| Publication | Date of Publication | Type |
|---|
| Book review How to Cheat with Statistics – and Get Away with It , by Gunter Meissner, World Scientific (2022), Hardback. ISBN 978-9811252488 | 2024-04-12 | Paper |
| Estimation of mixed fractional stable processes using high-frequency data | 2024-01-04 | Paper |
| Limit theorems for general functionals of Brownian local times | 2023-11-02 | Paper |
| Parameter estimation of discretely observed interacting particle systems | 2023-08-14 | Paper |
| High-dimensional estimation of quadratic variation based on penalized realized variance | 2023-07-06 | Paper |
| Semiparametric estimation of McKean-Vlasov SDEs | 2023-02-28 | Paper |
| Asymptotic theory for quadratic variation of harmonizable fractional stable processes | 2023-02-27 | Paper |
| Quantitative and stable limits of high-frequency statistics of L\'evy processes: a Stein's method approach | 2023-02-12 | Paper |
| Multidimensional parameter estimation of heavy‐tailed moving averages | 2022-10-06 | Paper |
| Ambit Fields: Survey and New Challenges | 2022-09-30 | Paper |
| On Lasso estimator for the drift function in diffusion models | 2022-09-13 | Paper |
| Optimal estimation of the supremum and occupation times of a self-similar Lévy process | 2022-05-11 | Paper |
| Power variations for fractional type infinitely divisible random fields | 2021-07-21 | Paper |
| Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions | 2021-07-13 | Paper |
| Semiparametric estimation of McKean-Vlasov SDEs | 2021-07-01 | Paper |
| On estimation of quadratic variation for multivariate pure jump semimartingales | 2021-06-04 | Paper |
| Edgeworth expansion for Euler approximation of continuous diffusion processes | 2021-03-18 | Paper |
| On Dantzig and Lasso estimators of the drift in a high dimensional Ornstein-Uhlenbeck model | 2021-01-19 | Paper |
| A minimal contrast estimator for the linear fractional stable motion | 2020-08-25 | Paper |
| A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages | 2020-05-29 | Paper |
| A note on parametric estimation of Lévy moving average processes | 2020-05-13 | Paper |
| Optimal estimation of some random quantities of a L\'evy process | 2020-01-08 | Paper |
| Estimation of the linear fractional stable motion | 2019-12-05 | Paper |
| The asymptotic error of chaos expansion approximations for stochastic differential equations | 2019-10-08 | Paper |
| On limit theory for functionals of stationary increments Lévy driven moving averages | 2019-09-19 | Paper |
| A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities | 2019-05-17 | Paper |
| On the minimal number of driving Lévy motions in a multivariate price model | 2018-11-19 | Paper |
| Book review of: V. Féray et al., Mod-\(\phi\) convergence. Normality zones and precise deviations | 2018-06-28 | Paper |
| Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment | 2018-06-21 | Paper |
| On limit theory for Lévy semi-stationary processes | 2018-03-27 | Paper |
| Estimation of the linear fractional stable motion | 2018-02-18 | Paper |
| Power variation for a class of stationary increments Lévy driven moving averages | 2018-02-14 | Paper |
| Asymptotic behavior of local times related statistics for fractional Brownian motion | 2017-10-23 | Paper |
| Edgeworth expansion for the pre-averaging estimator | 2017-10-10 | Paper |
| Testing the maximal rank of the volatility process for continuous diffusions observed with noise | 2017-09-21 | Paper |
| On \(U\)- and \(V\)-statistics for discontinuous Itô semimartingales | 2017-09-15 | Paper |
| On critical cases in limit theory for stationary increments Lévy driven moving averages | 2017-04-11 | Paper |
| Inference from high-frequency data: a subsampling approach | 2017-03-10 | Paper |
| Edgeworth expansion for functionals of continuous diffusion processes | 2017-02-21 | Paper |
| Estimation of the global regularity of a multifractional Brownian motion | 2017-01-26 | Paper |
| Realised quantile-based estimation of the integrated variance | 2016-08-04 | Paper |
| Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data | 2016-08-04 | Paper |
| Testing the parametric form of the volatility in continuous time diffusion models -- a stochastic process approach | 2016-06-06 | Paper |
| Realized range-based estimation of integrated variance | 2016-05-27 | Paper |
| A Weak Limit Theorem for Numerical Approximation of Brownian Semi-stationary Processes | 2016-04-22 | Paper |
| Asymptotics of weighted random sums | 2015-12-16 | Paper |
| Limit theorems for stationary increments L\'evy driven moving averages | 2015-06-22 | Paper |
| High-frequency asymptotics for path-dependent functionals of Itô semimartingales | 2015-02-27 | Paper |
| On non-standard limits of Brownian semi-stationary processes | 2015-01-30 | Paper |
| Limit theorems for nondegenerate \(U\)-statistics of continuous semimartingales | 2014-11-21 | Paper |
| Testing the local volatility assumption: a statistical approach | 2014-11-12 | Paper |
| On spectral distribution of high dimensional covariation matrices | 2014-10-24 | Paper |
| Asymptotic theory for Brownian semi-stationary processes with application to turbulence | 2014-04-28 | Paper |
| A test for the rank of the volatility process: the random perturbation approach | 2014-03-06 | Paper |
| On covariation estimation for multivariate continuous Itō semimartingales with noise in non-synchronous observation schemes | 2014-01-13 | Paper |
| Goodness-of-fit testing for fractional diffusions | 2013-08-02 | Paper |
| Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes | 2013-07-08 | Paper |
| Multipower variation for Brownian semistationary processes | 2011-12-28 | Paper |
| Quantitative Breuer-Major theorems | 2011-06-15 | Paper |
| Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps | 2010-11-12 | Paper |
| Limit theorems for moving averages of discretized processes plus noise | 2010-05-26 | Paper |
| Bias-correcting the realized range-based variance in the presence of market microstructure noise | 2010-04-22 | Paper |
| Bipower-type estimation in a noisy diffusion setting | 2009-09-17 | Paper |
| Microstructure noise in the continuous case: the pre-averaging approach | 2009-07-15 | Paper |
| Power variation for Gaussian processes with stationary increments | 2009-06-04 | Paper |
| Bipower Variation for Gaussian Processes with Stationary Increments | 2009-04-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3549479 | 2008-12-29 | Paper |
| A note on the central limit theorem for bipower variation of general functions | 2008-06-10 | Paper |
| Estimation of Integrated Volatility in Continuous-Time Financial Models with Applications to Goodness-of-Fit Testing | 2006-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493536 | 2006-10-23 | Paper |
