TRR 391 Publications
Peer-Reviewed Papers
Accepted
Frondel, M., Thiel, P., Vance, C. (2026). The Distributional Consequences of Tax Pass-Through: The Case of Germany's Fuel Tax Discount. to appear in Regional Science and Urban Economics.
Ickstadt, K., Breitner-Busch, S., Conrad, A., Diekmann, A., Elmer, C., Felgendreher, S., Fried, R., Friedrich, S., Fuks, K., Groll, A., Hense, A., Hornberg, C., Küchenhoff, H., Leitgöb, H., Paetz, F., Radermacher, W. J., Schürz, S., Wolf, K. (2025). Beschleunigung umweltpolitischer Entscheidungen durch verlässliche Daten und effiziente statistische Methoden. to appear in AStA Advances in Statistical Analysis.
Klein, N., Bianco, N. (2025). Contributed discussion on "Model uncertainty and missing data: An objective Bayesian perspective" by Garcia-Donato et al. to appear in Bayesian Analysis.
Bücher, A., Dette, H. (2025). On the lack of weak continuity of Chatterjee's correlation coefficient. to appear in Statistical Science. Already available on arXiv DOI: 10.48550/arXiv.2410.11418.
Gierse, J., Fried, R. (2025). Nonparametric directional variogram estimation in the presence of outlier blocks. to appear in Statistical Papers. Already available on arXiv DOI: 10.48550/arXiv.2412.01464.
Bücher, A., Pakzad C. (2025). The empirical copula process in high dimensions: Stute's representation and applications. to appear in Annals of Statistics. Already available on arXiv DOI: 10.48550/arXiv.2405.05597.
Jeschke, M., Faulwasser, T., Fried, R. (2025). Probabilistic Time Series Forecasting of Residential Loads - A Copula Approach. to appear in 2025 IEEE Kiel PowerTech. Already available on arXiv DOI: 10.48550/arXiv.2504.21661.
Published
Demetrescu, M., Frondel, M., Tomberg, L., Vance, C. (2025). Fixed Effects, Lagged Dependent Variables, and Bracketing: Cautionary Remarks. Political Analysis, 33, 4, 378-392. DOI: 10.1017/pan.2025.10002.
Bai, L., Wu, W. (2025). Uniform variance reduced simultaneous inference of time-varying correlation networks. IEEE Transactions on Information Theory. DOI: 10.1109/TIT.2025.3613143.
Keweloh, S., A., Wang, S. (2025). Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions. Journal of Applied Econometrics. DOI: 10.1002/jae.70012.
Dzikowski, D., Jentsch, C. (2025). Structural Periodic Vector Autoregressions. Journal of Econometrics, 252, Part A, 106099. DOI: 10.1016/j.jeconom.2025.106099.
Keweloh, S. A., Wang, S. (2025). Higher Moments and Efficiency Gains in Recursive Structural Vector Autoregressions. Oxford Bulletin of Economics and Statistics , 1–9. DOI: 10.1111/obes.70008.
Golosnoy, V., Gribisch, B., Schmid, W., Seifert, M. I. (2025). Combining portfolio rules to improve prediction of global minimum variance portfolio weights. The European Journal of Finance, 1–18. DOI: 10.1080/1351847X.2025.2512107.
Seifert, M. I. (2025). Which distributions in the max-domain of attraction satisfy von Mises representation or variation representation for a given auxiliary function?. Extremes. DOI: 10.1007/s10687-025-00516-5.
Andor, M. A., Dehos, F., Gillingham, K., Hansteen, S., Tomberg, L. (2025). Public transport pricing: An evaluation of the 9-Euro Ticket and an alternative policy proposal. Economics of Transportation, 42, 100415. DOI: 10.1016/j.ecotra.2025.100415.
Kaiser, S., Klein, N., Kaack, L. (2025). From counting stations to city-wide estimates: Data-driven bicycle volume extrapolation. Environmental Data Sciene, 4(e13):1-43. DOI: 10.1017/eds.2025.5.
Yuan, Z., Spindler, M. (2025). Bernstein-type inequalities and nonparametric estimation under near-epoch dependence. Journal of Econometrics, 251, 106054. DOI: 10.1016/j.jeconom.2025.106054.
Ben Amor, S., Ziel, F. (2025). Combining RNN and Linear Structures in Day-Ahead Electricity Price Forecasting. Proceedings of the 39th International Workshop on Statistical Modelling, Volume 1.
Grytzka, J., Bürkner, P., Groll, A. (2025). LASSO penalization in generalized linear mixed models. Proceedings of the 39th International Workshop on Statistical Modelling, Volume 1.
