Olivier Wintenberger

Available identifiers

zbMath Open wintenberger.olivierMaRDI QIDQ328779

List of research outcomes

Publication	Date of Publication	Type
Moment conditions for random coefficient AR\((\infty)\) under non-negativity assumptions	2024-04-15	Paper
Stochastic online convex optimization. Application to probabilistic time series forecasting	2024-03-25	Paper
Asymptotic independence ex machina: Extreme value theory for the diagonal SRE model	2023-08-22	Paper
Non-asymptotic analysis of Stochastic approximation algorithms for streaming data	2023-08-21	Paper
Some variations on the extremal index	2023-07-14	Paper
Large deviations of \(\ell^p\)-blocks of regularly varying time series and applications to cluster inference	2023-06-19	Paper
Self-normalized partial sums of heavy-tailed time series	2023-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q5053230	2022-12-06	Paper
Contrast estimation of time-varying infinite memory processes	2022-08-29	Paper
Hidden regular variation for point processes and the single/multiple large point heuristic	2022-03-21	Paper
Extremes for stationary regularly varying random fields over arbitrary index sets	2022-02-22	Paper
Sparse regular variation	2021-11-29	Paper
Consistent regression using data-dependent coverings	2021-08-09	Paper
Multivariate sparse clustering for extremes	2020-07-23	Paper
Contrast estimation of general locally stationary processes using coupling	2020-05-15	Paper
Stochastic Online Optimization using Kalman Recursion	2020-02-10	Paper
On the total claim amount for marked Poisson cluster models	2019-12-09	Paper
The tail empirical process of regularly varying functions of geometrically ergodic Markov chains	2019-11-27	Paper
Heavy tails for an alternative stochastic perpetuity model	2019-11-27	Paper
Asymptotic Independence ex machina -- Extreme Value Theory for the Diagonal BEKK-ARCH(1) Model	2019-07-24	Paper
https://portal.mardi4nfdi.de/entity/Q4645663	2019-01-10	Paper
On the tail behavior of a class of multivariate conditionally heteroskedastic processes	2018-08-03	Paper
Feasible invertibility conditions and maximum likelihood estimation for observation-driven models	2018-04-25	Paper
Regular variation of a random length sequence of random variables and application to risk assessment	2018-04-16	Paper
Goodness-of-fit tests for Log-GARCH and EGARCH models	2018-03-23	Paper
Exponential inequalities for unbounded functions of geometrically ergodic Markov chains: applications to quantitative error bounds for regenerative Metropolis algorithms	2017-07-14	Paper
Optimal learning with Bernstein Online Aggregation	2017-06-29	Paper
A large deviations approach to limit theory for heavy-tailed time series	2016-10-21	Paper
Sparse Accelerated Exponential Weights	2016-10-17	Paper
Goodness-of-fit tests for extended Log-GARCH models	2016-01-21	Paper
Weak transport inequalities and applications to exponential and oracle inequalities	2015-11-27	Paper
Large deviations for bootstrapped empirical measures	2014-11-11	Paper
The cluster index of regularly varying sequences with applications to limit theory for functions of multivariate Markov chains	2014-07-02	Paper
Prediction of time series by statistical learning: general losses and fast rates	2014-05-21	Paper
GARCH models without positivity constraints: exponential or log GARCH?	2014-04-30	Paper
Optimal learning with Bernstein Online Aggregation	2014-04-04	Paper
Continuous Invertibility and Stable QML Estimation of the EGARCH(1,1) Model	2013-12-19	Paper
Precise large deviations for dependent regularly varying sequences	2013-09-09	Paper
Multiple breaks detection in general causal time series using penalized quasi-likelihood	2013-05-28	Paper
Model selection for weakly dependent time series forecasting	2012-08-09	Paper
Fast rates in learning with dependent observations	2012-02-20	Paper
Stable limits for sums of dependent infinite variance random variables	2011-09-27	Paper
Deviation inequalities for sums of weakly dependent time series	2011-09-09	Paper
Parametric inference and forecasting in continuously invertible volatility models	2011-06-24	Paper
Adaptive density estimation under weak dependence	2011-03-31	Paper
Detecting multiple change-points in general causal time series using penalized quasi-likelihood	2010-07-31	Paper
Asymptotic normality of the quasi-maximum likelihood estimator for multidimensional causal processes	2009-08-19	Paper
Weakly dependent chains with infinite memory	2008-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q5420975	2007-10-22	Paper
Convergence rates for density estimators of weakly dependent time series	2007-01-09	Paper

Research outcomes over time

Doctoral students

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