2 papers
stat.ME2019
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…
math.PR2018
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…