| Publication | Date of Publication | Type |
|---|
| Quasi-likelihood analysis for Student-Lévy regression | 2024-11-09 | Paper |
| Mixed-effects location-scale model based on generalized hyperbolic distribution | 2024-07-25 | Paper |
| Gaussian quasi-information criteria for ergodic Lévy driven SDE | 2024-01-16 | Paper |
| Optimal stable Ornstein-Uhlenbeck regression | 2023-07-25 | Paper |
| On local likelihood asymptotics for Gaussian mixed-effects model with system noise | 2023-03-29 | Paper |
| Mixed-effects location-scale model based on generalized hyperbolic distribution | 2022-09-29 | Paper |
| Noise inference for ergodic Lévy driven SDE | 2022-05-11 | Paper |
| Estimating diffusion with compound Poisson jumps based on self-normalized residuals | 2021-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5011285 | 2021-08-27 | Paper |
| Estimation of ergodic square-root diffusion under high-frequency sampling | 2021-03-29 | Paper |
| Data driven time scale in Gaussian quasi-likelihood inference | 2019-10-23 | Paper |
| Bayesian inference for stable Lévy–driven stochastic differential equations with high‐frequency data | 2019-06-07 | Paper |
| AIC for the non-concave penalized likelihood method | 2019-05-17 | Paper |
| Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process | 2019-03-06 | Paper |
| Efficient estimation of stable Lévy process with symmetric jumps | 2018-08-10 | Paper |
| Schwarz type model comparison for LAQ models | 2018-02-15 | Paper |
| Moment convergence in regularized estimation under multiple and mixed-rates asymptotics | 2017-11-17 | Paper |
| Two-step estimation of ergodic Lévy driven SDE | 2017-04-21 | Paper |
| Parametric Estimation of Lévy Processes | 2016-02-24 | Paper |
| Uniform LAN property of locally stable L\'{e}vy process observed at high frequency | 2016-01-21 | Paper |
| Lévy matters IV. Estimation for discretely observed Lévy processes | 2014-12-02 | Paper |
| Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process | 2014-09-22 | Paper |
| Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes | 2014-04-28 | Paper |
| Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling | 2014-04-10 | Paper |
| Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency | 2013-09-25 | Paper |
| On stability of diffusions with compound-Poisson jumps | 2013-08-28 | Paper |
| Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes | 2013-05-27 | Paper |
| Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations | 2012-08-28 | Paper |
| Exact discrete sampling of finite variation tempered stable Ornstein–Uhlenbeck processes | 2011-10-21 | Paper |
| Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach | 2011-07-22 | Paper |
| Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE | 2011-04-08 | Paper |
| On the local asymptotic behavior of the likelihood function for Meixner Lévy processes under high-frequency sampling | 2011-03-14 | Paper |
| On simulation of tempered stable random variates | 2011-03-09 | Paper |
| On simulation of tempered stable random variates | 2011-02-01 | Paper |
| Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling | 2009-10-13 | Paper |
| Erratum to: ``Ergodicity and exponential \(\beta \)-mixing bound for multidimensional diffusions with jumps | 2009-03-10 | Paper |
| Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps | 2007-03-29 | Paper |
| An application of the double Edgeworth expansion to a filtering model with Gaussian limit | 2007-03-02 | Paper |
| Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model | 2005-08-05 | Paper |
| Classical method of moments for partially and discretely observed ergodic models | 2005-06-20 | Paper |
| On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process | 2004-06-10 | Paper |
| Adaptive Ridge Approach to Heteroscedastic Regression | N/A | Paper |
| On estimation of heavy-tailed stable linear regression | N/A | Paper |
