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Mikkel Slot Nielsen

Aarhus University (from arXiv:2103.03237, 2021) · ORCID · OpenAlex

12 papers in scope · 11 published · 4 on the econ.EM arXiv · 216 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Luca Attolico
  2. Shifan Yu
  3. Aleksey Kolokolov
  4. Philippe Goulet Coulombe
  5. Dalibor Stevanović
  6. Maxime Leroux
  7. Maximilian Goebel
  8. Maximilian Göbel
  9. Karin Klieber
  10. Eduardo Mendes
  11. Susan Athey
  12. Yinchu Zhu
  13. Marcelo C. Medeiros
  14. Kaspar Wüthrich
  15. Guido W. Imbens
  16. Ricardo Masini
  17. Stéphane Surprenant
  18. Mohsen Bayati
  19. Nicolaj Søndergaard Mühlbach
  20. Stefan Wager

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(3 of 12)

High-dimensional estimation of quadratic variation based on penalized realized variance
published2022 · Statistical Inference for Stochastic Processes · 5 citations · first circulated 2021
with Kim Christensen, Mark Podolskij
Paper profile Statistical Inference for Stochastic Processes arXiv:2103.03237
Targeting predictors in random forest regression
published2022 · International Journal of Forecasting · 183 citations · first circulated 2020
with Daniel Borup, Bent Jesper Christensen, Nicolaj Søndergaard Mühlbach, Nicolaj Nørgaard Mühlbach, Nicolaj N orgaard M uhlbach
Paper profile International Journal of Forecasting arXiv:2004.01411
On nonnegative solutions of SDDEs with an application to CARMA processes
published2021 · Modern Stochastics Theory and Applications
with Victor Rohde
Modern Stochastics Theory and Applications
A surrogate model for estimating extreme tower loads on wind turbines based on random forest proximities
published2020 · Journal of Applied Statistics · first circulated 2019
with Victor Rohde
Journal of Applied Statistics
Stochastic differential equations with a fractionally filtered delay: A semimartingale model for long-range dependent processes
published2020 · Bernoulli · 2 citations · first circulated 2018
with Richard A. Davis, Victor Rohde
Bernoulli
Modeling of time series using random forests: Theoretical developments
published2020 · Electronic Journal of Statistics · 4 citations
with Richard A. Davis
Electronic Journal of Statistics
On non-stationary solutions to MSDDEs: Representations and the cointegration space
published2019 · Stochastic Processes and their Applications · 1 citations
Stochastic Processes and their Applications
Tree-based Synthetic Control Methods: Consequences of moving the US Embassy
working paper2019 · arXiv · 4 citations
with Nicolaj Søndergaard Mühlbach
Paper profile arXiv arXiv:1909.03968
Stochastic delay differential equations and related autoregressive models
published2019 · Stochastics · 8 citations
with Andreas Basse-O’Connor, Jan Skov Pedersen, Victor Rohde
Stochastics
Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages
published2019 · ESAIM Probability and Statistics · first circulated 2018
with Jan Skov Pedersen, Jan Fog Pedersen
ESAIM Probability and Statistics
Multivariate stochastic delay differential equations and CAR representations of CARMA processes
published2018 · Stochastic Processes and their Applications · 9 citations
with Andreas Basse-O’Connor, Jan Skov Pedersen, Victor Rohde
Stochastic Processes and their Applications
Equivalent martingale measures for Lévy-driven moving averages and related processes
published2017 · Stochastic Processes and their Applications
with Andreas Basse-O’Connor, Jan Skov Pedersen
Stochastic Processes and their Applications

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.