3 papers
stat.AP2021
Covid-19 risk factors: Statistical learning from German healthcare claims data
Roland Jucknewitz, Oliver Weidinger, Anja Schramm
We analyse prior risk factors for severe, critical or fatal courses of Covid-19 based on a retrospective cohort using claims data of the AOK Bayern. As our main methodological cont…
econ.EM2019
Multivariate Fractional Components Analysis
Tobias Hartl, Roland Weigand
We propose a setup for fractionally cointegrated time series which is formulated in terms of latent integrated and short-memory components. It accommodates nonstationary processes…
econ.EM2018
Approximate State Space Modelling of Unobserved Fractional Components
Tobias Hartl, Roland Weigand
We propose convenient inferential methods for potentially nonstationary multivariate unobserved components models with fractional integration and cointegration. Based on finite-ord…