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

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

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

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

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

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

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

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