Gudmundur Gudmundsson

Aarhus BSS

Fuglesangs Allé 4

Aarhus V, 8210

Denmark

SCHOLARLY PAPERS

4

DOWNLOADS

1,559

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (4)

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 736 (66,286)
Citation 5

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: 16 Dec 2021
Gudmundur Gudmundsson and Christian T. Brownlees
Aarhus BSS and Universitat Pompeu Fabra - Faculty of Economic and Business Sciences
Downloads 544 (97,153)
Citation 2

Abstract:

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

3.

Detecting Giver and Receiver Spillover Groups in Large Vector Autoregressions

Number of pages: 45 Posted: 21 Jan 2022 Last Revised: 02 Aug 2022
Gudmundur Gudmundsson
Aarhus BSS
Downloads 154 (356,146)

Abstract:

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Vector Autoregressions, Random Graphs, Community Detection, Spectral Clustering

4.

Performance of Empirical Risk Minimization for Linear Regression with Dependent Data

Number of pages: 38 Posted: 21 Apr 2021 Last Revised: 30 May 2023
Christian T. Brownlees and Gudmundur Gudmundsson
Universitat Pompeu Fabra - Faculty of Economic and Business Sciences and Aarhus BSS
Downloads 125 (419,406)

Abstract:

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