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Sebastian Kühnert

Ruhr University Bochum (from arXiv:2603.10272, 2026) · ORCID · OpenAlex

5 papers in scope · 4 published · 1 on the econ.EM arXiv · 25 citations · h-index 2 (over the papers listed here)

Papers

(1 of 5)

An operator-level ARCH Model
working paper2026 · arXiv
with Alexander Aue, Gregory Rice, Jeremy VanderDoes
Paper profile arXiv arXiv:2603.10272
Estimating invertible processes in Hilbert spaces, with applications to functional ARMA processes
published2026 · Bernoulli · 1 citations · first circulated 2024
with Gregory E. Rice, Alexander Aue, Gregory Rice
Bernoulli
Estimating lagged (cross‐)covariance operators of L p ‐ m ‐approximable processes in Cartesian product Hilbert spaces
published2024 · Journal of Time Series Analysis · 2 citations
Journal of Time Series Analysis
Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces
published2022 · Electronic Journal of Statistics · 3 citations · first circulated 2021
Electronic Journal of Statistics
Functional ARCH and GARCH models: A Yule-Walker approach
published2020 · Electronic Journal of Statistics · 19 citations · first circulated 2019
Electronic Journal of Statistics

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.