TRR 391 Publications
Peer-Reviewed Papers
Accepted
Faymonville, M., Jentsch, C., & Weiß, C.H. (2025). Semi-parametric Goodness-of-fit Testing for INAR Models. to appear in Bernoulli. Link to Preprint: https://www.bernoullisociety.org/publications/bernoulli-journal/bernoulli-journal-papers.
Golestaneh, P., Taheri, M., & Lederer, J. (2025). How many samples are needed to train a deep neural network? to appear in ICLR 2025. Already available on arXiv DOI: 10.48550/arXiv.2405.16696.
Published
Bruns, M., & Keweloh S. A. (2025). Testing for strong exogeneity in Proxy-VARs. Journal of Econometrics, 245(1-2). DOI: 10.1016/j.jeconom.2024.105876.
Demetrescu, M., & Hillmann, B. (2025). Gaussian Inference in Predictive Regressions for Stock Returns. Journal of Financial Econometrics, 23(2), nbaf004. DOI: 10.1093/jjfinec/nbaf004.
Zimmermann, M., Ziel, F. (2025). Efficient mid-term forecasting of hourly electricity load using generalized additive models. Applied Energy. DOI: 10.1016/j.apenergy.2025.125444.
Lederer, J., von Sachs, R. (2025). Simultaneous estimation of stable parameters for multiple autoregressive processes from datasets of nonuniform sizes. Journal of Time Series Analysis. DOI: 10.1111/jtsa.12806.
Dohme, H., Malchercyzk, D., Leckey, K., & Müller, C. H. (2024). K-depth tests for testing simultaneously independence and other model assumptions in time series. Communications in Statistics - Simulation and Computation, 1–19. DOI: 10.1080/03610918.2024.2413905
Hanck, C., & Massing, T. (2024). Testing for nonlinear cointegration under heteroskedasticity. Econometric Reviews, 44(4), 512–543. DOI: 10.1080/07474938.2024.2429598.
TRR 391 Working Paper Series
Please find all papers published directly via TRR 391 in our TRR 391 Working Paper Series collection.
Working Papers
Bücher, A., Pakzad C. (2025). The empirical copula process in high dimensions: Stute's representation and applications. arXiv. DOI: 10.48550/arXiv.2405.05597.
Uniejewski, B., Ziel, F. (2025). Probabilistic Forecasts of Load, Solar and Wind for Electricity Price Forecasting. arXiv. DOI: 10.48550/arXiv.2501.06180.
Bastian, P., Dette, H., Heinrichs, F. (2025). Sequential outlier detection in non-stationary time series. arXiv. DOI: 10.48550/arXiv.2502.18038.
Bastian, P., Basu, R., Dette, H. (2025). Uniform confidence bands for joint angles across different fatigue phases. arXiv. DOI: 10.48550/arXiv.2502.08430.
Andor, M.A., Flintz, J., Vance, C. (2025). Individual mobility and public transport subsidies. TRR 391 Working Paper #1. DOI: 10.17877/DE290R-25228.
Bastian, P. (2025). Choosing the right norm for change point detection in functional data. arXiv. DOI: 10.48550/arXiv.2501.04476.
Bai, L., Dette, H., Wu, W. (2025). A portmanteau test for multivariate non-stationary functional time series with an increasing number of lags. arXiv. DOI: 10.48550/arXiv.2501.00118.
Gierse, J., Fried, R. (2024). Nonparametric directional variogram estimation in the presence of outlier blocks. arXiv. DOI: 10.48550/arXiv.2412.01464.
Dette, H., Kroll, M. (2024). Detecting practically significant dependencies in infinite dimensional data via distance correlations. arXiv. DOI: 10.48550/arXiv.2411.16177.
Bastian, P. (2024). Detecting relevant deviations from the white noise assumption for non-stationary time series. arXiv. DOI: 10.48550/arXiv.2411.06909.
Molodchyk, O., Teutsch, J., Faulwasser, T. (2024). Towards safe Bayesian optimization with Wiener kernel regression. arXiv. DOI: 10.48550/arXiv.2411.02253.
Bücher, A., Dette, H. (2024). On the lack of weak continuity of Chatterjee's correlation coefficient. arXiv. DOI: 10.48550/arXiv.2410.11418.
Boulin, A. (2024). Estimating max-stable random vectors with discrete spectral measure using model-based clustering arXiv. DOI: 10.48550/arXiv.2402.01609.