Search Results for author: Dominik Liebl

Found 4 papers, 4 papers with code

A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters

2 code implementations22 Sep 2021 Oualid Bada, Alois Kneip, Dominik Liebl, Tim Mensinger, James Gualtieri, Robin C. Sickles

Our method adapts Haar wavelets to the structure of the observed variables in order to detect the change points of the parameters consistently.

Algorithmic Trading Time Series +1

Fast and Fair Simultaneous Confidence Bands for Functional Parameters

1 code implementation30 Sep 2019 Dominik Liebl, Matthew Reimherr

Quantifying uncertainty using confidence regions is a central goal of statistical inference.

Methodology Statistics Theory Statistics Theory

Partially Observed Functional Data: The Case of Systematically Missing Parts

2 code implementations21 Nov 2017 Dominik Liebl, Stefan Rameseder

By using a detour via the fundamental theorem of calculus, we propose a new estimation procedure that allows the consistent estimation of the mean and covariance function from partially observed functional data under specific violations of the missing-completely-at-random assumption.

Methodology

On the Optimal Reconstruction of Partially Observed Functional Data

1 code implementation27 Oct 2017 Alois Kneip, Dominik Liebl

This new operator belongs to a new, very large class of functional operators which includes the classical regression operators as a special case.

Statistics Theory Statistics Theory

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