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TRR 391
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Research
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Publications
Peer-Reviewed Publications
s 245 (1-2) . DOI: 10.1016/j.jeconom.2024.105876 . Demetrescu, M., Hillmann, B. (2025). Gaussian inference in predictive regressions for stock returns. Journal of Financial Econometrics 23 (2), nbaf004 [...] invertible processes in Hilbert spaces, with applications to functional ARMA processes. Bernoulli 32 (2), 1523 – 1546. DOI: 10.3150/25-BEJ1918 . Scheurer, S., Reiser P., Brünnette T., Nowak W., Guthke A. [...] Posterior SBC: simulation-based calibration checking conditional on data. Statistics and Computing 36(2). DOI: 10.1007/s11222-026-10825-9 . Ben Amor, S., Ziel, F. (2026). Recurrent neural networks with linear …