12 citations · 23 across the 9 of their papers we have counts for
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stat.ME2021★ 3 cited
Factor Models with Sparse VAR Idiosyncratic Components
Jonas Krampe, Luca Margaritella
We reconcile the two worlds of dense and sparse modeling by exploiting the positive aspects of both. We employ a factor model and assume {the dynamic of the factors is non-pervasiv…
stat.AP2021
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…