scispace - formally typeset
J

Jonas Krampe

Researcher at University of Mannheim

Publications -  21
Citations -  99

Jonas Krampe is an academic researcher from University of Mannheim. The author has contributed to research in topics: Autoregressive model & Estimator. The author has an hindex of 5, co-authored 19 publications receiving 63 citations. Previous affiliations of Jonas Krampe include Braunschweig University of Technology.

Papers
More filters
Journal ArticleDOI

Bootstrap based inference for sparse high-dimensional time series models

TL;DR: In this article, a model-based bootstrap procedure is proposed for estimating the sparsified version of the underlying vector autoregressive model, and the asymptotic distribution of such estimators in the time series context is derived.
Posted Content

Bootstrap Based Inference for Sparse High-Dimensional Time Series Models

TL;DR: This paper considers sparse vector autoregressive models and develops appropriate bootstrap methods to infer properties of such processes, like the construction of confidence intervals and of tests for individual or for groups of model parameters, and establishes asymptotic validity of the bootstrap procedure proposed for estimation and, appropriately modified, for testing purposes.
Journal ArticleDOI

Injury risk functions for frontal oblique collisions.

TL;DR: The risk of obtaining MAIS 2+ injuries is significantly higher in oblique crashes than in nonoblique crashes, and this measure of accident severity was termed objective equivalent speed (oEES) because it does not depend on the accident reconstruction and thus eliminates reconstruction biases like impact direction and vehicle model year.
Journal ArticleDOI

Estimated Wold representation and spectral‐density‐driven bootstrap for time series

TL;DR: In this article, a spectral density-driven bootstrap for time series is proposed, which uses the entire sequence of estimated moving average coefficients together with appropriately generated pseudoinnovations to obtain a bootstrap pseudo-time series.
Journal ArticleDOI

Optimising casing milling Rate Of Penetration (ROP) by applying the concept of Mechanical Specific Energy (MSE): a justification of the concept's applicability by literature review and a pilot study

TL;DR: The concept of mechanical specific energy (MSE) by Teale (1965) helps to increase the instantaneous rate of penetration (ROP) for well drilling and has been improved mathematically in recent years by several authors.