E-LIB Suche - Ergebnisse für: Jirak, Moritz

1

Quantitative limit theorems and bootstrap approximations fo..:

Jirak, Moritz ; Wahl, Martin
Probability Theory and Related Fields. , 2024

Link: https://doi.org/10.1007/..

2

Relative perturbation bounds with applications to empirical..:

Jirak, Moritz ; Wahl, Martin
Advances in Mathematics. 412 (2023) - p. 108808 , 2023

Link: https://doi.org/10.1016/..

3

Statistik und maschinelles Lernen

eine mathematische Einführung in klassische und moderne Me... Springer eBook Collection

Trabs, Mathias ; Jirak, Moritz ; Krenz, Konstantin. , [2021]

Link: https://doi.org/10.1007/..

4

Re-sampling in instrumental variables regression:

Koziuk, Andzhey , 2020

Link: https://nbn-resolving.de..

5

Rate of convergence for Hilbert space valued processes:

JIRAK, MORITZ
Bernoulli. 24 (2018) 1 - p. 202-230 , 2018

Link: https://www.jstor.org/st..

6

NONPARAMETRIC CHANGE-POINT ANALYSIS OF VOLATILITY:

Bibinger, Markus ; Jirak, Moritz ; Vetter, Mathias
The Annals of Statistics. 45 (2017) 4 - p. 1542-1578 , 2017

Link: https://www.jstor.org/st..

7

BERRY–ESSEEN THEOREMS UNDER WEAK DEPENDENCE:

Jirak, Moritz
The Annals of Probability. 44 (2016) 3 - p. 2024-2063 , 2016

Link: http://www.jstor.org/sta..

8

On Weak Invariance Principles for Partial Sums:

Jirak, Moritz
Journal of Theoretical Probability. 30 (2016) 3 - p. 703-728 , 2016

Link: https://doi.org/10.1007/..

9

VOLATILITY ESTIMATION UNDER ONE-SIDED ERRORS WITH APPLICATI..:

Bibinger, Markus ; Jirak, Moritz ; Reiss, Markus
The Annals of Applied Probability. 26 (2016) 5 - p. 2754-2790 , 2016

Link: http://www.jstor.org/sta..

10

Optimal Rate of Convergence for Empirical Quantiles and Dis..:

Jirak, Moritz
Journal of Time Series Analysis. 37 (2016) 6 - p. 825-836 , 2016

Link: https://doi.org/10.1111/..

11

Nonparametric change-point analysis of volatility

SFB 649 discussion paper ; 2015-008

Bibinger, Markus ; Jirak, Moritz , 2015

Link: http://hdl.handle.net/10..

12

UNIFORM CHANGE POINT TESTS IN HIGH DIMENSION:

Jirak, Moritz
The Annals of Statistics. 43 (2015) 6 - p. 2451-2483 , 2015

Link: http://www.jstor.org/sta..

13

Optimal eigen expansions and uniform bounds:

Jirak, Moritz
Probability Theory and Related Fields. 166 (2015) 3-4 - p. 753-799 , 2015

Link: https://doi.org/10.1007/..

14

Improved volatility estimation based on limit order books

SFB 649 discussion paper ; 2014-053

Bibinger, Markus ; Jirak, Moritz , 2014

Link: http://hdl.handle.net/10..

15

Simultaneous confidence bands for sequential autoregressive..:

Jirak, Moritz
Journal of Multivariate Analysis. 124 (2014) - p. 130-149 , 2014

Link: https://doi.org/10.1016/..