Benedikt Simon Flierl
D-Vine Quantile Regression Based Multiple Imputation Using a Fully Conditional Specification Approach with Applications to ESG Data
Masterarbeit
2025
Conditional independence in stationary distributions of diffusions
Stochastic Processes and their Applications
2025
184
Jun
104604
Lévy-driven causal CARMA random fields
Stochastic Processes and their Applications
2020
130
12
Dec
7547-7574
When Frictions Are Fractional: Rough Noise in High-Frequency Data
Journal of the American Statistical Association
2025
Jan
1-14
causalAssembly: Generating Realistic Production Data for Benchmarking Causal Discovery
Preprint
2023