Zobrazeno 1 - 10
of 58
pro vyhledávání: '"Alexander Meister"'
Publikováno v:
Oberwolfach Reports. 16:1697-1735
Autor:
Mario Tapia, Nicolas Schuhler, M. Riquelme, Bruno Lopez, Andres Pino, Lorena Faundez, Christophe Verinaud, Frank Eisenhauer, J. Beltran, A. Ramirez, Pierre van der Heyden, Lieselotte Jochum, Jean-Baptiste Le Bouquin, J. P. Kirchbauer, Fernando Salgado, Claudia Cid, Richard Tamblay, Thibaut Moulin, Alexander Meister, Andreas Glindemann, Pierre Haguenauer, Javier Reyes, F. Delplancke-Ströbele, Angela Cortes, P. Guajardo, Stefan Huber, Anthony Meilland, Jürgen Ott, Sylvestre Lacour, Steffen Mieske, Julien Leclercq, S. Rochat, Marcus Pavez, Diego Del Valle, S. Guieu, Konrad R. W. Tristram, Sebastien Egner, Pierre Bourget, Luca Pasquini, A. Delboulbe, Christian Stephan, Pascaline Darré, Roderick Dembet, Christian A. Hummel, Peter Krempl, Marcos Suarez, Alain Smette, Pavel Shchekaturov, Yves Magnard, Ralf Conzelmann, Emmanuel Aller-Carpentier, Norbert Hubin, Isabelle Percheron, Frédéric Gonté, Jean Louis Lizon, Claudia Paladini, Thibaut Guerlet, Pablo Gutierrez, Jean-Philippe Berger, Antoine Mérand, Juan Pablo Gil, Célia Pelluet, Luis Caniguante, Johan Kosmalski, Markus Schöller, Reinaldo Donoso, Christophe Dupuy, Lorenzo Pettazzi, Laurent Jocou, Jaime Gonzales, Guillermo Valdes, Markus Wittkowski, Julien Woillez, Daniel Gaytan, Jaime Alonso, Sébastien Poupar, Xavier Haubois, Roberto Abuter, Gérard Zins, Bruno Chazelas, Eloy Fuenteseca, Paul Bristow, Laurent Pallanca, R. Frahm, Thomas Rivinius, Johann Kolb, Juan Osorio
Publikováno v:
Optical and Infrared Interferometry and Imaging VII.
Following the arrival of MATISSE, the second-generation of VLTI instrumentation is now complete and was simultaneously enhanced by a major facility upgrade including the NAOMI Adaptive Optics on the Auxiliary Telescopes. On the Unit Telescopes, signi
Autor:
Alexander Meister, Hajo Holzmann
Publikováno v:
Bernoulli 26, no. 4 (2020), 2790-2814
Random coefficient regression models are a popular tool for analyzing unobserved heterogeneity, and have seen renewed interest in the recent econometric literature. In this paper we obtain the optimal pointwise convergence rate for estimating the den
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b586b7e47f1a4d02f559fc04ff00290d
https://projecteuclid.org/euclid.bj/1598493631
https://projecteuclid.org/euclid.bj/1598493631
Publikováno v:
Electron. J. Statist. 14, no. 2 (2020), 2957-2987
The Rasch model is widely used in the field of psychometrics when $n$ persons under test answer $m$ questions and the score, which describes the correctness of the answers, is given by a binary $n\times m$-matrix. We consider the Mixed-Effect Rasch M
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0a9e47da9490a2e91aed7c3a80e4e668
https://projecteuclid.org/euclid.ejs/1597284417
https://projecteuclid.org/euclid.ejs/1597284417
Publikováno v:
SSRN Electronic Journal.
