9 citations · 14 across the 5 of their papers we have counts for
6 papers
On the number of bins in a rank histogram
Claudio Heinrich
Rank histograms are popular tools for assessing the reliability of meteorological ensemble forecast systems. A reliable forecast system leads to a uniform rank histogram, and devia…
Multivariate postprocessing methods for high-dimensional seasonal weather forecasts
Claudio Heinrich, Kristoffer H. Hellton, Alex Lenkoski +1
Seasonal weather forecasts are crucial for long-term planning in many practical situations and skillful forecasts may have substantial economic and humanitarian implications. Curre…
On limit theory for functionals of stationary increments Levy driven moving averages
Andreas Basse-O'Connor, Claudio Heinrich, Mark Podolskij
In this paper we obtain new limit theorems for variational functionals of high frequency observations of stationary increments Lévy driven moving averages. We will see that the asy…
Hybrid simulation scheme for volatility modulated moving average fields
Claudio Heinrich, Mikko S. Pakkanen, Almut E. D. Veraart
We develop a simulation scheme for a class of spatial stochastic processes called volatility modulated moving averages. A characteristic feature of this model is that the behaviour…
On limit theory for Levy semi-stationary processes
Andreas Basse-O'Connor, Claudio Heinrich, Mark Podolskij
In this paper we present some limit theorems for power variation of Lévy semi-stationary processes in the setting of infill asymptotics. Lévy semi-stationary processes, which are a…
On spectral distribution of high dimensional covariation matrices
Claudio Heinrich, Mark Podolskij
In this paper we present the asymptotic theory for spectral distributions of high dimensional covariation matrices of Brownian diffusions. More specifically, we consider -dimens…