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Benjamin Poignard

Asymptotic theory of the adaptive Sparse Group Lasso
2018 · Benjamin Poignard · Annals of the Institute of Statistical Mathematics · 21
High-dimensional penalized arch processes
2020 · Benjamin Poignard, Jean-David Fermanian · Econometric Reviews · 8
High‐dimensional sparse multivariate stochastic volatility models
2022 · Benjamin Poignard, Manabu Asai · Journal of Time Series Analysis · 5
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Post-selection inference with HSIC-Lasso
2020 · Freidling, Tobias, Poignard, Benjamin, et al. · arXiv (Cornell University) · 5
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Model-based vs. agnostic methods for the prediction of time-varying covariance matrices
2024 · Jean-David Fermanian, Benjamin Poignard, et al. · Annals of Operations Research · 4
Sparse M-estimators in semi-parametric copula models
2024 · Jean-David Fermanian, Benjamin Poignard · Bernoulli · 4
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Estimation of high-dimensional vector autoregression via sparse precision matrix
2023 · Benjamin Poignard, Manabu Asai · Econometrics Journal · 4
Dynamic Asset Correlations Based on Vines
2018 · Benjamin Poignard, Jean-David Fermanian · Econometric Theory · 4
The finite sample properties of sparse M-estimators with pseudo-observations
2021 · Benjamin Poignard, Jean-David Fermanian · Annals of the Institute of Statistical Mathematics · 3
Statistical analysis of sparse approximate factor models
2020 · Benjamin Poignard, Yoshikazu Terada · Electronic Journal of Statistics · 3
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New approaches for high-dimensional multivariate GARCH models
2017 · Benjamin Poignard · 2
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Vine-GARCH process: Stationarity and Asymptotic Properties
2016 · Benjamin Poignard, Jean‐David Fermanian · RePEc: Research Papers in Economics · 2
Sparse Hilbert-Schmidt Independence Criterion Regression
2020 · Benjamin Poignard, Makoto Yamada · International Conference on Artificial Intelligence and Statistics · 1
Dynamic Asset Correlations Based on Vines
2015 · Benjamin Poignard, Jean-David Fermanian · SSRN Electronic Journal · 1
Parametric estimation of Hawkes processes based on ordinary least squares
2026 · Poignard, Benjamin, Potiron, Yoann · arXiv (Cornell University)
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Change Point Detection in Precision Matrices with D-Trace Loss
2026 · Ying Lin, Benjamin Poignard, et al. · Journal of Computational and Graphical Statistics
Change Point Detection in Precision Matrices with D-Trace Loss
2026 · Ying Lin, Benjamin Poignard, et al. · Figshare
Factor multivariate stochastic volatility models of high dimension
2026 · Benjamin Poignard, Manabu Asai · Econometric Reviews
Sparse Minimum Redundancy Maximum Relevance for Feature Selection
2026 · Peter Naylor, Benjamin Poignard, et al. · Scandinavian Journal of Statistics
Change-point detection in variance-covariance matrix
2026 · Lin, Ying, Poignard, Benjamin · arXiv (Cornell University)
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Estimation of time series by Maximum Mean Discrepancy
2026 · Alquier, Pierre, Fermanian, Jean-David, et al. · arXiv (Cornell University)
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Change Point Detection in Precision Matrices with D-Trace Loss
2024 · Lin, Ying, Poignard, Benjamin, et al. · arXiv (Cornell University)
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Sparse factor models of high dimension
2023 · Poignard, Benjamin, Terada, Yoshikazu · arXiv (Cornell University)
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A Penalised OLS Framework for High-Dimensional Multivariate Stochastic Volatility Models
2020 · Benjamin Poignard, Manabu Asai · RePEc: Research Papers in Economics
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Sparse Multivariate ARCH Models: Finite Sample Properties
2018 · Poignard, Benjamin · arXiv (Cornell University)
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Works count: 31
Citation count: 67
H-index: 4
I10-index: 1
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