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Erik Schlögl
Publication Activity (10 Years)
Years Active: 2002-2021
Publications (10 Years): 2
Top Topics
Binary Matrices
Parameter Learning
Low Rank Matrices
Change Detection
Top Venues
CoRR
WSC
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Publications
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Shev MacNamara
,
Erik Schlögl
,
Zdravko I. Botev
Estimation When Both Covariance and Precision Matrices are Sparse.
WSC
(2021)
Karol Gellert
,
Erik Schlögl
Parameter Learning and Change Detection Using a Particle Filter With Accelerated Adaptation.
CoRR
(2018)
Erik Schlögl
A multicurrency extension of the lognormal interest rate Market Models.
Finance Stochastics
6 (2) (2002)