Gudmundur Gudmundsson

Aarhus BSS

Fuglesangs Allé 4

Aarhus V, 8210

Denmark

Aarhus University - CREATES

School of Economics and Management

Building 1322, Bartholins Alle 10

DK-8000 Aarhus C

Denmark

SCHOLARLY PAPERS

3

DOWNLOADS

896

SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Community Detection in Partial Correlation Network Models

Number of pages: 31 Posted: 07 May 2016 Last Revised: 16 Jul 2020
Christian T. Brownlees, Gudmundur Gudmundsson and Gabor Lugosi
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences, Aarhus BSS and Universitat Pompeu Fabra - Department of Economics and Business (DEB)
Downloads 516 (66,185)
Citation 3

Abstract:

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Partial Correlation Networks, Random Graphs, Community Detection, Spectral Clustering, Graphical Models

2.

Detecting Groups in Large Vector Autoregressions

Number of pages: 45 Posted: 21 Nov 2017 Last Revised: 19 Jan 2021
Gudmundur Gudmundsson and Christian T. Brownlees
Aarhus BSS and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 323 (114,417)
Citation 2

Abstract:

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Vector Autoregressions, Time Series, Random Graphs, Community Detection, Spectral Clustering, Directed Graphs, Weighted Graphs, Forecasting

3.

Performance of Empirical Risk Minimization for Linear Regression with Dependent Data

Number of pages: 38 Posted: 21 Apr 2021 Last Revised: 19 May 2021
Christian T. Brownlees and Gudmundur Gudmundsson
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Aarhus BSS
Downloads 57 (438,027)

Abstract:

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empirical risk minimization, linear regression, time series, oracle inequality