Adamek, R., Smeekes, S., & Wilms, I. (2023). Lasso inference for high-dimensional time series. Journal of Econometrics, 235(2), 1114-1143. https://doi.org/10.1016/j.jeconom.2022.08.008
Smeekes, S., & Wilms, I. (2023). bootUR: An R Package for Bootstrap Unit Root Tests. Journal of Statistical Software, 106(12), 1-39. https://doi.org/10.18637/jss.v106.i12
Louvet, G., Raymaekers, J., Van Bever, G., & Wilms, I. (2023). The Influence Function of Graphical Lasso Estimators. Econometrics and Statistics. Advance online publication. https://doi.org/10.1016/j.ecosta.2023.03.004
Hu, Y. J., Rombouts, J., & Wilms, I. (2023). Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. Cornell University - arXiv. arXiv.org No. 2303.01887 https://arxiv.org/abs/2303.01887
Wilms, I., Basu, S., Bien, J., & S. Matteson, D. (2023). Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages. Journal of the American Statistical Association, 118(541), 571-582. https://doi.org/10.1080/01621459.2021.1942013
Hecq, A., Ternes, M., & Wilms, I. (2023). Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. Cornell University - arXiv. arXiv.org No. arXiv:2301.10592 https://arxiv.org/abs/2301.10592
Nesrstová, V., Wilms, I., Hron, K., & Filzmoser, P. (2023). Identifying Important Pairwise Logratios in Compositional Data with Sparse Principal Component Analysis. Cornell University - arXiv. arXiv.org No. 2311.13911 https://arxiv.org/abs/2311.13911
Nesrstová, V., Wilms, I., Palarea-Albaladejo, J., Filzmoser, P., Martín-Fernández, J. A., Friedecký, D., & Hron, K. (2023). Principal balances of compositional data for regression and classification using partial least squares. Journal of Chemometrics, 37(12), Article e3518. https://doi.org/10.1002/cem.3518
Berlanger, N., van Ophoven, N., Verdonck, T., & Wilms, I. (2023). Tree-based Forecasting of Day-ahead Solar Power Generation from Granular Meteorological Features. Cornell University - arXiv. arXiv.org No. 2312.00090 https://arxiv.org/abs/2312.00090