Stroemer, A., de Carvalho, M., Klein, N., Mayr, A. (2025). Modeling joint extreme events via boosting distributional copula regression. Proceedings of the 39th International Workshop on Statistical Modelling, Volume 1.
Golestaneh, P., Taheri, M., Lederer, J. (2025). How many samples are needed to train a deep neural network? ICLR 2025. Available here or on arXiv DOI: 10.48550/arXiv.2405.16696.
Faymonville, M., Jentsch, C., Weiß, C.H. (2025). Semi-parametric goodness-of-fit testing for INAR models. Bernoulli, 31(4). 3213-3234. DOI: 10.3150/24-BEJ1844.
Frondel, M., Helmers, V., Sommer, S. (2025). Fostering the Acceptance of Congestion Charges: Experimental Evidence for Europe. Journal of Transport Economics and Policy, Volume 59, Part 3, 161–178.
Helmers, V., van der Werf, E. (2025). Did the German Aviation Tax Have a Lasting Effect on Passenger Numbers? Transportation Research Part D: Transport and Environment, 140, 104570. DOI: 10.1016/j.trd.2024.104570.
Demetrescu, M., Frondel, M., Tomberg, L., Vance, C. (2025). Fixed Effects, Lagged Dependent Variables, and Bracketing: Cautionary Remarks. Political Analysis . DOI: 10.1017/pan.2025.10002.
Aue, A., Kühnert, S., Rice, G. (2025). On the Estimation of Invertible Functional Time Series. In: Aneiros, G., Bongiorno, E.G., Goia, A., Hušková, M. (eds) New Trends in Functional Statistics and Related Fields. IWFOS 2025. Contributions to Statistics. Springer, Cham. DOI: 10.1007/978-3-031-92383-8_4.
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
Bastian, P., Dette, H., Dunsche, M. (2025). Differentially private testing for relevant dependencies in high dimensions. arXiv. DOI: 10.48550/arXiv.2511.17167.
Kutta, T., Dette, H., Wang, S. (2025). Multiscale Change Point Detection for Functional Time Series. arXiv. DOI: 10.48550/arXiv.2511.06870.
Flossdorf, J., Meyer, A., Artjuch, D., Schneider, J., Jentsch, C. (2025). Unsupervised Movement Detection in Indoor Positioning Systems of Production Halls. TRR 391 Working Paper #9. DOI: 10.17877/DE290R-25841.
Demetrescu M., Schmidt, F. , Taylor. A. M. R. (2025). Real-Time Monitoring for Stock Return Predictability in Nonstationary Volatility Environments. TRR 391 Working Paper #8. DOI: 10.17877/DE290R-25840.
Lebedev, A., Das, A., Pappert, S., Schlüter, S. (2025). Analyzing Uncertainty Quantification in Statistical and Deep Learning Models for Probabilistic Electricity Price Forecasting. arXiv. DOI: 10.48550/arXiv.2509.19417.
Pappert, S. (2025). The Field Equations of Penalized non-Parametric Regression. arXiv. DOI: 10.48550/arXiv.2503.14763.
Bai, L., Dette, H. (2025). Measuring deviations from spherical symmetry. arXiv. DOI: 10.48550/arXiv.2510.18598.
Bastian, P., Kutta, T., Basu, R., Dette, H. (2025). Monitoring Time Series for Relevant Changes. arXiv. DOI: 10.48550/arXiv.2509.01756.
Quanz, P., Dette, H. (2025). Practically significant change points in high dimension - measuring signal strength pro active component. arXiv. DOI: 10.48550/arXiv.2508.21520.
Dette, H., Kühnert, S. (2025). Pivotal inference for linear predictions in stationary processes. arXiv. DOI: 10.48550/arXiv.2508.21025.
Hoenow, C., Helmers, V., Yang, E. (2025). Electric Bicycles and Public Transport Tickets: Ownership and Car Use Patterns. TRR 391 Working Paper #7. DOI: 10.17877/DE290R-25610.
Kühnert, S., Park, J. (2025). Functional Periodic ARMA Processes. arXiv. DOI: 10.48550/arXiv.2507.18962.
Boulin, A., Bücher, A. (2025). Structured linear factor models for tail dependence. arXiv. DOI: 10.48550/arXiv.2507.16340.
Püttschneider, J., Heilig, S., Fischer, A., Faulwasser, T. (2025). Towards an Optimal Control Perspective of ResNet Training. TRR 391 Working Paper #6. DOI: 10.17877/DE290R-25566.
