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TRR 391
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Research
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Projects
A02
2602.23143 . Boulin, A., Bücher, A. (2025). Structured linear factor models for tail dependence. arXiv. DOI: 10.48550/arXiv.2507.16340 . Boulin, A., Haufs., E. (2025). Extrapolating into the extremes with [...] Iafrate, F., Lederer, J. (2025). Regularized learning for fractional Brownian motion via path signatures. arXiv. DOI: 10.48550/arXiv.2506.16156 . Mohaddes, A., Lederer, J. (2025). Cardinality sparsity: [...] with minimum distance estimation. arXiv. DOI: 10.48550/arXiv.2511.20466 . Bücher, A., Pakzad, C. (2025). The empirical copula process in high dimensions: Stute's representation and applications. Annals …
