- Changepoint detection by the quantile Lasso method (Q2301226) (← links)
- Regularization techniques in joinpoint regression (Q2374428) (← links)
- Bootstrapping nonparametric M-smoothers with independent error terms (Q2417448) (← links)
- Linear trend filtering via adaptive Lasso (Q2419616) (← links)
- Structural breaks in dependent, heteroscedastic, and extremal panel data (Q3120379) (← links)
- Detection of similar successive groups in a model with diverging number of variable groups (Q5113796) (← links)
- Change‐point detection in a linear model by adaptive fused quantile method (Q5118465) (← links)
- Implied Volatility Surface Estimation via Quantile Regularization (Q5141229) (← links)
- Discontinuities in robust nonparametric regression with α-mixing dependence (Q5266573) (← links)
- Testing Shape Constraints in Lasso Regularized Joinpoint Regression (Q5283083) (← links)
- FUNCTIONAL PROFILE TECHNIQUES FOR CLAIMS RESERVING (Q5866175) (← links)
- Investment disputes and their explicit role in option market uncertainty and overall risk instability (Q6088776) (← links)
- Real-time changepoint detection in a nonlinear expectile model (Q6128296) (← links)
- Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)
