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

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

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

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

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

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

Behme, A. and Schnurr, A.
A one-sided symbol for Itô-Lévy processes
Preprint
2015

Behme, A., Lindner, A., and Maejima, M.
On the range of exponential functionals of Lévy processes
Preprint
2014

Emmer, S., Klüppelberg, C. , and Korn, R.
Optimal portfolios with bounded downside risks.
2000

Borkovec, M., and Szimayer, A.
How to explain a corporate credit spread.
2000