Research Activities
You can find my research activities at the University of Vienna on the u:cris Portal.
Some excerpts are listed below:
| Publications | → Publications |
| Activities | → Talks, Workshops, ... |
Publications
2025
Gruber H, Jirak JM. Irregular nonparametric autoregression. Bernoulli. 2025 Feb;31(1):731-758. doi: 10.3150/24-BEJ1748
Jirak JM. Weak dependence and optimal quantitative self-normalized central limit theorems. Journal of the European Mathematical Society. 2025 Jan 3. Epub 2025 Jan 3. doi: 10.4171/JEMS/1573
Jirak JM, Kneip A, Meister A, Pahl M. Nonparametric local polynomial regression for functional covariates. arXiv.org. 2025.
2024
Jirak JM, Wahl M. Quantitative limit theorems and bootstrap approximations for empirical spectral projectors. Probability Theory and Related Fields. 2024 Oct;190(1-2):119-177. Epub 2024 Jul 5. doi: 10.1007/s00440-024-01290-4
Jirak JM, Köstenberger G. Sharp oracle inequalities and universality of the AIC and FPE. arXiv.org. 2024. doi: 10.48550/arXiv.2406.13513
2023
Jirak JM. Edgeworth expansions for volatility models. Electronic Journal of Probability. 2023 Dec 18;28:1-18. 171. doi: 10.1214/23-EJP1018
Jirak JM. A Berry-Esseen bound with (almost) sharp dependence conditions. Bernoulli: a journal of mathematical statistics and probability. 2023 May;29(2):1219-1245. Epub 2023 Feb. doi: 10.3150/22-BEJ1496
Jirak JM, Wahl M. Relative perturbation bounds with applications to empirical covariance operators. Advances in Mathematics. 2023 Jan 1;412:108808. Epub 2022 Dec. doi: 10.1016/j.aim.2022.108808
2022
Gruber H, Jirak JM. Time-varying first-order autoregressive processes with irregular innovations. arXiv.org. 2022 Jan 23. doi: 10.48550/arXiv.2201.09346
2021
Jirak JM, Wu WB, Zhao O. Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes. Transactions of the American Mathematical Society. 2021;374(6):4129-4183. Epub 2021 Mar 19. doi: 10.1090/tran/8328
Trabs M, Jirak JM, Krenz K, Reiß M. Statistik und maschinelles Lernen: Eine mathematische Einführung in klassische und moderne Methoden. 1 ed. Berlin, Heidelberg: Springer Spektrum, 2021. 263 p. doi: 10.1007/978-3-662-62938-3
2020
Jirak JM, Wahl M. Perturbation bounds for eigenspaces under a relative gap condition. Proceedings of the American Mathematical Society. 2020;148(2):479-494. Epub 2019 Sept 20. doi: 10.1090/proc/14714
2018
Jirak JM. Rate of convergence for Hilbert space valued processes. Bernoulli. 2018 Feb;24(1):202-230. Epub 2017 Jul 27. doi: 10.3150/16-BEJ870
2017
Jirak JM. On Weak Invariance Principles for Partial Sums. Journal of Theoretical Probability. 2017 Sept;30(3):703-728. Epub 2016 Feb 1. doi: 10.1007/s10959-016-0670-z
Bibinger M, Jirak JM, Vetter M. Nonparametric change-point analysis of volatility. Annals of Statistics. 2017 Aug;45(4):1542-1578. doi: 10.1214/16-AOS1499
2016
Jirak JM. Optimal eigen expansions and uniform bounds. Probability Theory and Related Fields. 2016 Dec;166(3-4):753-799. Epub 2015 Nov 4. doi: 10.1007/s00440-015-0671-3
Jirak JM. Optimal Rate of Convergence for Empirical Quantiles and Distribution Functions for Time Series. Journal of Time Series Analysis. 2016 Nov;37(6):825-836. Epub 2016 Oct 4. doi: 10.1111/jtsa.12189
Bibinger M, Jirak JM, Reiss M. Volatility estimation under one-sided errors with applications to limit order books. Annals of Applied Probability. 2016 Oct;26(5):2754-2790. doi: 10.1214/15-AAP1161
Jirak JM. Berry–Esseen theorems under weak dependence. Annals of Probability. 2016 May;44(3):2024-2063. doi: 10.1214/15-AOP1017
Talks, Workshops, ...
