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TRR 391 Publications

Peer-Reviewed Papers

Accepted

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.

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

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

Dette, H., Möllenhoff, K., Wied, D. (2025). Practically significant differences between conditional distribution functions. arXiv. DOI: 10.48550/arXiv.2506.06545.

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.

Demetrescu, M., Frondel, M., Tomberg, L., Vance, C. (2025). Fixed Effects, Lagged Dependent Variables, and Bracketing: Cautionary Remarks. TRR 391 Working Paper #3. DOI: 10.17877/DE290R-25433.

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.

Frondel, M., Helmers, V., Sommer, S. (2025). Fostering the acceptance of congestion charges: experimental evidence for Europe. TRR 391 Working Paper #2. DOI: 10.17877/DE290R-25411.

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.

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.

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.

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