| Publication | Date of Publication | Type |
|---|
| Least squares estimation for the Ornstein-Uhlenbeck process with small Hermite noise | 2024-11-18 | Paper |
| Stochastic differential equations driven by small general Gaussian noise: non parametric estimation | 2024-05-30 | Paper |
| Stochastic differential equations with discontinuous diffusion coefficients | 2023-10-12 | Paper |
| Spatio-Temporal Weighted Regression Model with Fractional-Colored Noise: Parameter estimation and consistency | 2023-09-20 | Paper |
| Parameter estimation for a discrete time model driven by fractional Poisson process | 2023-07-03 | Paper |
| Limit distribution of the least square estimator with observations sampled at random times driven by standard Brownian motion | 2023-07-03 | Paper |
| Forward integration of bounded variation coefficients with respect to Hölder continuous processes | 2023-06-02 | Paper |
| ON THE CONSISTENCY OF THE LEAST SQUARES ESTIMATOR IN MODELS SAMPLED AT RANDOM TIMES DRIVEN BY LONG MEMORY NOISE: THE RENEWAL CASE | 2023-05-23 | Paper |
| On the Consistency of Least Squares Estimator in Models Sampled at Random Times Driven by Long Memory Noise: The Jittered Case | 2023-05-23 | Paper |
| Representation of solutions to sticky stochastic differential equations | 2023-04-13 | Paper |
| Two consistent estimators for the skew Brownian motion | 2023-03-09 | Paper |
| Vector‐valued generalized Ornstein–Uhlenbeck processes: Properties and parameter estimation | 2022-10-06 | Paper |
| Studies on the basic reproduction number in stochastic epidemic models with random perturbations | 2022-08-25 | Paper |
| Correction to: ``Studies on the basic reproduction number in stochastic epidemic models with random perturbations | 2022-08-25 | Paper |
| Euler scheme for fractional delay stochastic differential equations by rough paths techniques | 2022-07-01 | Paper |
| Bayesian inference for fractional oscillating Brownian motion | 2022-05-10 | Paper |
| Long memory estimation in a non-Gaussian bivariate process | 2022-03-03 | Paper |
| Least-square estimators in linear regression models under negatively superadditive dependent random observations | 2022-01-25 | Paper |
| Least square estimators in linear regression models under negatively superadditive dependent random observations | 2021-10-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5009794 | 2021-08-06 | Paper |
| Oscillating Gaussian processes | 2021-05-03 | Paper |
| On local linearization method for stochastic differential equations driven by fractional Brownian motion | 2021-03-02 | Paper |
| On the ARCH model with stationary liquidity | 2021-02-10 | Paper |
| Penalisation techniques for one-dimensional reflected rough differential equations | 2020-10-07 | Paper |
| Numerical scheme for stochastic differential equations driven by fractional Brownian motion with \(1/4 < H < 1/2\). | 2020-08-06 | Paper |
| Donsker type theorem for fractional Poisson process | 2019-09-05 | Paper |
| On generalized ARCH model with stationary liquidity | 2018-06-22 | Paper |
| The multifractal random walk as pathwise stochastic integral: construction and simulation | 2018-04-20 | Paper |
| ARCH model and fractional Brownian motion | 2018-02-15 | Paper |
| Fractional stochastic differential equation with discontinuous diffusion | 2018-01-25 | Paper |
| Statistical Inference in Fractional Poisson Ornstein-Uhlenbeck Process | 2017-12-13 | Paper |
| Bayesian inference on the memory parameter for gamma-modulated regression models | 2016-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2944055 | 2015-09-07 | Paper |
| Quadratic variations for the fractional-colored stochastic heat equation | 2014-09-24 | Paper |
| Is a Brownian Motion Skew? | 2014-05-26 | Paper |
| Comparative Estimation for Discrete Fractional Ornstein-Uhlenbeck Process | 2013-10-18 | Paper |
| Stochastic predator-prey model with Allee effect on prey | 2012-12-28 | Paper |
| A strong convergence to the Rosenblatt process | 2012-05-04 | Paper |
| Numerical method for reflected backward stochastic differential equations | 2012-02-19 | Paper |
| Maximum-likelihood estimators and random walks in long memory models | 2011-12-21 | Paper |
| Option pricing under a gamma-modulated diffusion process | 2011-11-15 | Paper |
| Drift parameter estimation in fractional diffusions driven by perturbed random walks | 2011-02-11 | Paper |
| Is a Brownian skew? | 2011-01-05 | Paper |
| A stochastic scheme of approximation for ordinary differential equations | 2009-11-20 | Paper |
| Full Bayesian Analysis for a Class of Jump-Diffusion Models | 2009-07-16 | Paper |
| Donsker Type Theorem for the Rosenblatt Process and a Binary Market Model | 2009-06-17 | Paper |
| Class of skew-distributions: theory and applications in biology | 2006-11-07 | Paper |
| The Euler scheme for a class of anticipating stochastic differential equations | 2005-05-20 | Paper |
| Robust Portmanteau TRA Tests and Their Limit Distribution | 2005-01-14 | Paper |
| Estimation of the Option Prime: Microsimulation of Backward Stochastic Differential Equations | 2005-01-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4811453 | 2004-09-06 | Paper |
| Numerical method for backward stochastic differential equations | 2003-05-06 | Paper |
| Euler scheme for solutions of a countable system of stochastic differential equations | 2002-04-21 | Paper |
| The Euler scheme for Hilbert space valued stochastic differential equations | 2002-02-03 | Paper |
