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Timo Dimitriadis

Heidelberg Institute for Theoretical Studies (from arXiv:2601.08598, 2026) · ORCID · OpenAlex

20 papers in scope · 15 published · 10 on the econ.EM arXiv · 204 citations · h-index 7 (over the papers listed here)

Related authors

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

  1. Yannick Hoga
  2. Julie Schnaitmann
  3. Tobias Fissler
  4. Xiaochun Liu
  5. Marius Puke
  6. Rutger-Jan Lange
  7. Xandro Bayer
  8. Nikolaus Hautsch
  9. Rafael Reisenhofer
  10. Jasper Rennspies
  11. Jeannine Polivka
  12. Sina Streicher
  13. Johanna F. Ziegel
  14. Oğuzhan Akgün
  15. Zhenlin Yang
  16. Alain Pirotte
  17. Jack Fosten
  18. Ramon de Punder
  19. Patrick Schmidt
  20. Marc-Oliver Pohle

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

(13 of 20)

Statistical Inference for Score Decompositions
working paper2026 · arXiv
with Marius Puke
Paper profile arXiv arXiv:2603.04275
Systemic Risk Surveillance
working paper2026 · arXiv
with Yannick Hoga
Paper profile arXiv arXiv:2601.08598
Efficient sampling for realized variance estimation in time-changed diffusion models
published2025 · Journal of Econometrics · 1 citations · first circulated 2022
with Roxana Halbleib, Jeannine Polivka, Jasper Rennspies, Sina Streicher, Axel Friedrich Wolter
Paper profile Journal of Econometrics arXiv:2212.11833
Dynamic CoVaR Modeling and Estimation
published2025 · Journal of Business and Economic Statistics · 1 citations · first circulated 2022
with Yannick Hoga
Paper profile Journal of Business and Economic Statistics arXiv:2206.14275
Regressions under Adverse Conditions
published2025 · Journal of Business and Economic Statistics · 2 citations · first circulated 2023
with Yannick Hoga
Paper profile Journal of Business and Economic Statistics arXiv:2311.13327
Expected Kullback-Leibler-based characterizations of score-driven updates
working paper2024 · arXiv · 1 citations
with Ramon de Punder, Rutger-Jan Lange
Paper profile arXiv arXiv:2408.02391
A Safe Hosmer-Lemeshow Test
published2023 · The New England Journal of Statistics in Data Science · 11 citations · first circulated 2022
with Alexander Henzi, Marius Puke, Johanna F. Ziegel
The New England Journal of Statistics in Data Science
Evaluating probabilistic classifiers: The triptych
published2023 · International Journal of Forecasting · 14 citations
with Tilmann Gneiting, Alexander I. Jordan, Peter Vogel
International Journal of Forecasting
Characterizing M -estimators
published2023 · Biometrika · 14 citations · first circulated 2022
with Tobias Fissler, Johanna F. Ziegel
Paper profile Biometrika arXiv:2208.08108
Osband’s principle for identification functions
published2023 · Statistical Papers · 6 citations · first circulated 2022
with Tobias Fissler, Johanna F. Ziegel
Statistical Papers
Honest calibration assessment for binary outcome predictions
published2022 · Biometrika · 16 citations
with Lutz Dümbgen, Alexander Henzi, Marius Puke, Johanna F. Ziegel, Lutz Duembgen
Paper profile Biometrika arXiv:2203.04065
Model Diagnostics and Forecast Evaluation for Quantiles
published2022 · Annual Review of Statistics and Its Application · 34 citations
with Tilmann Gneiting, Daniel Wolffram, Johannes Resin, Kristof Kraus, Johannes Bracher, Veit Hagenmeyer, Alexander I. Jordan, Sebastian Lerch, Kaleb Phipps, Melanie Schienle
Annual Review of Statistics and Its Application
On Testing Equal Conditional Predictive Ability Under Measurement Error
published2021 · Journal of Business and Economic Statistics · 5 citations
with Yannick Hoga
Paper profile Journal of Business and Economic Statistics arXiv:2106.11104
Realized Quantiles *
published2021 · Journal of Business and Economic Statistics · 9 citations
with Roxana Halbleib
Journal of Business and Economic Statistics
Stable reliability diagrams for probabilistic classifiers
published2021 · Proceedings of the National Academy of Sciences · 79 citations
with Tilmann Gneiting, Alexander I. Jordan
Proceedings of the National Academy of Sciences
Encompassing Tests for Value at Risk and Expected Shortfall Multistep Forecasts Based on Inference on the Boundary
published2021 · Journal of Financial Econometrics · 2 citations
with Xiaochun Liu, Julie Schnaitmann
Journal of Financial Econometrics
The Efficiency Gap
working paper2020 · arXiv · 2 citations
with Tobias Fissler, Johanna F. Ziegel
Paper profile arXiv arXiv:2010.14146
Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary
working paper2020 · arXiv
with Xiaochun Liu, Julie Schnaitmann
Paper profile arXiv arXiv:2009.07341
Testing Forecast Rationality for Measures of Central Tendency
published2019 · The Review of Economics and Statistics · 3 citations
with Andrew J. Patton, Patrick Schmidt
Paper profile The Review of Economics and Statistics arXiv:1910.12545
Forecast Encompassing Tests for the Expected Shortfall
published2019 · International Journal of Forecasting · 4 citations
with Julie Schnaitmann
Paper profile International Journal of Forecasting arXiv:1908.04569

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.