Timo Dimitriadis - Publications, H-index & Citations

Timo Dimitriadis

goethe university frankfurt

8H指数

48论文数

216被引数

收录论文 7

发表时间

Dynamic CoVaR Modeling and Estimation 动态协变量建模与估计

JOURNAL OF BUSINESS & ECONOMIC STATISTICS

IF2.5

2025-12-01

OAAI

Dimitriadis, Timo; Hoga, Yannick

Efficient sampling for realized variance estimation in time-changed diffusion models 时间变化扩散模型中实现方差的快速采样估计

Journal of Econometrics

IF4

2025-11-26

OAAI

Timo Dimitriadis; Roxana Halbleib; Jeannine Polivka; Jasper Rennspies; Sina Streicher; Axel Friedrich Wolter

Regressions under Adverse Conditions 不利条件下的回归分析

Journal of Business & Economic Statistics

IF2.5

2025-09-10

OAAI

Timo Dimitriadis; Yannick Hoga

Evaluating probabilistic classifiers: The triptych☆评估概率分类器: triptych ☆

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2024-07-01

OAAI

Dimitriadis, Timo; Gneiting, Tilmann; Jordan, Alexander I.; Vogel, Peter

Model Diagnostics and Forecast Evaluation for Quantiles 分位数的模型诊断和预测评估

ANNUAL REVIEW OF STATISTICS AND ITS APPLICATION

IF8.7

2023-03-10

OAAI

Gneiting, Tilmann; Wolffram, Daniel; Resin, Johannes; Kraus, Kristof; Bracher, Johannes; Dimitriadis, Timo; Hagenmeyer, Veit; Jordan, Alexander, I; Lerch, Sebastian; Phipps, Kaleb; Schienle, Melanie

Forecast encompassing tests for the expected shortfall

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2021-04-01

OAAI

Dimitriadis, Timo; Schnaitmann, Julie

Stable reliability diagrams for probabilistic classifiers 概率分类器的稳定可靠性图

PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

IF9.1

2021-02-17

OAAI

Dimitriadis, Timo; Gneiting, Tilmann; Jordan, Alexander, I

研究方向