| Publication | Date of Publication | Type |
|---|
| Overnight GARCH-Itô Volatility Models | 2024-03-06 | Paper |
| Statistical Analysis of Quantum Annealing | 2023-11-23 | Paper |
| Conditional quantile analysis for realized GARCH models | 2022-08-11 | Paper |
| Optimal High-Order Tensor SVD via Tensor-Train Orthogonal Iteration | 2022-07-13 | Paper |
| Quantum Annealing via Path-Integral Monte Carlo With Data Augmentation | 2022-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3382190 | 2021-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5148992 | 2021-02-05 | Paper |
| Hypothesis tests for large density matrices of quantum systems based on Pauli measurements | 2018-11-13 | Paper |
| Quantum annealing with Markov chain Monte Carlo simulations and D-wave quantum computers | 2018-10-02 | Paper |
| Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data | 2018-05-18 | Paper |
| Box dimension estimation of multi-dimensional random fields via wavelet shrinkage | 2018-05-14 | Paper |
| Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data | 2018-03-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3134329 | 2018-02-09 | Paper |
| Sparse PCA-based on high-dimensional Itô processes with measurement errors | 2016-10-14 | Paper |
| Asymptotic theory for large volatility matrix estimation based on high-frequency financial data | 2016-10-12 | Paper |
| Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data | 2016-10-01 | Paper |
| Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data | 2016-09-06 | Paper |
| Optimal large-scale quantum state tomography with Pauli measurements | 2016-05-12 | Paper |
| Quantum computation and quantum information | 2016-03-04 | Paper |
| Volatility estimation by combining stock price data and option data | 2015-12-10 | Paper |
| Density matrix estimation in quantum homodyne tomography | 2015-10-08 | Paper |
| FAST CONVERGENCE RATES IN ESTIMATING LARGE VOLATILITY MATRICES USING HIGH-FREQUENCY FINANCIAL DATA | 2014-03-25 | Paper |
| Asymptotic equivalence of quantum state tomography and noisy matrix completion | 2014-03-06 | Paper |
| Optimal sparse volatility matrix estimation for high-dimensional Itô processes with measurement errors | 2013-12-11 | Paper |
| Spot volatility estimation for high-frequency data | 2012-01-25 | Paper |
| Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches | 2012-01-18 | Paper |
| Quantum Monte Carlo simulation | 2011-10-21 | Paper |
| Sparse linear discriminant analysis by thresholding for high dimensional data | 2011-06-29 | Paper |
| Vast volatility matrix estimation for high-frequency financial data | 2010-03-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3643272 | 2009-11-11 | Paper |
| The Wills functional for Poisson processes | 2009-09-30 | Paper |
| CONVERGENCE SPEED OF GARCH OPTION PRICE TO DIFFUSION OPTION PRICE | 2009-07-14 | Paper |
| Multi-Scale Jump and Volatility Analysis for High-Frequency Financial Data | 2009-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310575 | 2007-10-11 | Paper |
| TheL1theory of estimation of monotone and unimodal densities | 2007-04-16 | Paper |
| Wavelet modeling of priors on triangles | 2004-08-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450670 | 2004-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4416749 | 2003-08-05 | Paper |
| Limiting distribution for monotone median regression | 2003-04-03 | Paper |
| Asymptotic nonequivalence of GARCH models and diffusions | 2002-11-14 | Paper |
| Self-similarity index estimation via wavelets for locally self-similar processes | 2002-07-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4238467 | 2000-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938802 | 2000-05-18 | Paper |
| Change Curve Estimation via Wavelets | 1999-02-16 | Paper |
| A rank test for equality of two multivariate populations vs a particular ordered alternative. | 1999-01-12 | Paper |
| Minimax estimation via wavelets for indirect long-memory data | 1998-06-22 | Paper |
| A Likelihood Ratio Test Against Stochastic Ordering in Several Populations | 1998-02-08 | Paper |
| Small ball problem via wavelets for Gaussian processes | 1998-01-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4363983 | 1997-11-13 | Paper |
| Function estimation via wavelet shrinkage for long-memory data | 1997-04-08 | Paper |
| The L2risk of an isotonic estimate | 1997-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718567 | 1996-12-08 | Paper |
| Jump and sharp cusp detection by wavelets | 1995-08-16 | Paper |
| Quantum Gaussian processes | 1995-04-04 | Paper |
| A Bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative | 1994-11-06 | Paper |
| The limit distribution of the concave majorant of an empirical distribution function | 1994-09-05 | Paper |
