Peter Klaus Buhlmann - Dokumente zum Namen

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[ ] High-dimensional covariance estimation based on Gaussian...

arxiv.org

... Shuheng Zhou, Philipp Rutimann, Min Xu, Peter Buhlmann ... Abstract: Undirected graphs are often used to describe high dimensional

Synchronizing Multivariate Financial Time Series by Francesco...

papers.ssrn.com

Prices or returns of financial assets are most often collected in local times of the trading markets. The need to synchronize multivariate time series of finan

[ ] The adaptive and the thresholded Lasso for potentially...

arxiv.org

... Sara van de Geer, Peter Buhlmann, Shuheng Zhou ... Submission history From: Sara van de Geer [view email] [v1] Thu, 28 Jan

Splines for Financial Volatility by Francesco Audrino, Peter Buhlmann...

papers.ssrn.com

We propose a flexible GARCH-type model for the prediction of volatility in financial time series. The approach relies on the idea of using multivariate B-spline

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Dokumente zum Namen Peter Klaus Buhlmann

[ ] High-dimensional covariance estimation based on Gaussian...

Synchronizing Multivariate Financial Time Series by Francesco...

[ ] The adaptive and the thresholded Lasso for potentially...

Splines for Financial Volatility by Francesco Audrino, Peter Buhlmann...