Browsing by Author Spokoiny, Vladimir

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Showing results 1 to 15 of 15
Issue DateTitleAuthor(s)
2014Bootstrap confidence sets under a model misspecificationSpokoiny, Vladimir; Zhilova, Mayya
2013Critical dimension in profile semiparametric estimationAndresen, Andreas; Spokoiny, Vladimir
2007Diffusion tensor imaging : structural adaptive smoothingTabelow, Karsten; Polzehl, Jörg; Spokoiny, Vladimir; Voss, Henning U.
2004Effiziente Methoden zur Bestimmung von Risikomaßen : Schlussbericht ; Projekt des BMBF-Förderprogramm "Neue Mathematische Verfahren in Industrie und Dienstleistungen"Schoenmakers, John; Spokoiny, Vladimir; Reiß, Oliver; Zacherias-Langhans, Johan-Hinrich
2007Exponential bounds for the minimum contrast with some applicationsGolubev, Yuri; Spokoiny, Vladimir
2006Forward and reverse representations for Markov chainsMilstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir
2006In search on non-Gaussian components of a high-dimensional distributionBlanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; Spokoiny, Vladimir; Müller, Klaus-Robert
2007Inhomogeneous dependence modelling with time varying copulaeGiacomini, Enzo; Härdle, Wolfgang; Spokoiny, Vladimir
2008Locally time homogeneous time series modellingElagin, Mstislav; Spokoiny, Vladimir
2018Optimal stopping via deeply boosted backward regressionBelomestny, Denis; Schoenmakers, John G. M.; Spokoiny, Vladimir; Tavyrikov, Yuri
2009Parameter estimation in time series analysisSpokoiny, Vladimir
2006Regression methods in pricing American and Bermudan options using consumption processesBelomestny, Denis; Milstein, Grigor N.; Spokoiny, Vladimir
2007Robust risk management : accounting for nonstationarity and heavy tailsChen, Ying; Spokoiny, Vladimir
2006Spatially adaptive estimation via fitted local likelihood techniquesKatkovnik, Vladimir; Spokoiny, Vladimir
2015Two convergence results for an alternation maximization procedureAndresen, Andreas; Spokoiny, Vladimir