activity
20152026
most citedCovariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension

49 citations · 94 across the 12 of their papers we have counts for

collaborators

12 papers

stat.ME2026

Resampling simplicial depth

Carsten Jentsch, Stanislav Nagy, Martin Wendler

The simplicial depth (SD) is a commonly used indicator of the centrality of points with respect to distributions on . Asymptotic theory for the…

stat.ML2024

AR-Sieve Bootstrap for the Random Forest and a simulation-based comparison with rangerts time series prediction

Cabrel Teguemne Fokam, Carsten Jentsch, Michel Lang +1

The Random Forest (RF) algorithm can be applied to a broad spectrum of problems, including time series prediction. However, neither the classical IID (Independent and Identically d…

cs.LG2023★ 2 cited

Prototypes as Explanation for Time Series Anomaly Detection

Bin Li, Carsten Jentsch, Emmanuel Müller

Detecting abnormal patterns that deviate from a certain regular repeating pattern in time series is essential in many big data applications. However, the lack of labels, the dynami…

stat.ME2023

Goodness of fit testing based on graph functionals for homogenous Erdös Renyi graphs

Barbara Brune, Jonathan Flossdorf, Carsten Jentsch

The Erdös Renyi graph is a popular choice to model network data as it is parsimoniously parametrized, straightforward to interprete and easy to estimate. However, it has limited su…

math.ST2023

Bootstrap Consistency for the Mack Bootstrap

Julia Steinmetz, Carsten Jentsch

Mack's distribution-free chain ladder reserving model belongs to the most popular approaches in non-life insurance mathematics. Proposed to determine the first two moments of the r…

cs.CL2022★ 2 cited

Lex2Sent: A bagging approach to unsupervised sentiment analysis

Kai-Robin Lange, Jonas Rieger, Carsten Jentsch

Unsupervised text classification, with its most common form being sentiment analysis, used to be performed by counting words in a text that were stored in a lexicon, which assigns…