Hilmar Mai

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions SIAM Journal on Control and Optimization	2020-08-21	Paper
Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis Advances in Applied Probability	2020-02-05	Paper
Jump filtering and efficient drift estimation for Lévy-driven SDEs The Annals of Statistics	2018-09-14	Paper
Generalized Post-Widder inversion formula with application to statistics Journal of Mathematical Analysis and Applications	2017-08-03	Paper
Pathwise stability of likelihood estimators for diffusions via rough paths The Annals of Applied Probability	2016-11-16	Paper
Pathwise stability of likelihood estimators for diffusions via rough paths The Annals of Applied Probability	2016-11-16	Paper
Robustness in Stochastic Filtering and Maximum Likelihood Estimation for SDEs Extraction of Quantifiable Information from Complex Systems	2015-06-18	Paper
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes Bernoulli	2014-05-05	Paper
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes Bernoulli	2014-05-05	Paper

Research outcomes over time

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