Publication | Date of Publication | Type |
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clarify | 2023-09-21 | Software |
Anomaly detection of mobile positioning data with applications to COVID-19 situational awareness | 2021-12-17 | Paper |
Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise | 2020-09-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3295379 | 2020-07-08 | Paper |
Empirical \(L^2\)-distance test statistics for ergodic diffusions | 2019-07-26 | Paper |
Discrete‐Time Approximation of a Cogarch(p,q) Model and its Estimation | 2018-09-28 | Paper |
Simulation and Inference for Stochastic Processes with YUIMA | 2018-07-18 | Paper |
On penalized estimation for dynamical systems with small noise | 2018-05-28 | Paper |
Implementation of Lévy CARMA model in \texttt{yuima} package | 2016-01-29 | Paper |
Multivariate Matching Methods That Are Monotonic Imbalance Bounding | 2015-06-17 | Paper |
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package | 2015-02-27 | Paper |
On a family of test statistics for discretely observed diffusion processes | 2014-01-13 | Paper |
ADAPTIVE LASSO-TYPE ESTIMATION FOR MULTIVARIATE DIFFUSION PROCESSES | 2012-08-30 | Paper |
Estimation for the change point of volatility in a stochastic differential equation | 2012-03-22 | Paper |
Least-squares change-point estimation for the telegraph process observed at discrete times | 2011-12-21 | Paper |
Estimation for the discretely observed telegraph process | 2011-04-06 | Paper |
Parametric estimation for the standard and geometric telegraph process observed at discrete times | 2011-02-05 | Paper |
Divergences test statistics for discretely observed diffusion processes | 2010-04-14 | Paper |
Clustering of discretely observed diffusion processes | 2010-04-06 | Paper |
Adaptive LASSO-type estimation for ergodic diffusion processes | 2010-02-05 | Paper |
Missing data imputation, matching and other applications of random recursive partitioning | 2009-06-02 | Paper |
Parametric estimation for partially hidden diffusion processes sampled at discrete times | 2009-05-06 | Paper |
On Rényi information for ergodic diffusion processes | 2009-03-24 | Paper |
Least Squares Volatility Change Point Estimation for Partially Observed Diffusion Processes | 2008-09-24 | Paper |
IFSM Representation of Brownian Motion with Applications to Simulation | 2008-01-04 | Paper |
Simulation and inference for stochastic differential equations. With R examples. | 2008-01-03 | Paper |
Approximating distribution functions by iterated function systems | 2006-08-28 | Paper |
Efficient Estimation of Dynamical Systems | 2006-01-27 | Paper |
A comparative simulation study on the IFS distribution function estimator | 2005-11-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4668286 | 2005-04-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4654810 | 2005-03-10 | Paper |
Estimating unobservable signal by Markovian noise induction: when noise helps in statistics! | 2005-03-03 | Paper |
Approximating distribution functions by iterated function systems | 2005-01-01 | Paper |
Average treatment effect estimation via random recursive partitioning | 2004-11-09 | Paper |
Semiparametric hypotheses testing for dynamical systems with small noise | 2003-02-10 | Paper |
Statistical analysis of the inhomogeneous telegrapher's process | 2002-12-05 | Paper |
Statistical analysis of stochastic resonance with ergodic diffusion noise | 2002-01-01 | Paper |
Semiparametric estimation of the state of a dynamical system with small noise | 2001-07-12 | Paper |
Semiparametric estimation of a functional of the drift coefficient for a non-homogeneous dynamical system with small noise | 2001-05-20 | Paper |