| Publication | Date of Publication | Type |
|---|
| Estimation for the reaction term in semi-linear SPDEs under small diffusivity | 2024-11-12 | Paper |
| Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence | 2024-11-08 | Paper |
| Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements | 2024-09-02 | Paper |
| Estimation of the characteristics of a Lévy process observed at arbitrary frequency | 2024-07-16 | Paper |
| Change point estimation for a stochastic heat equation | 2023-07-20 | Paper |
| Inference on the maximal rank of time-varying covariance matrices using high-frequency data | 2023-07-19 | Paper |
| Estimation for the reaction term in semi-linear SPDEs under small diffusivity | 2022-03-20 | Paper |
| Parameter Estimation in an SPDE Model for Cell Repolarization | 2022-03-10 | Paper |
| Nonparametric estimation for linear SPDEs from local measurements | 2021-11-04 | Paper |
| Statistik und maschinelles Lernen | 2021-03-23 | Paper |
| Posterior contraction rates for support boundary recovery | 2021-02-18 | Paper |
| Parameter Estimation in an SPDE Model for Cell Repolarisation | 2020-10-13 | Paper |
| Nonasymptotic upper bounds for the reconstruction error of PCA | 2020-08-28 | Paper |
| Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery | 2020-08-28 | Paper |
| Functional estimation and hypothesis testing in nonparametric boundary models | 2019-09-25 | Paper |
| Early stopping for statistical inverse problems via truncated SVD estimation | 2018-11-01 | Paper |
| Optimal Adaptation for Early Stopping in Statistical Inverse Problems | 2018-10-15 | Paper |
| Wasserstein and total variation distance between marginals of Lévy processes | 2018-08-14 | Paper |
| Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence | 2017-07-08 | Paper |
| Efficient estimation of functionals in nonparametric boundary models | 2017-04-05 | Paper |
| Volatility estimation under one-sided errors with applications to limit order books | 2016-12-09 | Paper |
| Unbiased estimation of the volume of a convex body | 2016-11-02 | Paper |
| Exact and asymptotic tests on a factor model in low and large dimensions with applications | 2016-08-18 | Paper |
| Estimation and Calibration of Lévy Models via Fourier Methods | 2016-02-24 | Paper |
| Adaptive quantile estimation in deconvolution with unknown error distribution | 2016-02-22 | Paper |
| High-frequency Donsker theorems for Lévy measures | 2016-02-10 | Paper |
| Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data | 2015-05-27 | Paper |
| Adaptive function estimation in nonparametric regression with one-sided errors | 2014-12-12 | Paper |
| Lévy matters IV. Estimation for discretely observed Lévy processes | 2014-12-02 | Paper |
| Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency | 2014-10-17 | Paper |
| Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations | 2014-09-05 | Paper |
| A remark on the rates of convergence for integrated volatility estimation in the presence of jumps | 2014-08-04 | Paper |
| Spectral Estimation of Covolatility from Noisy Observations Using Local Weights | 2014-05-02 | Paper |
| Testing the characteristics of a Lévy process | 2014-04-28 | Paper |
| Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding | 2014-04-24 | Paper |
| Model selection in a sparse heterogeneous framework | 2013-12-20 | Paper |
| Asymptotic equivalence for nonparametric regression with non-regular errors | 2013-03-04 | Paper |
| A Donsker theorem for Lévy measures | 2012-11-23 | Paper |
| Preserving Time Structures While Denoising a Dynamical Image | 2012-08-28 | Paper |
| ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS | 2011-07-26 | Paper |
| Asymptotic equivalence for inference on the volatility from noisy observations | 2011-06-29 | Paper |
| Nonparametric estimation for Lévy processes from low-frequency observations | 2010-11-15 | Paper |
| Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise | 2010-01-18 | Paper |
| Pointwise adaptive estimation for robust and quantile regression | 2009-04-03 | Paper |
| Asymptotic equivalence for nonparametric regression with multivariate and random design | 2008-08-28 | Paper |
| Nonlinear estimation for linear inverse problems with error in the operator | 2008-03-12 | Paper |
| Nonparametric Volatility Estimation on the Real Line from Low Frequency Data | 2007-09-28 | Paper |
| Discretisation of stochastic control problems for continuous time dynamics with delay | 2007-06-14 | Paper |
| On Émery's Inequality and a Variation-of-Constants Formula | 2007-06-04 | Paper |
| Spectral calibration of exponential Lévy models | 2007-05-29 | Paper |
| Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case | 2007-02-14 | Paper |
| Delay differential equations driven by Lévy processes: stationarity and Feller properties | 2006-12-07 | Paper |
| An optimal stopping problem in a diffusion-type model with delay | 2006-04-28 | Paper |
| Asymptotic statistical equivalence for scalar ergodic diffusions | 2006-03-02 | Paper |
| ESTIMATING THE DELAY TIME IN AFFINE STOCHASTIC DELAY DIFFERENTIAL EQUATIONS | 2005-10-17 | Paper |
| Adaptive estimation for affine stochastic delay differential equations | 2005-03-11 | Paper |
| Adaptive Wavelet Galerkin Methods for Linear Inverse Problems | 2005-03-01 | Paper |
| Nonparametric estimation of scalar diffusions based on low frequency data | 2005-02-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4706967 | 2003-06-04 | Paper |
| Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations | 2003-02-17 | Paper |
| Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements | N/A | Paper |
