| Publication | Date of Publication | Type |
|---|
Information bounds for inference in stochastic evolution equations observed under noise
SIAM Journal on Mathematical Analysis | 2026-04-29 | Paper |
Comparing regularisation paths of (conjugate) gradient estimators in ridge regression
Electronic Journal of Statistics | 2026-03-20 | Paper |
Change point estimation for a stochastic heat equation
The Annals of Statistics | 2026-03-16 | Paper |
Early stopping for conjugate gradients in statistical inverse problems
Numerische Mathematik | 2025-10-17 | Paper |
Estimation for the reaction term in semi-linear SPDEs under small diffusivity
Bernoulli | 2024-11-12 | Paper |
Estimating the Spot Covariation of Asset Prices—Statistical Theory and Empirical Evidence
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
Stochastic Processes and their Applications | 2024-09-02 | Paper |
Estimation of the characteristics of a Lévy process observed at arbitrary frequency
Statistica Neerlandica | 2024-07-16 | Paper |
| Change point estimation for a stochastic heat equation | 2023-07-20 | Paper |
Inference on the maximal rank of time-varying covariance matrices using high-frequency data
The Annals of Statistics | 2023-07-19 | Paper |
| Estimation for the reaction term in semi-linear SPDEs under small diffusivity | 2022-03-20 | Paper |
Parameter Estimation in an SPDE Model for Cell Repolarization
SIAM/ASA Journal on Uncertainty Quantification | 2022-03-10 | Paper |
Nonparametric estimation for linear SPDEs from local measurements
The Annals of Applied Probability | 2021-11-04 | Paper |
Nonparametric estimation for linear SPDEs from local measurements
The Annals of Applied Probability | 2021-11-04 | Paper |
| Statistics and machine learning. A mathematical introduction to classical and modern methods | 2021-03-23 | Paper |
Posterior contraction rates for support boundary recovery
Stochastic Processes and their Applications | 2021-02-18 | Paper |
Parameter Estimation in an SPDE Model for Cell Repolarisation
(available as arXiv preprint) | 2020-10-13 | Paper |
Nonasymptotic upper bounds for the reconstruction error of PCA
The Annals of Statistics | 2020-08-28 | Paper |
Nonasymptotic upper bounds for the reconstruction error of PCA
The Annals of Statistics | 2020-08-28 | Paper |
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
The Annals of Statistics | 2020-08-28 | Paper |
Nonparametric Bayesian analysis of the compound Poisson prior for support boundary recovery
The Annals of Statistics | 2020-08-28 | Paper |
Functional estimation and hypothesis testing in nonparametric boundary models
Bernoulli | 2019-09-25 | Paper |
Functional estimation and hypothesis testing in nonparametric boundary models
Bernoulli | 2019-09-25 | Paper |
Early stopping for statistical inverse problems via truncated SVD estimation
Electronic Journal of Statistics | 2018-11-01 | Paper |
Early stopping for statistical inverse problems via truncated SVD estimation
Electronic Journal of Statistics | 2018-11-01 | Paper |
Optimal adaptation for early stopping in statistical inverse problems
SIAM/ASA Journal on Uncertainty Quantification | 2018-10-15 | Paper |
Wasserstein and total variation distance between marginals of Lévy processes
Electronic Journal of Statistics | 2018-08-14 | Paper |
Wasserstein and total variation distance between marginals of Lévy processes
Electronic Journal of Statistics | 2018-08-14 | Paper |
| Estimating the Spot Covariation of Asset Prices - Statistical Theory and Empirical Evidence | 2017-07-08 | Paper |
Efficient estimation of functionals in nonparametric boundary models
Bernoulli | 2017-04-05 | Paper |
Efficient estimation of functionals in nonparametric boundary models
Bernoulli | 2017-04-05 | Paper |
Volatility estimation under one-sided errors with applications to limit order books
The Annals of Applied Probability | 2016-12-09 | Paper |
Unbiased estimation of the volume of a convex body
Stochastic Processes and their Applications | 2016-11-02 | Paper |
Exact and asymptotic tests on a factor model in low and large dimensions with applications
Journal of Multivariate Analysis | 2016-08-18 | Paper |
Estimation and Calibration of Lévy Models via Fourier Methods
Lévy Matters IV | 2016-02-24 | Paper |
Adaptive quantile estimation in deconvolution with unknown error distribution
Bernoulli | 2016-02-22 | Paper |
Adaptive quantile estimation in deconvolution with unknown error distribution
Bernoulli | 2016-02-22 | Paper |
High-frequency Donsker theorems for Lévy measures
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2016-02-10 | Paper |
Nonparametric test for a constant beta between Itô semi-martingales based on high-frequency data
Stochastic Processes and their Applications | 2015-05-27 | Paper |
Adaptive function estimation in nonparametric regression with one-sided errors
