52 citations · 71 across the 5 of their papers we have counts for
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stat.ME2015★ 52 cited
Elliptical graphical modelling
Daniel Vogel, Roland Fried
We propose elliptical graphical models based on conditional uncorrelatedness as a general- ization of Gaussian graphical models by letting the population distribution be elliptical…
math.ST2015★ 18 cited
Estimation of the variance of partial sums of dependent processes
Herold Dehling, Roland Fried, Olimjon Sh. Sharipov +2
We study subsampling estimators for the limit variance \[ σ^2=Var(X_1)+2 \sum_{k=2}^\infty Cov(X_1,X_k) \] of partial sums of a stationary stochastic process . We…