| Publication | Date of Publication | Type |
|---|
| Inference for ergodic McKean-Vlasov stochastic differential equations with polynomial interactions | 2025-01-15 | Paper |
| Non-parametric estimation for pure jump irregularly sampled or noisy Lévy processes | 2024-07-16 | Paper |
| Parametric inference for ergodic McKean-Vlasov stochastic differential equations | 2024-07-02 | Paper |
| Nonparametric estimation for independent and identically distributed stochastic differential equations with space-time dependent coefficients | 2024-06-13 | Paper |
| Nonparametric adaptive estimation for interacting particle systems | 2024-01-02 | Paper |
| Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models | 2022-02-09 | Paper |
| Kernel estimation for Lévy driven stochastic convolutions | 2022-01-10 | Paper |
| Probabilistic properties and parametric inference of small variance nonlinear self-stabilizing stochastic differential equations | 2021-11-03 | Paper |
| Nonparametric estimation for i.i.d. Gaussian continuous time moving average models | 2021-07-15 | Paper |
| Drift estimation on non compact support for diffusion models | 2021-04-27 | Paper |
| Nonparametric drift estimation for i.i.d. paths of stochastic differential equations | 2021-02-26 | Paper |
| Regression function estimation as a partly inverse problem | 2020-07-20 | Paper |
| Regression function estimation on non compact support in an heteroscesdastic model | 2020-02-28 | Paper |
| Sobolev-Hermite versus Sobolev nonparametric density estimation on \(\mathbb{R}\) | 2019-03-21 | Paper |
| Laguerre and Hermite bases for inverse problems | 2018-08-14 | Paper |
| Nonparametric density and survival function estimation in the multiplicative censoring model | 2018-02-01 | Paper |
| Correction to: ``Nonparametric Laguerre estimation in the multiplicative censoring model | 2017-12-08 | Paper |
| Nonparametric Laguerre estimation in the multiplicative censoring model | 2017-01-11 | Paper |
| Estimation for stochastic differential equations with mixed effects | 2017-01-04 | Paper |
| Probability exercises. Bachelor, master, engineering schools | 2016-11-14 | Paper |
| Bidimensional random effect estimation in mixed stochastic differential model | 2016-06-29 | Paper |
| Mixtures of stochastic differential equations with random effects: application to data clustering | 2016-03-08 | Paper |
| Adaptive Estimation for Lévy Processes | 2016-02-24 | Paper |
| Estimation of population parameters in stochastic differential equations with random effects in the diffusion coefficient | 2016-02-12 | Paper |
| Estimation of the Jump Size Density in a Mixed Compound Poisson Process | 2016-01-08 | Paper |
| Discussion of ``Hypothesis testing by convex optimization | 2015-08-25 | Paper |
| Adaptive Laguerre density estimation for mixed Poisson models | 2015-06-02 | Paper |
| Lévy matters IV. Estimation for discretely observed Lévy processes | 2014-12-02 | Paper |
| Asymptotic equivalence of nonparametric diffusion and Euler scheme experiments | 2014-08-04 | Paper |
| Nonparametric estimation for stochastic differential equations with random effects | 2014-04-28 | Paper |
| Nonparametric density estimation in compound Poisson processes using convolution power estimators | 2014-03-24 | Paper |
| Maximum Likelihood Estimation for Stochastic Differential Equations with Random Effects | 2013-06-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4913199 | 2013-04-03 | Paper |
| Multiplicative Kalman filtering | 2012-11-15 | Paper |
| Convolution power kernels for density estimation | 2012-05-18 | Paper |
| Parameter estimation and change-point detection from dynamic contrast enhanced MRI data using stochastic differential equations | 2011-11-22 | Paper |
| Estimation for Lévy processes from high frequency data within a long time interval | 2011-06-29 | Paper |
| Nonparametric estimation for stochastic volatility models | 2011-04-06 | Paper |
| Nonparametric adaptive estimation for pure jump Lévy processes | 2010-10-04 | Paper |
| Filtering the Wright-Fisher diffusion | 2010-01-21 | Paper |
| Nonparametric estimation for pure jump Lévy processes based on high frequency data | 2009-12-16 | Paper |
| Nonparametric adaptive estimation for integrated diffusions | 2009-04-02 | Paper |
| Penalized nonparametric mean square estimation of the coefficients of diffusion processes | 2008-01-09 | Paper |
| Penalized Projection Estimator for Volatility Density | 2007-12-16 | Paper |
| Computable infinite-dimensional filters with applications to discretized diffusion processes | 2006-12-07 | Paper |
| Leroux's method for general hidden Markov models | 2006-04-28 | Paper |
| Random scale perturbation of an AR(1)-process and its properties as a non linear explicit filter | 2005-02-21 | Paper |
| Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models | 2004-11-24 | Paper |
| A non-linear explicit filter. | 2004-03-14 | Paper |
| Asymptotic equivalence of estimating a Poisson intensity and a positive diffusion drift | 2002-11-14 | Paper |
| Stochastic volatility models as hidden Markov models and statistical applications | 2001-08-17 | Paper |
| Parameter estimation for discretely observed stochastic volatility models | 2000-08-24 | Paper |
| Limit theorems for discretely observed stochastic volatility models | 1999-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4311643 | 1995-01-19 | Paper |
| Elements of asymptotic statistics | 1993-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4695794 | 1993-06-29 | Paper |
| On the estimation of the diffusion coefficient for multi-dimensional diffusion processes | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4036278 | 1993-05-16 | Paper |
| Maximnm contrast estimation for diffusion processes from discrete observations | 1990-01-01 | Paper |
| An asymptotic sufficiency property of observations related to the first hitting times of a diffusion | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3486693 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4207491 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4734568 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3802454 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4723091 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727237 | 1987-01-01 | Paper |
| Non-parametric estimation for partially observed transient diffusion processes | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3761506 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713440 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746728 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711439 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3948356 | 1980-01-01 | Paper |
