papers
Publications (5)
stat.ME2012
A higher order correlation unscented Kalman filter
Oliver Grothe
stat.CO2018
The Gibbs Sampler with Particle Efficient Importance Sampling for State-Space Models
Oliver Grothe, Tore Selland Kleppe, Roman Liesenfeld
stat.OT2012
Vine Constructions of Levy Copulas
Oliver Grothe, Stephan Nicklas
stat.ME2011
Measuring Association between Random Vectors
Oliver Grothe, Friedrich Schmid, Julius Schnieders +1
q-fin.ST2010
Estimating correlation and covariance matrices by weighting of market similarity
Michael C. Münnix, Rudi Schäfer, Oliver Grothe