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Laurent  Callot
Laurent Callot
Amazon Research
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Title
Cited by
Cited by
Year
Oracle inequalities for high dimensional vector autoregressions
AB Kock, L Callot
Journal of Econometrics 186 (2), 325-344, 2015
1862015
Criteria for classifying forecasting methods
T Januschowski, J Gasthaus, Y Wang, D Salinas, V Flunkert, ...
International Journal of Forecasting 36 (1), 167-177, 2020
982020
Deep Learning for Time Series Forecasting: Tutorial and Literature Survey
K Benidis, SS Rangapuram, V Flunkert, Y Wang, D Maddix, C Turkmen, ...
ACM Computing Surveys (CSUR), 2018
92*2018
High-dimensional multivariate forecasting with low-rank gaussian copula processes
D Salinas, M Bohlke-Schneider, L Callot, R Medico, J Gasthaus
Advances in Neural Information Processing Systems 32, 6827-6837, 2019
832019
Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice
L Callot, AB Kock, M Medeiros
Journal of Applied Econometrics, 2016
73*2016
Oracle efficient estimation and forecasting with the adaptive lasso and the adaptive group lasso in vector autoregressions
LAF Callot, AB Kock
Essays in Nonlinear Time Series Econometrics, 238-268, 2014
31*2014
A nodewise regression approach to estimating large portfolios
L Callot, M Caner, AÖ Önder, E Ulaşan
Journal of Business & Economic Statistics 39 (2), 520-531, 2021
222021
Deep learning for forecasting
T Januschowski, J Gasthaus, Y Wang, SS Rangapuram, L Callot
Foresight: The International Journal of Applied Forecasting, 35-41, 2018
17*2018
Deterministic and stochastic trends in the Lee–Carter mortality model
L Callot, N Haldrup, M Kallestrup-Lamb
Applied Economics Letters 23 (7), 486-493, 2016
162016
The problem of natural funnel asymmetries: a simulation analysis of meta‐analysis in macroeconomics
L Callot, M Paldam
Research Synthesis Methods, 2011
14*2011
Sharp Threshold Detection based on Sup-Norm Error Rates in High-dimensional Models
L Callot, M Caner, AB Kock, JA Riquelme
Journal of Business & Economic Statistics, 2015
72015
Vector autoregressions with parsimoniously time varying parameters and an application to monetary policy
L Callot, JT Kristensen
Tinbergen Institute Discussion Paper 14-145/III, 2015
52015
Spliced binned-pareto distribution for robust modeling of heavy-tailed time series
E Ehrlich, L Callot, FX Aubet
arXiv preprint arXiv:2106.10952, 2021
32021
Improve black-box sequential anomaly detector relevancy with limited user feedback
L Kong, L Chen, M Chen, P Bhatia, L Callot
arXiv preprint arXiv:2009.07241, 2020
32020
Deep Generative model with Hierarchical Latent Factors for Time Series Anomaly Detection
CI Challu, P Jiang, YN Wu, L Callot
International Conference on Artificial Intelligence and Statistics, 1643-1654, 2022
22022
Online false discovery rate control for anomaly detection in time series
Q Rebjock, B Kurt, T Januschowski, L Callot
Advances in Neural Information Processing Systems 34, 26487-26498, 2021
22021
A Simple and Effective Predictive Resource Scaling Heuristic for Large-scale Cloud Applications
Q Rebjock, V Flunkert, T Januschowski, L Callot, J Castellon
AIDB@ VLDB, 2020
2*2020
A bootstrap cointegration rank test for panels of VAR models
L Callot
CREATES Research Paper, 2010
12010
Robust Projection based Anomaly Extraction (RPE) in Univariate Time-Series
M Rahmani, A Deoras, L Callot
arXiv preprint arXiv:2205.15548, 2022
2022
Testing Granger Non-Causality in Panels with Cross-Sectional Dependencies
L Minorics, C Turkmen, D Kernert, P Bloebaum, L Callot, D Janzing
International Conference on Artificial Intelligence and Statistics, 10534-10554, 2022
2022
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