Jakub Chorowski

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies
Bernoulli
2018-03-27Paper
Nonparametric volatility estimation in scalar diffusions: optimality across observation frequencies
Bernoulli
2018-03-27Paper
Estimation error for occupation time functionals of stationary Markov processes2016-10-17Paper
Spectral estimation for diffusions with random sampling times
Stochastic Processes and their Applications
2016-09-13Paper
Hitting half-spaces or spheres by Ornstein-Uhlenbeck type diffusions
Colloquium Mathematicum
2013-02-15Paper


Research outcomes over time


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