4. Mathematics
  5. Statistics Theory

Vladimir Spokoiny

Mathematics – Statistics Theory

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A new algorithm for estimating the effective dimension-reduction subspace

Mathematics – Statistics Theory
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A penalized exponential risk bound in parametric estimation

Mathematics – Statistics Theory
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Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models

Statistics – Methodology
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Exponential bounds for minimum contrast estimators

Mathematics – Statistics Theory
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Multiscale local change point detection with applications to value-at-risk

Mathematics – Statistics Theory
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Profile ID: LFWR-SCP-P-112798

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