Robust Kalman tracking and smoothing with propagating and non-propagating outliers
Ruckdeschel, Peter, Spangl, Bernhard, Pupashenko, Daria
Published in Statistical papers (Berlin, Germany) (01.02.2014)
Published in Statistical papers (Berlin, Germany) (01.02.2014)
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Journal Article
L2 differentiability of generalized linear models
Pupashenko, Daria, Ruckdeschel, Peter, Kohl, Matthias
Published in Statistics & probability letters (01.02.2015)
Published in Statistics & probability letters (01.02.2015)
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Journal Article
Robust worst-case optimal investment
Desmettre, Sascha, Korn, Ralf, Ruckdeschel, Peter, Seifried, Frank Thomas
Published in OR Spectrum (01.07.2015)
Published in OR Spectrum (01.07.2015)
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Journal Article
Generalized Pareto processes and fund liquidity risk
Desmettre, Sascha, de Kock, Johan, Ruckdeschel, Peter, Seifried, Frank Thomas
Published in Quantitative finance (03.08.2018)
Published in Quantitative finance (03.08.2018)
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Journal Article
L 2 differentiability of generalized linear models
Pupashenko, Daria, Ruckdeschel, Peter, Kohl, Matthias
Published in Statistics & probability letters (01.02.2015)
Published in Statistics & probability letters (01.02.2015)
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Journal Article
Pricing American Options in the Heston Model: A Close Look at Incorporating Correlation
Ruckdeschel, Peter, Sayer, Tilman, Szimayer, Alexander
Published in The Journal of derivatives (01.04.2013)
Published in The Journal of derivatives (01.04.2013)
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Journal Article
Robust estimation of operational risk
Horbenko, Nataliya, Ruckdeschel, Peter, Bae, Taehan
Published in Journal of operational risk (01.06.2011)
Published in Journal of operational risk (01.06.2011)
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Journal Article
LETTER FROM THE GUEST EDITORS
Kaiser, Thomas, Ruckdeschel, Peter, Horbenko, Nataliya
Published in Journal of operational risk (01.12.2013)
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Published in Journal of operational risk (01.12.2013)
Journal Article
Infinitesimally Robust estimation in general smoothly parametrized models
Kohl, Matthias, Ruckdeschel, Peter, Rieder, Helmut
Published in Statistical methods & applications (01.08.2010)
Published in Statistical methods & applications (01.08.2010)
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Journal Article
e-Values for Real-Time Residential Electricity Demand Forecast Model Selection
Backhaus, Fabian, Brucke, Karoline, Ruckdeschel, Peter, Schlüters, Sunke
Year of Publication 23.10.2024
Year of Publication 23.10.2024
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Journal Article