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Peter Ruckdeschel

Identifiers

  • name variant Peter Ruckdeschel 0.60 · backfill

Papers (18)

  1. Advanced Calibration Analysis and Tools: Identifying Influential Observations in Stochastic Interest Rate Model Calibration q-fin.CP · 2026 · author #2
  2. Generalized Pareto Processes and Liquidity stat.AP · 2017 · author #3
  3. Statistical models for dynamics in extreme value processes stat.AP · 2016 · author #3
  4. L_2 Differentiability of Generalized Linear Models math.ST · 2014 · author #2
  5. Robustification of Elliott's on-line EM algorithm for HMMs stat.ME · 2013 · author #2
  6. Robust Kalman tracking and smoothing with propagating and non-propagating outliers math.ST · 2012 · author #1
  7. Robust Estimation of Operational Risk q-fin.RM · 2010 · author #2
  8. General Purpose Convolution Algorithm in S4-Classes by means of FFT stat.CO · 2010 · author #1
  9. Consequences of Higher Order Asymptotics for the MSE of M-estimators on Neighborhoods math.ST · 2010 · author #1
  10. Higher order asymptotics for the MSE of the sample median on shrinking neighborhoods math.ST · 2010 · author #1
  11. Higher Order Expansion for the MSE of M-estimators on shrinking neighborhoods math.ST · 2010 · author #1
  12. Yet another breakdown point notion: EFSBP - illustrated at scale-shape models stat.ME · 2010 · author #1
  13. Robust Estimators in Generalized Pareto Models q-fin.ST · 2010 · author #1
  14. Fisher Information in Group-Type Models math.ST · 2010 · author #1
  15. Fisher Information of Scale math.ST · 2010 · author #1
  16. Optimally Robust Kalman Filtering at Work: AO-, IO-, and Simultaneously IO- and AO- Robust Filters stat.CO · 2010 · author #1
  17. Optimally (Distributional-)Robust Kalman Filtering math.ST · 2010 · author #1
  18. Infinitesimally Robust Estimation in General Smoothly Parametrized Models stat.ME · 2009 · author #2

Mentions

  • 2606.20420 #2 · arxiv_oai · confidence 0.70 Peter Ruckdeschel
  • 1407.5798 #2 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1304.2069 #2 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1204.3358 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1012.0249 #2 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1006.0764 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1006.0123 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1006.0045 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1006.0037 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1005.1480 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1005.1476 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1005.1027 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1005.0983 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1004.3895 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 1004.3393 #1 · backfill · confidence 0.70 Peter Ruckdeschel
  • 0901.3531 #2 · backfill · confidence 0.70 Peter Ruckdeschel

Frequent Coauthors