Faymonville, M. , Jentsch, C. (2025). Joint semi-parametric INAR bootstrap inference for model coefficients and innovation distribution. arXiv. DOI: 10.48550/arXiv.2507.11124.
Faymonville, M., Jentsch, C., Paparoditis, E. (2025). Predictive inference for discrete-valued time series. arXiv. DOI: 10.48550/arXiv.2507.16035.
Mohaddes, A., Iafrate, F., Lederer, J. (2025). Regularized Learning for Fractional Brownian Motion via Path Signatures. arXiv. DOI: 10.48550/arXiv.2506.16156.
Dette, H., Möllenhoff, K., Wied, D. (2025). Practically significant differences between conditional distribution functions. arXiv. DOI: 10.48550/arXiv.2506.06545.
Aguilar, J. E., Bürkner P. C. (2025). Dependency-aware shrinkage priors for high dimensional regression. arXiv. DOI: 10.48550/arXiv.2505.10715.
Jedhoff, S., Kutabi H., Meyer A. Bürkner P. C. (2025). Efficient uncertainty propagation in Bayesian two-step procedures. arXiv. DOI: 10.48550/arXiv.2505.10510.
Mukherjee, S., Claassen M., Bürkner P. C. (2025). Hilbert space methods for approximating multi-output latent variable Gaussian processes. arXiv. DOI: 10.48550/arXiv.2505.16919.
Scheurer, S., Reiser P., Brünnette T., Nowak W., Guthke A., Bürkner P. C. (2025). Uncertainty-aware surrogate-based amortized Bayesian inference for computationally expensive models. arXiv. DOI: 10.48550/arXiv.2505.08683.
Lederer, J., Sabourin, A., Taheri, M. (2025). Adaptive tail index estimation: minimal assumptions and non-asymptotic guarantees. arXiv. DOI: 10.48550/arXiv.2505.22371.
Bürkner, P. C., Schmitt M., Radev S. T. (2025). Simulations in statistical workflows. arXiv. DOI: 10.48550/arXiv.2503.24011.
Taheri, M., Lederer, J. (2025). Regularization can make diffusion models more efficient. arXiv. DOI: 10.48550/arXiv.2502.09151.
Andor, M. A., Hoenow, N. C., Hümmecke, E., Tomberg, L. (2025). Small Payments Can Help Take Cars Off the Road Cost-Effectively. TRR 391 Working Paper #5. DOI: 10.17877/DE290R-25478.
Lindenau, R., Demetrescu, M. (2025). (When) Do persistent predictors predict stock returns directionally? TRR 391 Working Paper #4. DOI: 10.17877/DE290R-25452.
Bastian, P., Dette, H. (2025). Multiscale detection of practically significant changes in a gradually varying time series. arXiv. DOI: 10.48550/arXiv.2504.15872.
Bastian, P., Bissantz, N. (2025). Detecting relevant dependencies under measurement error with applications to the analysis of planetary system evolution. arXiv. DOI: 10.48550/arXiv.2504.05055.
Kühnert, S., Rice, G., Aue, A. (2025). Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes. arXiv. DOI: 10.48550/arXiv.2407.12221.
Elsemüller L., Pratz V., von Krause M., Voss A., Bürkner P. C., Radev S. T. (2025). Does unsupervised domain adaptation improve the robustness of amortized Bayesian inference? a systematic evaluation. arXiv. DOI: 10.48550/arXiv.2502.04949.
Säilynoja T., Schmitt M., Bürkner P. C., Vehtari A. (2025). Posterior SBC: simulation-based calibration checking conditional on data. arXiv. DOI: 10.48550/arXiv.2502.03279.
Mishra A., Habermann D., Schmitt M., Radev S. T., Bürkner P. C. (2025). Robust amortized Bayesian inference with self-consistency losses on unlabeled data. arXiv. DOI: 10.48550/arXiv.2501.13483.
Kucharský Š., Bürkner P. C. (2025). Amortized Bayesian mixture models. arXiv. DOI: 10.48550/arXiv.2501.10229.
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.
Pappert, S. (2024). Moving aggregate modified autoregressive copula-based time series models (MAGMAR-copulas). arXiv. DOI: 10.48550/arXiv.2402.01491.
Reiser P., Bürkner P. C., Guthke A. (2024). Bayesian surrogate training on multiple data sources: a hybrid modeling strategy. arXiv. DOI: 10.48550/arXiv.2412.11875.
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.
Boulin, A. (2024). Estimating max-stable random vectors with discrete spectral measure using model-based clustering arXiv. DOI: 10.48550/arXiv.2402.01609.