Browsing All of EconStor by Author Spokoiny, Vladimir

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Year of PublicationTitleAuthor(s)
2005 Portfolio value at risk based on independent components analysisChen, Ying; Härdle, Wolfgang Karl; Spokoiny, Vladimir
2006 Varying coefficient GARCH versus local constant volatility modeling: comparison of the predictive powerPolzehl, Jörg; Spokoiny, Vladimir
2006 Forward and reverse representations for Markov chainsMilstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir
2006 In search of non-Gaussian components of a high-dimensional distributionBlanchard, Gilles; Kawanabe, Motoaki; Sugiyama, Masashi; Spokoiny, Vladimir; Müller, Klaus-Robert
2006 Spatial aggregation of local likelihood estimates with applications to classificationBelomestny, Denis; Spokoiny, Vladimir
2006 Inhomogeneous dependency modelling with time varying copulaeGiacomini, Enzo; Härdle, Wolfgang Karl; Ignatieva, Ekaterina; Spokoiny, Vladimir
2006 GHICA: Risk analysis with GH distributions and independent componentsChen, Ying; Härdle, Wolfgang Karl; Spokoiny, Vladimir
2006 Regression methods in pricing American and Bermudan options using consumption processesBelomestny, Denis; Milstein, Grigori N.; Spokoiny, Vladimir
2006 When did the 2001 recession really start?Polzehl, Jörg; Spokoiny, Vladimir; Stărică, Cătălin
2007 Robust risk management: accounting for nonstationarity and heavy tailsChen, Ying; Spokoiny, Vladimir
2008 Adaptive pointwise estimation in time-inhomogeneous time-series modelsČížek, Pavel; Härdle, Wolfgang Karl; Spokoiny, Vladimir
2010 Local quantile regressionHärdle, Wolfgang Karl; Spokoiny, Vladimir; Wang, Weining
2011 Spatially adaptive density estimation by localised Haar projectionsGach, Florian; Nickl, Richard; Spokoiny, Vladimir
2011 Martingale approach in pricing and hedging European options under regime-switchingMilstein, Grigori N.; Spokoiny, Vladimir
2011 Parametric estimation: Finite sample theorySpokoiny, Vladimir
2011 Sparse non Gaussian component analysis by semidefinite programmingDiederichs, Elmar; Juditsky, Anatoli; Nemirovski, Arkadi; Spokoiny, Vladimir
2014 Bootstrap confidence sets under model misspecificationSpokoiny, Vladimir; Zhilova, Mayya
2018 Adaptive Nonparametric ClusteringEfimov, Kirill; Adamyan, Larisa; Spokoiny, Vladimir
2018 Construction of Non-asymptotic Confidence Sets in 2 -Wasserstein SpaceEbert, Johannes; Spokoiny, Vladimir; Suvorikova, Alexandra
2018 Bayesian inference for spectral projectors of covariance matrixSilin, Igor; Spokoiny, Vladimir