Showing entries 1 - 16 out of 16
Weak dependence and optimal quantitative self-normalized central limit theorems
Johannes Moritz Jirak
Talk or oral contribution
3.4.2025 - 3.4.2025
An approximation for the quantiles of the maxima
Daniel Wolfgang Peer
,
Johannes Moritz Jirak
German Probability and Statistics Days 2025
Conference,
Talk or oral contribution
12.3.2025 - 12.3.2025
Sharp oracle inequalities and universality of the AIC and FPE
Georg Köstenberger
,
Johannes Moritz Jirak
German Probability and Statistics Days 2025
Conference,
Talk or oral contribution
12.3.2025 - 12.3.2025
Weak dependence and optimal quantitative self-normalized central limit theorems
Johannes Moritz Jirak
BIRS Workshop: "Analysis of Complex Data: Tensors, Networks and Dynamic Systems"
Seminar/Workshop,
Talk or oral contribution
16.5.2024 - 16.5.2024
Recent advances in large sample correlation matrices and their applications
Johannes Moritz Jirak
15th Workshop on Stochastic Models, Statistics and Their Applications
Conference,
Talk or oral contribution
14.3.2024 - 14.3.2024
Weak dependence and optimal quantitative self-normalized central limit theorems
Johannes Moritz Jirak
Workshop on random matrix and high dimensional statistics for complex system
Seminar/Workshop,
Talk or oral contribution
1.9.2023 - 1.9.2023
Weak dependence and optimal quantitative self-normalized central limit theorems
Johannes Moritz Jirak
6th International Conference on Econometrics and Statistics (EcoSta 2023)
Conference,
Talk or oral contribution
2.8.2023 - 2.8.2023
Weak dependence and optimal quantitative self-normalized central limit theorems
Johannes Moritz Jirak
Data Science and Dependence 2023 Conference
Conference,
Talk or oral contribution
10.7.2023 - 10.7.2023
Inadmissibility of classical sharp minimax tests in high dimensional change point analysis
Fabio Kalix
,
Johannes Moritz Jirak
European Meeting of Statisticians - EMS 2023
Conference,
Talk or oral contribution
5.7.2023 - 5.7.2023
Universality of AIC, FPE and beyond
Georg Köstenberger
,
Johannes Moritz Jirak
European Meeting of Statisticians - EMS 2023
Conference,
Talk or oral contribution
3.7.2023 - 7.7.2023
Weak dependence and optimal quantitative self-normalized central limit theorems
Johannes Moritz Jirak
Talk or oral contribution
12.5.2023 - 12.5.2023
Universality of AIC, FPE and beyond
Georg Köstenberger
,
Johannes Moritz Jirak
Tagung der Forschergruppe DFG-Research Unit 5381 - Mathematical Statistics in the Information Age - Statistical Efficiency and Computational Tractability
Conference,
Talk or oral contribution
28.3.2023 - 31.3.2023
Relative perturbation bounds with applications to empirical covariance operators
Johannes Moritz Jirak
ISNPS 2022 - International Symposium on Nonparametric Statistics
Conference,
Talk or oral contribution
21.6.2022 - 21.6.2022
Relative perturbation bounds with applications to empirical covariance operators
Johannes Moritz Jirak
Talk or oral contribution
12.5.2022 - 12.5.2022
Quantitative limit theorems and bootstrap approximations for empirical projection
Johannes Moritz Jirak
CFE-CMStatistics 2021 - 14th International Conference of the ERCIM WG on Computational and Methodological Statistics, 15th International Conference on Computational and Financial Econometrics
Conference,
Talk or oral contribution
18.12.2021 - 18.12.2021
Quantitative limit theorems and bootstrap approximations for empirical projection
Johannes Moritz Jirak
Heilbronn Focused Research Workshop on Stein's method and high-dimensional time series analysis
Seminar/Workshop,
Talk or oral contribution
29.3.2021 - 31.3.2021
Showing entries 1 - 16 out of 16