1 citations · 1 across the 3 of their papers we have counts for
5 papers
Estimation of the Distribution of the Individual Reproduction Number: The Case of the COVID-19 Pandemic
Alexander Braumann, Jonas Krampe, Jens-Peter Kreiss +1
We investigate the problem of estimating the distribution of the individual reproduction number governing the COVID-19 pandemic. Under the assumption that this random variable foll…
Statistical Estimation of High-Dimensional Vector Autoregressive Models
Jonas Krampe, Efstathios Paparoditis
High-dimensional vector autoregressive (VAR) models are important tools for the analysis of multivariate time series. This paper focuses on high-dimensional time series and on the…
Time Series Modeling on Dynamic Networks
Jonas Krampe
This paper focuses on modeling the dynamic attributes of a dynamic network with a fixed number of vertices. These attributes are considered as time series which dependency structur…
Bootstrap Based Inference for Sparse High-Dimensional Time Series Models
J. Krampe, J-P. Kreiss, E. Paparoditis
Fitting sparse models to high-dimensional time series is an important area of statistical inference. In this paper we consider sparse vector autoregressive models and develop appro…
EstimatedWold Representation and Spectral Density-Driven Bootstrap for Time Series
Jonas Krampe, Jens-Peter Kreiss, Efstathios Paparoditis
The second-order dependence structure of purely nondeterministic stationary process is described by the coefficients of the famous Wold representation. These coefficients can be ob…