The Annals of Statistics | 2014-12-12 | Paper |
Lévy matters IV. Estimation for discretely observed Lévy processes
Lecture Notes in Mathematics | 2014-12-02 | Paper |
Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency
The Annals of Statistics | 2014-10-17 | Paper |
Estimating the quadratic covariation matrix from noisy observations: local method of moments and efficiency
The Annals of Statistics | 2014-10-17 | Paper |
Simplifying numerical analyses of Hamilton-Jacobi-Bellman equations
Journal of Economics | 2014-09-05 | Paper |
A remark on the rates of convergence for integrated volatility estimation in the presence of jumps
The Annals of Statistics | 2014-08-04 | Paper |
A remark on the rates of convergence for integrated volatility estimation in the presence of jumps
The Annals of Statistics | 2014-08-04 | Paper |
Spectral Estimation of Covolatility from Noisy Observations Using Local Weights
Scandinavian Journal of Statistics | 2014-05-02 | Paper |
Spectral Estimation of Covolatility from Noisy Observations Using Local Weights
Scandinavian Journal of Statistics | 2014-05-02 | Paper |
Testing the characteristics of a Lévy process
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding
Electronic Journal of Statistics | 2014-04-24 | Paper |
| Model selection in a sparse heterogeneous framework | 2013-12-20 | Paper |
Asymptotic equivalence for nonparametric regression with non-regular errors
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2013-03-04 | Paper |
A Donsker theorem for Lévy measures
Journal of Functional Analysis | 2012-11-23 | Paper |
Preserving time structures while denoising a dynamical image
Computational Imaging and Vision | 2012-08-28 | Paper |
On rate optimality for ill-posed inverse problems in econometrics
Econometric Theory | 2011-07-26 | Paper |
Asymptotic equivalence for inference on the volatility from noisy observations
The Annals of Statistics | 2011-06-29 | Paper |
Nonparametric estimation for Lévy processes from low-frequency observations
Bernoulli | 2010-11-15 | Paper |
| Asymptotic equivalence and sufficiency for volatility estimation under microstructure noise | 2010-01-18 | Paper |
| Pointwise adaptive estimation for robust and quantile regression | 2009-04-03 | Paper |
Asymptotic equivalence for nonparametric regression with multivariate and random design
The Annals of Statistics | 2008-08-28 | Paper |
Nonlinear estimation for linear inverse problems with error in the operator
The Annals of Statistics | 2008-03-12 | Paper |
Nonlinear estimation for linear inverse problems with error in the operator
The Annals of Statistics | 2008-03-12 | Paper |
Nonparametric Volatility Estimation on the Real Line from Low Frequency Data
Contributions to Statistics | 2007-09-28 | Paper |
Discretisation of stochastic control problems for continuous time dynamics with delay
Journal of Computational and Applied Mathematics | 2007-06-14 | Paper |
On Émery's Inequality and a Variation-of-Constants Formula
Stochastic Analysis and Applications | 2007-06-04 | Paper |
Spectral calibration of exponential Lévy models
Finance and Stochastics | 2007-05-29 | Paper |
Asymptotic statistical equivalence for ergodic diffusions: the multidimensional case
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2007-02-14 | Paper |
Delay differential equations driven by Lévy processes: stationarity and Feller properties
Stochastic Processes and their Applications | 2006-12-07 | Paper |
Delay differential equations driven by Lévy processes: stationarity and Feller properties
Stochastic Processes and their Applications | 2006-12-07 | Paper |
An optimal stopping problem in a diffusion-type model with delay
Statistics & Probability Letters | 2006-04-28 | Paper |
Asymptotic statistical equivalence for scalar ergodic diffusions
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2006-03-02 | Paper |
ESTIMATING THE DELAY TIME IN AFFINE STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
International Journal of Wavelets, Multiresolution and Information Processing | 2005-10-17 | Paper |
Adaptive estimation for affine stochastic delay differential equations
Bernoulli | 2005-03-11 | Paper |
Adaptive Wavelet Galerkin Methods for Linear Inverse Problems
SIAM Journal on Numerical Analysis | 2005-03-01 | Paper |
Nonparametric estimation of scalar diffusions based on low frequency data
The Annals of Statistics | 2005-02-28 | Paper |
| scientific article; zbMATH DE number 1924297 (Why is no real title available?) | 2003-06-04 | Paper |
Minimax rates of nonparametric drift estimation in affine stochastic delay differential equations
Statistical Inference for Stochastic Processes | 2003-02-17 | Paper |
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
(available as arXiv preprint) | N/A | Paper |
