| Publication | Date of Publication | Type |
|---|
| Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind | 2024-04-02 | Paper |
| Wasserstein bounds in CLT of approximative MCE and MLE of the drift parameter for Ornstein-Uhlenbeck processes observed at high frequency | 2023-12-14 | Paper |
| New Kolmogorov bounds in the CLT for random ratios and applications | 2023-12-03 | Paper |
| Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes | 2023-09-19 | Paper |
| Gaussian and hermite Ornstein–Uhlenbeck processes | 2023-03-09 | Paper |
| Volatility estimation of Gaussian Ornstein-Uhlenbeck processes of the second kind | 2023-02-27 | Paper |
| Statistical analysis of the non-ergodic fractional Ornstein-Uhlenbeck process with periodic mean | 2022-08-25 | Paper |
| Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach | 2022-07-15 | Paper |
| Asymptotics of the cross-variation of Young integrals with respect to a general self-similar Gaussian process | 2022-07-05 | Paper |
| Least squares type estimation for discretely observed non-ergodic Gaussian Ornstein-Uhlenbeck processes | 2022-07-01 | Paper |
| AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation | 2022-06-20 | Paper |
| Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters | 2022-05-30 | Paper |
| Parametrizations, weights, and optimal prediction | 2022-05-27 | Paper |
| Efficient and superefficient estimators of filtered Poisson process intensities | 2022-05-23 | Paper |
| Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency | 2022-05-11 | Paper |
| Optimal Berry-Esséen bound for maximum likelihood estimation of the drift parameter in \(\alpha \)-Brownian bridge | 2022-04-27 | Paper |
| Statistical inference for nonergodic weighted fractional Vasicek models | 2021-12-27 | Paper |
| Convergence rate of CLT for the drift estimation of sub-fractional Ornstein-Uhlenbeck process of second kind | 2021-12-27 | Paper |
| Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model | 2021-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4999837 | 2021-07-02 | Paper |
| Gaussian and Hermite Ornstein-Uhlenbeck processes | 2021-06-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3305888 | 2020-08-12 | Paper |
| Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind | 2020-06-02 | Paper |
| Berry-Ess\'een bound for drift estimation of fractional Ornstein Uhlenbeck process of second kind | 2020-05-17 | Paper |
| Volatility estimation in fractional Ornstein-Uhlenbeck models | 2020-04-22 | Paper |
| Parameter estimation for Gaussian mean-reverting Ornstein–Uhlenbeck processes of the second kind: Non-ergodic case | 2020-04-01 | Paper |
| Hermite Ornstein--Uhlenbeck processes mixed with a Gamma distribution | 2020-02-26 | Paper |
| Least squares estimation for non-ergodic weighted fractional Ornstein-Uhlenbeck process of general parameters | 2020-02-17 | Paper |
| An efficient estimation strategy in autoregressive conditional Poisson model with applications to hospital emergency department data | 2019-11-29 | Paper |
| Berry--Esseen Bounds and ASCLTs for Drift Parameter Estimator of Mixed Fractional Ornstein--Uhlenbeck Process with Discrete Observations | 2019-10-25 | Paper |
| Limit theorems for quadratic variations of the Lei-Nualart process | 2019-10-17 | Paper |
| Optimal rates for parameter estimation of stationary Gaussian processes | 2019-09-19 | Paper |
| Berry-Ess\'een bounds for parameter estimation of general Gaussian processes | 2019-05-15 | Paper |
| Parameter estimation for discretely observed non-ergodic fractional Ornstein-Uhlenbeck processes of the second kind | 2018-08-31 | Paper |
| Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean | 2017-11-01 | Paper |
| On local linear regression for strongly mixing random fields | 2017-08-30 | Paper |
| Parameter estimation for a partially observed Ornstein–Uhlenbeck process with long-memory noise | 2017-04-11 | Paper |
| Large deviation for lasso diffusion process | 2016-10-01 | Paper |
| Least squares estimator for non-ergodic Ornstein-Uhlenbeck processes driven by Gaussian processes | 2016-07-29 | Paper |
| Fractional Ornstein-Uhlenbeck processes mixed with a gamma distribution | 2016-05-18 | Paper |
| Berry-Esseen bounds and almost sure CLT for the quadratic variation of the bifractional Brownian motion | 2016-03-08 | Paper |
| An extension of bifractional Brownian motion | 2016-03-04 | Paper |
| Almost sure central limit theorems for random ratios and applications to LSE for fractional Ornstein-Uhlenbeck processes | 2016-02-24 | Paper |
| Parameter estimation for SDEs related to stationary Gaussian processes | 2015-01-20 | Paper |
| On drift estimation for non-ergodic fractional Ornstein-Uhlenbeck process with discrete observations | 2015-01-14 | Paper |
| Corrigendum to: ``Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes | 2014-03-05 | Paper |
| Berry-Esseen bounds for the least squares estimator for discretely observed fractional Ornstein-Uhlenbeck processes | 2014-02-19 | Paper |
| Parameter Estimation for α-Fractional Bridges | 2013-07-30 | Paper |
| Noncentral limit theorem for the cubic variation of a class of self-similar stochastic processes | 2012-05-04 | Paper |
| Parameter Estimation for Fractional Ornstein-Uhlenbeck Processes: Non-ergodic Case | 2011-02-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3077802 | 2011-02-22 | Paper |
| Mutual information for stochastic differential equations driven by fractional Brownian motion | 2011-02-22 | Paper |
| Occupation densities for certain processes related to fractional Brownian motion | 2010-08-19 | Paper |
| Approximation of the finite dimensional distributions of multiple fractional integrals | 2010-07-20 | Paper |
| Estimation of the drift of fractional Brownian motion | 2009-07-24 | Paper |
| MULTIDIMENSIONAL BIFRACTIONAL BROWNIAN MOTION: ITÔ AND TANAKA FORMULAS | 2008-05-20 | Paper |
| How rich is the class of processes which are infinitely divisible with respect to time? | 2008-04-16 | Paper |
