Carsten Jentsch
Carsten Jentsch
Professor of Business and Social Statistics, TU Dortmund University
Verificeret mail på statistik.tu-dortmund.de - Startside
Citeret af
Citeret af
Inference in VARs with conditional heteroskedasticity of unknown form
R Brüggemann, C Jentsch, C Trenkler
Journal of econometrics 191 (1), 69-85, 2016
The dynamic effects of personal and corporate income tax changes in the United States: Comment
C Jentsch, KG Lunsford
American Economic Review 109 (7), 2655-2678, 2019
A test for second order stationarity of a multivariate time series
C Jentsch, SS Rao
Journal of Econometrics 185 (1), 124-161, 2015
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
C Jentsch, DN Politis
The Annals of Statistics 43 (3), 1117-1140, 2015
Proxy SVARs: asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States
C Jentsch, KG Lunsford
FRB of Cleveland Working Paper, 2016
The multiple hybrid bootstrap—resampling multivariate linear processes
C Jentsch, JP Kreiss
Journal of Multivariate Analysis 101 (10), 2320-2345, 2010
Testing equality of spectral densities using randomization techniques
C Jentsch, M Pauly
Bernoulli 21 (2), 697-739, 2015
Asymptotically valid bootstrap inference for proxy svars
C Jentsch, KG Lunsford
Journal of Business & Economic Statistics 40 (4), 1876-1891, 2022
RollingLDA: An Update Algorithm of Latent Dirichlet Allocation to Construct Consistent Time Series from Textual Data
J Rieger, C Jentsch, J Rahnenführer
Findings of the Association for Computational Linguistics: EMNLP 2021, 2337-2347, 2021
Bootstrapping INAR models
C Jentsch, CH Weiß
Bernoulli 25 (3), 2359-2408, 2019
Improving latent Dirichlet allocation: On reliability of the novel method LDAPrototype
J Rieger, J Rahnenführer, C Jentsch
International Conference on Applications of Natural Language to Information …, 2020
A note on using periodogram-based distances for comparing spectral densities
C Jentsch, M Pauly
Statistics & probability letters 82 (1), 158-164, 2012
Bootstrapping sample quantiles of discrete data
C Jentsch, A Leucht
Annals of the Institute of Statistical Mathematics 68 (3), 491-539, 2016
Improving Reliability of Latent Dirichlet Allocation by Assessing Its Stability Using Clustering Techniques on Replicated Runs
J Rieger, L Koppers, C Jentsch, J Rahnenführer
arXiv preprint arXiv:2003.04980, 2020
Baxter’s inequality and sieve bootstrap for random fields
M Meyer, C Jentsch, JP Kreiss
Bernoulli 23 (4B), 2988-3020, 2017
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
C Jentsch
Journal of Time Series Analysis 33 (2), 177-192, 2012
A Spectral Domain Test for Stationarity of Spatio‐Temporal Data
S Bandyopadhyay, C Jentsch, S Subba Rao
Journal of Time Series Analysis 38 (2), 326-351, 2017
Block bootstrap theory for multivariate integrated and cointegrated processes
C Jentsch, DN Politis, E Paparoditis
Journal of Time Series Analysis 36 (3), 416-441, 2015
Empirical Characteristic Functions‐Based Estimation and Distance Correlation for Locally Stationary Processes
C Jentsch, A Leucht, M Meyer, C Beering
Journal of Time Series Analysis 41 (1), 110-133, 2020
Generalized Binary Time Series Models
C Jentsch, L Reichmann
Econometrics 7 (4), 47, 2019
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