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Chong, Carsten; Delerue, Thomas; Mies, Fabian
Rate-optimal estimation of mixed semimartingales
Preprint
2022

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Chong, Carsten; Delerue, Thomas; Li, Guoying
When Frictions are Fractional: Rough Noise in High-Frequency Data
Preprint
2021

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Chong, Carsten
High-frequency analysis of parabolic stochastic {PDE}s with multiplicative noiseHigh-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I
Preprint
2019

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Chong, Carsten; Delerue, Thomas; Li, Guoying
Mixed semimartingales: Volatility estimation in the presence of rough noise
Preprint
2021
Dec

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Tran, Ngoc Mai; Buck, Johannes; Klüppelberg, Claudia
Estimating a Latent Tree for Extremes
Preprint
2021

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Delerue, Thomas
Normal approximation of the solution to the stochastic wave equation with Lévy noise
Preprint
2019
Nov
28

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Pham, Viet Son
Lévy-driven causal CARMA random fields
Preprint
2018
May
27

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Klüppelberg, C.; Sönmez, E.
Max-linear models in random environment
Preprint
2022
Mar

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Aue, A. and Klepsch, J.
Estimating functional time series by moving average model fitting
Preprint
2017
Jan

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Thomakos, D., Klepsch, J., and Politis, D.
Multivariate NoVaS and Inference on Conditional Correlations
Technical Report
2016