In this paper, we propose a framework to estimate the distribution of marginal effects in a general class of structural models that allow for arbitrary smooth nonlinearities, high dimensional heterogeneity, and unrestricted correlation between the pe
Autor:
Aurore Delaigle, Alexander Meister
We consider statistical models where functional data are artificially contaminated by independent Wiener processes in order to satisfy privacy constraints. We show that the corrupted observations have a Wiener density which determines the distributio
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b655ddb25f3bcded06885823064c5c1e
http://arxiv.org/abs/1912.07879
http://arxiv.org/abs/1912.07879
Publikováno v:
Journal of Econometrics. 201:144-169
The triangular model is a very popular way to capture endogeneity. In this model, an outcome is determined by an endogenous regressor, which in turn is caused by an instrument in a first stage. In this paper, we study the triangular model with random
Autor:
Jens-Peter Kreiß, Alexander Meister
Publikováno v:
Stochastic Processes and their Applications. 126:3009-3040
We consider extensions of the famous GARCH ( 1 , 1 ) model where the recursive equation for the volatilities is not specified by a parametric link but by a smooth autoregression function. Our goal is to estimate this function under nonparametric cons
Autor:
E. Cottalorda, C. Heritier, F. Delplancke-Ströbele, S. Zúñiga-Fernández, S. Guieu, Javier Reyes, M. Seidel, Alexander Meister, Laurent Jocou, Johan Kosmalski, G. Santos Tomás, Oliver Pfuhl, Pierre Bourget, Marcos Suarez, Christophe Verinaud, J. L. Beuzit, Anthony Meilland, Philippe B. Gitton, Andreas Haimerl, J.-B. Le Bouquin, Eric Stadler, C. Frank, Christophe Dupuy, Lorenzo Pettazzi, Pascaline Darré, Xavier Haubois, Gérard Zins, Frédéric Gonté, Jaime Alonso, Bruno Lopez, R. Donaldson, Peter Krempl, H. Bonnet, Pavel Shchekaturov, Johann Kolb, Frank Eisenhauer, Pablo Gutierrez, Thibaut Guerlet, Paul Lilley, Julien Woillez, J. P. Berger, Gerhard Fischer, M. Todorovic, Sebastien Egner, A. Mérand, Thibaut Moulin, Luis Caniguante, Christian Stephan, J. P. Kirchbauer, Luigi Andolfato, Guillermo Valdes, N. Hubin, D. Phan, Eloy Fuenteseca, Stewart McLay, M. Riedel, Isabelle Percheron, A. Delboulbe, Jerome Paufique, W. Pirani, Christian Schmid, Christian Soenke, J. Dupeyron, Jose Abad, Andrew Rakich, M. Le Louarn, Pablo Barriga, Stefan Huber, P. Haguenauer, Paul Jolley, G. Bourdarot, E. Aller Carpentier, R. Brast, Nicolas Schuhler, B. Delabre, Reinhold J. Dorn, Roderick Dembet, Sylvain Rochat, Roberto Abuter, Yves Magnard, J. Quentin, Luca Pasquini, R. Ridings
Publikováno v:
Astronomy and Astrophysics-A&A
Astronomy and Astrophysics-A&A, EDP Sciences, 2019, ⟨10.1051/0004-6361/201935890⟩
Astronomy and Astrophysics-A&A, EDP Sciences, 2019, ⟨10.1051/0004-6361/201935890⟩
The tip-tilt stabilisation system of the 1.8 m Auxiliary Telescopes of the Very Large Telescope Interferometer was never dimensioned for robust fringe tracking, except when atmospheric seeing conditions are excellent. Increasing the level of wavefron
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0dbddbefa350dba1482157f58b2d14a0
https://hal.archives-ouvertes.fr/hal-02413430/file/aa35890-19.pdf
https://hal.archives-ouvertes.fr/hal-02413430/file/aa35890-19.pdf
Publikováno v:
Journal of Econometrics. 192:55-63
We consider a new nonparametric estimator of the stationary density of the logarithm of the volatility of the GARCH(1,1) model. This problem is particularly challenging since this density is still unknown, even in cases where the model parameters are