The following pages link to Fabian Mies (Q1979894):
Displaying 10 items.
- Regularity of multifractional moving average processes with random Hurst exponent (Q1979895) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- On the coverage probabilities of parametric confidence bands for continuous distribution and quantile functions constructed via confidence regions for a location-scale parameter (Q2409401) (← links)
- Confidence bands for exponential distribution functions under progressive type-II censoring (Q3390448) (← links)
- An efficient jump-diffusion approximation of the Boltzmann equation (Q6173339) (← links)
- Estimation of mixed fractional stable processes using high-frequency data (Q6183766) (← links)
- Sequential Gaussian approximation for nonstationary time series in high dimensions (Q6635728) (← links)
- Strong Gaussian approximations with random multipliers (Q6758808) (← links)
