| Publication | Date of Publication | Type |
|---|
Model selection for ordinary differential equations: a statistical testing approach
Biometrical Journal | 2025-04-02 | Paper |
Bayesian linear inverse problems in regularity scales with discrete observations
Sankhyā. Series A | 2024-12-05 | Paper |
Application of one‐step method to parameter estimation in ODE models
Statistica Neerlandica | 2023-12-14 | Paper |
Nonparametric Bayesian volatility learning under microstructure noise
Japanese Journal of Statistics and Data Science | 2023-07-25 | Paper |
Weak solutions to gamma-driven stochastic differential equations
Indagationes Mathematicae. New Series | 2023-05-26 | Paper |
Bayesian wavelet de-noising with the caravan prior
ESAIM: Probability and Statistics | 2023-03-09 | Paper |
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
Bernoulli | 2022-09-28 | Paper |
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
Bernoulli | 2022-09-28 | Paper |
Bayesian linear inverse problems in regularity scales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
Bayesian linear inverse problems in regularity scales
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
(available as arXiv preprint) | 2020-11-16 | Paper |
Decompounding discrete distributions: A nonparametric Bayesian approach
Scandinavian Journal of Statistics | 2020-09-08 | Paper |
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
Brazilian Journal of Probability and Statistics | 2020-08-12 | Paper |
Nonparametric Bayesian estimation of a Hölder continuous diffusion coefficient
Brazilian Journal of Probability and Statistics | 2020-08-12 | Paper |
Nonparametric Bayesian inference for Gamma-type Lévy subordinators
Communications in Mathematical Sciences | 2019-09-10 | Paper |
Bayesian inverse problems with partial observations
Transactions of A. Razmadze Mathematical Institute | 2019-08-08 | Paper |
A non-parametric Bayesian approach to decompounding from high frequency data
Statistical Inference for Stochastic Processes | 2018-04-16 | Paper |
Posterior contraction rate for non-parametric Bayesian estimation of the dispersion coefficient of a stochastic differential equation
ESAIM: Probability and Statistics | 2017-01-12 | Paper |
Nonparametric Bayesian inference for multidimensional compound Poisson processes
Modern Stochastics. Theory and Applications | 2016-11-15 | Paper |
Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations
Lithuanian Mathematical Journal | 2015-02-25 | Paper |
Consistent non-parametric Bayesian estimation for a time-inhomogeneous Brownian motion
ESAIM: Probability and Statistics | 2015-02-17 | Paper |
Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
Journal of the Korean Statistical Society | 2014-08-04 | Paper |
Parametric inference for stochastic differential equations: a smooth and match approach
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
Parametric inference for stochastic differential equations: a smooth and match approach
ALEA. Latin American Journal of Probability and Mathematical Statistics | 2013-12-04 | Paper |
| A note on non-parametric Bayesian estimation for Poisson point processes | 2013-04-27 | Paper |
\(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
Bernoulli | 2012-08-09 | Paper |
\(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
Bernoulli | 2012-08-09 | Paper |
Nonparametric inference for discretely sampled Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-04-22 | Paper |
Nonparametric inference for discretely sampled Lévy processes
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2012-04-22 | Paper |
Deconvolution for an atomic distribution: rates of convergence
Journal of Nonparametric Statistics | 2011-12-21 | Paper |
Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
Journal of Nonparametric Statistics | 2009-04-08 | Paper |
Weak convergence of the supremum distance for supersmooth kernel deconvolution
Statistics & Probability Letters | 2008-11-25 | Paper |
Deconvolution for an atomic distribution
Electronic Journal of Statistics | 2008-05-14 | Paper |
A kernel type nonparametric density estimator for decompounding
Bernoulli | 2008-02-06 | Paper |
A kernel type nonparametric density estimator for decompounding
Bernoulli | 2008-02-06 | Paper |
| Decompounding under Gaussian noise | 2007-11-05 | Paper |
| scientific article; zbMATH DE number 2062291 (Why is no real title available?) | 2004-03-25 | Paper |
| scientific article; zbMATH DE number 2062291 (Why is no real title available?) | 2004-03-25 | Paper |
