Hilmar Mai

Available identifiers

zbMath Open mai.hilmarMaRDI QIDQ341607

List of research outcomes

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

Research outcomes over time

This page was built for person: Hilmar Mai