Jeannette Woerner

Available identifiers

zbMath Open woerner.jeannette-h-cMaRDI QIDQ300782

List of research outcomes

Publication	Date of Publication	Type
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case	2022-06-27	Paper
Martingale estimation functions for Bessel processes	2022-06-01	Paper
The differential equations associated with Calogero-Moser-Sutherland particle models in the freezing regime	2022-05-06	Paper
Wigner- and Marchenko-Pastur-type limits for Jacobi processes	2022-03-15	Paper
Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions	2021-12-14	Paper
Ordinal patterns in long‐range dependent time series	2021-09-17	Paper
Functional central limit theorems for multivariate Bessel processes in the freezing regime	2021-03-02	Paper
The differential equations associated with Calogero-Moser-Sutherland particle models in the freezing regime	2019-10-17	Paper
Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean	2017-04-21	Paper
A mathematical analysis of the Gumbel test for jumps in stochastic volatility models	2016-09-26	Paper
The Gumbel test and jumps in the volatility process	2016-06-29	Paper
Statistical convergence of Markov experiments to diffusion limits	2014-05-05	Paper
A unifying approach to fractional Lévy processes	2013-05-28	Paper
Analyzing the fine structure of continuous time stochastic processes	2012-08-24	Paper
Well-balanced Lévy driven Ornstein–Uhlenbeck processes	2011-12-23	Paper
Convergence of certain functionals of integral fractional processes	2010-01-04	Paper
Bipower Variation for Gaussian Processes with Stationary Increments	2009-04-14	Paper
Power and multipower variation: inference for high frequency data	2008-07-11	Paper
Inference in Lévy-type stochastic volatility models	2007-09-03	Paper
A Functional Central Limit Theorem for the Realized Power Variation of Integrated Stable Processes	2007-02-15	Paper
Power variation of some integral fractional processes	2006-11-06	Paper
Estimation of integrated volatility in stochastic volatility models	2006-05-24	Paper
Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models	2004-03-08	Paper
Local asymptotic normality for the scale parameter of stable processes.	2004-02-14	Paper
Expansion of transition distributions of Lévy processes in small time	2003-03-20	Paper
Statistical analysis for discretely observed Lévy processes	2002-01-30	Paper

Research outcomes over time

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