-
Fakultät Statistik
-
Research
-
Abgeschlossene Projekte
-
SFB 823
Publications
3389/fnins.2019.01206 Golosnoy, V., Gribisch, B., Seifert, M.I. (2019): Exponential smoothing of realized portfolio weights, Journal of Empirical Finance 53, 222-237. DOI: 10.1016/j.jempfin.2019.07.006 Heinrich [...] Schorning, K., Dette, H. (2019): Optimal designs for frequentist model averaging, Biometrika 106(3), 665-682. DOI: 10.1093/biomet/asz036 Andor, M.A., Parmeter, C., Sommer, S. (2019): Combining uncertainty [...] Zhigljavsky, A. (2019): The BLUE in continuous-time regression models with correlated errors, Annals of Statistics 47(4), 1928-1959. DOI: 10.1214/18-AOS1734 Dette, H., Wu, W. (2019): Detecting relevant …