Mathias Trabs

Available identifiers

zbMath Open trabs.mathiasMaRDI QIDQ247515

List of research outcomes

Publication	Date of Publication	Type
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations	2023-07-12	Paper
Paracontrolled distribution approach to stochastic Volterra equations	2021-10-04	Paper
Parameter estimation for SPDEs based on discrete observations in time and space	2021-08-09	Paper
Statistik und maschinelles Lernen	2021-03-23	Paper
On central limit theorems for power variations of the solution to the stochastic heat equation	2020-05-13	Paper
Volatility estimation for stochastic PDEs using high-frequency observations	2020-04-01	Paper
Sparse covariance matrix estimation in high-dimensional deconvolution	2019-06-14	Paper
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes	2018-11-09	Paper
Bayesian inverse problems with unknown operators	2018-07-06	Paper
Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift	2017-01-12	Paper
Spectral estimation for diffusions with random sampling times	2016-09-13	Paper
Adaptive quantile estimation in deconvolution with unknown error distribution	2016-02-22	Paper
High-frequency Donsker theorems for Lévy measures	2016-02-10	Paper
Rough differential equations driven by signals in Besov spaces	2016-01-26	Paper
Information bounds for inverse problems with application to deconvolution and Lévy models	2016-01-04	Paper
Quantile estimation for Lévy measures	2015-08-19	Paper
On infinitely divisible distributions with polynomially decaying characteristic functions	2014-11-03	Paper
Calibration of self-decomposable Lévy models	2014-04-10	Paper
A uniform central limit theorem and efficiency for deconvolution estimators	2013-05-28	Paper

Research outcomes over time

Doctoral students

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