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Researcher
Ines Wilms
- Disciplines:Applied mathematics in specific fields, Statistics and numerical methods, Applied economics
Affiliations
- Operations Research and Statistics Research Group (ORSTAT) (main work address Leuven) (Research unit)
Member
From1 Sep 2012 → 30 Sep 2020
Projects
1 - 2 of 2
- Multi-class estimation for high-dimensional econometric modelsFrom1 Oct 2016 → 1 Sep 2018Funding: FWO fellowships
- Sparse and robust estimation of vector autoregressive models with applications in marketing and economics.From1 Oct 2012 → 30 Sep 2016Funding: FWO fellowships
Publications
1 - 10 of 22
- Volatility spillovers in commodity markets: A large t-vector autoregressive approach(2020)
Authors: Luca Barbaglia, Christophe Croux, Ines Wilms
- Multi-class vector autoregressive models for multi-store sales data(2018)
Authors: Ines Wilms, Luca Barbaglia, Christophe Croux
Pages: 435 - 452 - An algorithm for the multivariate group lasso with covariance estimation(2018)
Authors: Ines Wilms, Christophe Croux
Pages: 668 - 681 - Multi-class vector autoregressive models for multi-store sales data(2018)
Authors: Ines Wilms, Luca Barbaglia, Christophe Croux
Pages: 435 - 452 - An algorithm for the multivariate group lasso with covariance estimation(2018)
Authors: Ines Wilms, Christophe Croux
Pages: 668 - 681 - Cellwise robust regularized discriminant analysis(2017)
Authors: Ines Wilms
Pages: 436 - 447 - Interpretable vector autoregressions with exogenous time series(2017)
Authors: Ines Wilms, S Basu, J Bien, DS Matteson
Pages: 1 - 5Number of pages: 5 - Cellwise robust regularized discriminant analysis(2017)
Authors: Stéphanie Aerts, Ines Wilms
Pages: 436 - 447 - Robust and sparse canonical correlation analysis(2016)
Authors: Ines Wilms, Christophe Croux
- The predictive power of the business and bank sentiment of firms: a high-dimensional granger causality approach(2016)
Authors: Ines Wilms, Sarah Gelper, Christophe Croux
Pages: 138 - 147