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Bodnar, Taras
156  Ergebnisse:
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1

Control charts for high-dimensional time series with estima..:

Bodnar, Rostyslav ; Bodnar, Taras ; Schmid, Wolfgang
Sequential Analysis.  43 (2024)  1 - p. 103-129 , 2024
Link: https://doi.org/10.1080/..
 
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2

Preface to the Special Issue "Copula modeling from Abe Skla..:

Genest, Christian ; Okhrin, Ostap ; Bodnar, Taras
Journal of Multivariate Analysis.  201 (2024)  - p. 105280 , 2024
Link: https://doi.org/10.1016/..
 
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3

Constructing Bayesian tangency portfolios under short-selli..:

Bodnar, Olha ; Bodnar, Taras ; Niklasson, Vilhelm
Finance Research Letters.  62 (2024)  - p. 105065 , 2024
Link: https://doi.org/10.1016/..
 
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4

Gibbs sampler approach for objective Bayesian inference in ..:

Bodnar, Olha ; Bodnar, Taras
Computational Statistics & Data Analysis.  197 (2024)  - p. 107990 , 2024
Link: https://doi.org/10.1016/..
 
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5

Incorporating different sources of information for Bayesian..:

Bodnar, Olha ; Bodnar, Taras ; Niklasson, Vilhelm
Journal of Business & Economic Statistics.  , 2024
Link: https://doi.org/10.1080/..
 
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6

Copula modeling from Abe Sklar to the present day:

Genest, Christian ; Okhrin, Ostap ; Bodnar, Taras
Journal of Multivariate Analysis.  201 (2024)  - p. 105278 , 2024
Link: https://doi.org/10.1016/..
 
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7

Nonlinear shrinkage test on a large‐dimensional covariance ..:

Bodnar, Taras ; Parolya, Nestor ; Veldman, Frederik
Statistica Neerlandica.  , 2024
Link: https://doi.org/10.1111/..
 
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8

Bayesian estimation in multivariate inter-laboratory studie..:

Bodnar, Olha ; Bodnar, Taras
Metrologia.  60 (2023)  5 - p. 054003 , 2023
Link: https://doi.org/10.1088/..
 
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9

Dynamic Shrinkage Estimation of the High-Dimensional Minimu..:

Bodnar, Taras ; Parolya, Nestor ; Thorsén, Erik
IEEE Transactions on Signal Processing.  71 (2023)  - p. 1334-1349 , 2023
Link: https://doi.org/10.1109/..
 
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10

Is the empirical out-of-sample variance an informative risk..:

Bodnar, Taras ; Parolya, Nestor ; Thorsén, Erik
Finance Research Letters.  54 (2023)  - p. 103807 , 2023
Link: https://doi.org/10.1016/..
 
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11

Multi-period power utility optimization under stock return ..:

Bodnar, Taras ; Ivasiuk, Dmytro ; Parolya, Nestor.
Computational Management Science.  20 (2023)  1 - p. , 2023
Link: https://doi.org/10.1007/..
 
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12

Singular Conditional Autoregressive Wishart Model for Reali..:

Alfelt, Gustav ; Bodnar, Taras ; Javed, Farrukh.
Journal of Business & Economic Statistics.  41 (2022)  3 - p. 833-845 , 2022
Link: https://doi.org/10.1080/..
 
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13

Sequential monitoring of high‐dimensional time series:

Bodnar, Rostyslav ; Bodnar, Taras ; Schmid, Wolfgang
Scandinavian Journal of Statistics.  50 (2022)  3 - p. 962-992 , 2022
Link: https://doi.org/10.1111/..
 
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14

Recent advances in shrinkage-based high-dimensional inferen..:

Bodnar, Olha ; Bodnar, Taras ; Parolya, Nestor
Journal of Multivariate Analysis.  188 (2022)  - p. 104826 , 2022
Link: https://doi.org/10.1016/..
 
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15

Bayesian portfolio selection using VaR and CVaR:

Bodnar, Taras ; Lindholm, Mathias ; Niklasson, Vilhelm.
Applied Mathematics and Computation.  427 (2022)  - p. 127120 , 2022
Link: https://doi.org/10.1016/..
 
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