Articles with public access mandates - Vladimir SpokoinyLearn more
Not available anywhere: 2
Modeling nonstationary and leptokurtic financial time series
Y Chen, V Spokoiny
Econometric Theory 31 (4), 703-728, 2015
Mandates: German Research Foundation
Construction of mean-self-financing strategies for European options under regime-switching
GN Milstein, V Spokoiny
SIAM Journal on Financial Mathematics 5 (1), 532-556, 2014
Mandates: German Research Foundation
Available somewhere: 46
Parametric estimation. Finite sample theory
V Spokoiny
Mandates: German Research Foundation
Inhomogeneous dependence modeling with time-varying copulae
E Giacomini, W Härdle, V Spokoiny
Journal of Business & Economic Statistics 27 (2), 224-234, 2009
Mandates: German Research Foundation
In search of non-Gaussian components of a high-dimensional distribution
G Blanchard, M Kawanabe, M Sugiyama, V Spokoiny, KR Müller
Journal of Machine Learning Research 7 (9), 247-282, 2006
Mandates: German Research Foundation
Analyzing fMRI experiments with structural adaptive smoothing procedures
K Tabelow, J Polzehl, HU Voss, V Spokoiny
NeuroImage 33 (1), 55-62, 2006
Mandates: German Research Foundation
Bootstrap confidence sets under model misspecification
V Spokoiny, M Zhilova
Mandates: German Research Foundation
Diffusion tensor imaging: structural adaptive smoothing
K Tabelow, J Polzehl, V Spokoiny, HU Voss
NeuroImage 39 (4), 1763-1773, 2008
Mandates: German Research Foundation
Finite sample Bernstein–von Mises theorem for semiparametric problems
M Panov, V Spokoiny
Mandates: German Research Foundation
Large ball probabilities, Gaussian comparison and anti-concentration
F Götze, A Naumov, V Spokoiny, V Ulyanov
Bernoulli 25 (4A), 2538-2563, 2019
Mandates: German Research Foundation
Portfolio value at risk based on independent component analysis
Y Chen, W Härdle, V Spokoiny
Journal of Computational and Applied Mathematics 205 (1), 594-607, 2007
Mandates: German Research Foundation
GHICA—Risk analysis with GH distributions and independent components
Y Chen, W Härdle, V Spokoiny
Journal of Empirical Finance 17 (2), 255-269, 2010
Mandates: German Research Foundation
Statistical inference for Bures–Wasserstein barycenters
A Kroshnin, V Spokoiny, A Suvorikova
The Annals of Applied Probability 31 (3), 1264-1298, 2021
Mandates: German Research Foundation
Adaptive pointwise estimation in time‐inhomogeneous conditional heteroscedasticity models
P Čížek, W Härdle, V Spokoiny
The Econometrics Journal 12 (2), 248-271, 2009
Mandates: German Research Foundation
Local quantile regression
V Spokoiny, W Wang, WK Härdle
Journal of Statistical Planning and Inference 143 (7), 1109-1129, 2013
Mandates: German Research Foundation
Sharp deviation bounds for quadratic forms
V Spokoiny, M Zhilova
Mathematical Methods of Statistics 22, 100-113, 2013
Mandates: German Research Foundation
Spatial aggregation of local likelihood estimates with applications to classification
D Belomestny, V Spokoiny
Mandates: German Research Foundation
Gaussian processes with multidimensional distribution inputs via optimal transport and Hilbertian embedding
F Bachoc, A Suvorikova, D Ginsbourger, JM Loubes, V Spokoiny
Mandates: Swiss National Science Foundation, German Research Foundation, Agence …
Penalized maximum likelihood estimation and effective dimension
V Spokoiny
Mandates: German Research Foundation
Regression methods in pricing American and Bermudan options using consumption processes
D Belomestny, G Milstein, V Spokoiny
Quantitative Finance 9 (3), 315-327, 2009
Mandates: German Research Foundation
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