| Publication | Date of Publication | Type |
|---|
Profiting from correlations: adjusted estimators for categorical data
Applied Stochastic Models in Business and Industry | 2024-07-18 | Paper |
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
Stochastic Processes and their Applications | 2023-07-12 | Paper |
Paracontrolled distribution approach to stochastic Volterra equations
Journal of Differential Equations | 2021-10-04 | Paper |
Parameter estimation for SPDEs based on discrete observations in time and space
Electronic Journal of Statistics | 2021-08-09 | Paper |
| Statistics and machine learning. A mathematical introduction to classical and modern methods | 2021-03-23 | Paper |
On central limit theorems for power variations of the solution to the stochastic heat equation
(available as arXiv preprint) | 2020-05-13 | Paper |
Volatility estimation for stochastic PDEs using high-frequency observations
Stochastic Processes and their Applications | 2020-04-01 | Paper |
Sparse covariance matrix estimation in high-dimensional deconvolution
Bernoulli | 2019-06-14 | Paper |
Sparse covariance matrix estimation in high-dimensional deconvolution
Bernoulli | 2019-06-14 | Paper |
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-11-09 | Paper |
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2018-11-09 | Paper |
Bayesian inverse problems with unknown operators
Inverse Problems | 2018-07-06 | Paper |
Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
Spectral estimation for diffusions with random sampling times
Stochastic Processes and their Applications | 2016-09-13 | Paper |
Adaptive quantile estimation in deconvolution with unknown error distribution
Bernoulli | 2016-02-22 | Paper |
Adaptive quantile estimation in deconvolution with unknown error distribution
Bernoulli | 2016-02-22 | Paper |
High-frequency Donsker theorems for Lévy measures
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2016-02-10 | Paper |
Rough differential equations driven by signals in Besov spaces
Journal of Differential Equations | 2016-01-26 | Paper |
Information bounds for inverse problems with application to deconvolution and Lévy models
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-01-04 | Paper |
Information bounds for inverse problems with application to deconvolution and Lévy models
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2016-01-04 | Paper |
Quantile estimation for Lévy measures
Stochastic Processes and their Applications | 2015-08-19 | Paper |
On infinitely divisible distributions with polynomially decaying characteristic functions
Statistics & Probability Letters | 2014-11-03 | Paper |
Calibration of self-decomposable Lévy models
Bernoulli | 2014-04-10 | Paper |
Calibration of self-decomposable Lévy models
Bernoulli | 2014-04-10 | Paper |
A uniform central limit theorem and efficiency for deconvolution estimators
Electronic Journal of Statistics | 2013-05-28 | Paper |
A uniform central limit theorem and efficiency for deconvolution estimators
Electronic Journal of Statistics | 2013-05-28 | Paper |
Characterization of Besov spaces with dominating mixed smoothness by differences
(available as arXiv preprint) | N/A | Paper |
