Mikkel Slot Nielsen | DeepAI

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Featured Co-authors

Mark Podolskij
11 publications
Kim Christensen
3 publications
Victor Rohde
1 publication

research

∙ 03/04/2021

High-dimensional estimation of quadratic variation based on penalized realized variance

In this paper, we develop a penalized realized variance (PRV) estimator ...

0 Kim Christensen, et al. ∙

research

∙ 03/01/2019

A statistical view on a surrogate model for estimating extreme events with an application to wind turbines

In the present paper we propose a surrogate model, which particularly ai...

0 Mikkel Slot Nielsen, et al. ∙