| Publication | Date of Publication | Type |
|---|
| Asymptotic expansion of an estimator for the Hurst coefficient | 2024-02-16 | Paper |
| High order asymptotic expansion for Wiener functionals | 2023-09-15 | Paper |
| Order estimate of functionals related to fractional Brownian motion | 2023-06-19 | Paper |
| Asymptotic expansion for batched bandits | 2023-04-09 | Paper |
| Asymptotic expansion and estimates of Wiener functionals | 2023-02-23 | Paper |
| Penalized estimation for non-identifiable models | 2023-01-22 | Paper |
| Quasi-maximum likelihood estimation and penalized estimation under non-standard conditions | 2022-11-24 | Paper |
| Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations | 2022-10-11 | Paper |
| Marked point processes and intensity ratios for limit order book modeling | 2022-08-23 | Paper |
| Order estimate of functionals related to fractional Brownian motion and asymptotic expansion of the quadratic variation of fractional stochastic differential equation | 2022-06-01 | Paper |
| Quasi-likelihood analysis and its applications | 2022-05-16 | Paper |
| Adaptive estimation for degenerate diffusion processes | 2021-08-09 | Paper |
| Global jump filters and quasi-likelihood analysis for volatility | 2021-07-20 | Paper |
| Penalized least squares approximation methods and their applications to stochastic processes | 2021-05-07 | Paper |
| Edgeworth expansion for Euler approximation of continuous diffusion processes | 2021-03-18 | Paper |
| Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field | 2021-02-24 | Paper |
| Global jump filters and realized volatility | 2021-02-10 | Paper |
| Asymptotic expansion of a variation with anticipative weights | 2020-12-31 | Paper |
| Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion | 2020-08-25 | Paper |
| Analyzing order flows in limit order books with ratios of Cox-type intensities | 2020-02-10 | Paper |
| Asymptotic expansion of Skorohod integrals | 2019-12-12 | Paper |
| Penalized quasi likelihood estimation for variable selection | 2019-10-28 | Paper |
| Partial quasi-likelihood analysis | 2019-10-18 | Paper |
| Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos | 2019-09-19 | Paper |
| Modelling intensities of order flows in a limit order book | 2018-11-19 | Paper |
| Simulation and Inference for Stochastic Processes with YUIMA | 2018-07-18 | Paper |
| Edgeworth expansion for the pre-averaging estimator | 2017-10-10 | Paper |
| Estimation of Correlation Between Latent Processes | 2017-07-31 | Paper |
| Statistical inference for ergodic point processes and application to limit order book | 2017-06-22 | Paper |
| Edgeworth expansion for functionals of continuous diffusion processes | 2017-02-21 | Paper |
| Model Selection for Volatility Prediction | 2017-01-16 | Paper |
| Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations | 2016-03-24 | Paper |
| Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process | 2014-09-22 | Paper |
| Quasi-likelihood analysis for nonsynchronously observed diffusion processes | 2014-09-02 | Paper |
| Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations | 2014-08-15 | Paper |
| Quasi likelihood analysis of volatility and nondegeneracy of statistical random field | 2014-04-28 | Paper |
| Estimation of the lead-lag parameter from non-synchronous data | 2013-05-30 | Paper |
| Estimation for misspecified ergodic diffusion processes from discrete observations | 2013-04-25 | Paper |
| Irregular sampling and central limit theorems for power variations: the continuous case | 2013-03-26 | Paper |
| Martingale expansion in mixed normal limit | 2013-03-06 | Paper |
| Asymptotic expansion for the quadratic form of the diffusion process | 2012-12-23 | Paper |
| Quasi-Likelihood Analysis for Stochastic Regression Models with Nonsynchronous Observations | 2012-12-19 | Paper |
| Adaptive estimation of an ergodic diffusion process based on sampled data | 2012-07-20 | Paper |
| Estimation for the change point of volatility in a stochastic differential equation | 2012-03-22 | Paper |
| Quasi-likelihood analysis for the stochastic differential equation with jumps | 2011-11-07 | Paper |
| Second-order asymptotic expansion for a non-synchronous covariation estimator | 2011-10-11 | Paper |
| Nonsynchronous covariation process and limit theorems | 2011-10-10 | Paper |
| Estimation for the discretely observed telegraph process | 2011-04-06 | Paper |
| Asymptotic Expansion for Functionals of a Marked Point Process | 2010-08-19 | Paper |
| Third-order asymptotic expansion of \(M\)-estimators for diffusion processes | 2009-09-14 | Paper |
| Asymptotic normality of a covariance estimator for nonsynchronously observed diffusion processes | 2009-06-02 | Paper |
| Parametric estimation for partially hidden diffusion processes sampled at discrete times | 2009-05-06 | Paper |
| Information criteria for small diffusions via the theory of Malliavin-Watanabe | 2008-04-15 | Paper |
| Moment estimation for ergodic diffusion processes | 2008-02-06 | Paper |
| An application of the double Edgeworth expansion to a filtering model with Gaussian limit | 2007-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3420148 | 2007-02-01 | Paper |
| Estimation of parameters for diffusion processes with jumps from discrete observations | 2006-11-14 | Paper |
| Test for parameter change in diffusion processes by CUSUM statistics based on one-step estimators | 2006-09-12 | Paper |
| Conditional expansions and their applications. | 2005-11-29 | Paper |
| Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model | 2005-08-05 | Paper |
| On covariance estimation of non-synchronously observed diffusion processes | 2005-06-23 | Paper |
| Asymptotic Expansion Under Degeneracy | 2005-05-23 | Paper |
| Asymptotic expansion for small diffusions applied to option pricing | 2005-04-07 | Paper |
| Expansions of the coverage probabilities of prediction region based on a shrinkage estimator | 2005-03-30 | Paper |
| Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property | 2005-03-14 | Paper |
| An asymptotic expansion scheme for optimal investment problems | 2005-01-17 | Paper |
| Partial mixing and Edgeworth expansion | 2004-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4548483 | 2002-08-26 | Paper |
| Malliavin calculus and martingale expansion | 2002-07-15 | Paper |
| Malliavin calculus, geometric mixing, and expansion of diffusion functionals | 2001-10-06 | Paper |
| Information criteria in model selection for mixing processes | 2001-01-01 | Paper |
| Asymptotic expansion of \(M_-\)-estimator over Wiener space | 1999-04-22 | Paper |
| Malliavin calculus and asymptotic expansion for martingales | 1997-12-11 | Paper |
| Expansion of perturbed random variables based on generalized Wiener functionals | 1997-07-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4891959 | 1997-01-06 | Paper |
| Asymptotic expansions for perturbed systems on Wiener space: Maximum likelihood estimators | 1996-09-18 | Paper |
| Asymptotic expansions of Bayes estimators for small diffusions | 1994-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4038332 | 1993-05-16 | Paper |
| Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe | 1993-03-22 | Paper |
| Estimation for diffusion processes from discrete observation | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979227 | 1992-06-26 | Paper |
| Asymptotic behavior of M-estimator and related random field for diffusion process | 1990-01-01 | Paper |
| On the robust estimation in Poisson processes with periodic intensities | 1990-01-01 | Paper |
| Robust M-estimators in diffusion processes | 1988-01-01 | Paper |
