DOI10.1007/978-3-319-18329-9zbMath1356.60004OpenAlexW1157208022MaRDI QIDQ5254986
Harald Luschgy, Erich Haeusler
Publication date: 11 June 2015
Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-18329-9
Prediction-based estimation for diffusion models with high-frequency data,
Detecting factors of quadratic variation in the presence of market microstructure noise,
The effects of adaptation on maximum likelihood inference for nonlinear models with normal errors,
Effects of jumps and small noise in high-frequency financial econometrics,
On the martingale central limit theorem for strictly stationary sequences,
Efficient asymptotic variance reduction when estimating volatility in high frequency data,
Heterogeneous gradient flows in the topology of fibered optimal transport,
Birth death swap population in random environment and aggregation with two timescales,
On the divergence and vorticity of vector ambit fields,
Central limit theorems for stochastic gradient descent with averaging for stable manifolds,
Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel,
Doubly probabilistic representation for the stochastic porous media type equation,
Stopping time convergence for processes associated with Dirichlet forms,
Approximation of stable law in Wasserstein-1 distance by Stein's method,
Stable limit theorems for empirical processes under conditional neighborhood dependence,
Limit theorems for trawl processes,
On a notion of partially conditionally identically distributed sequences,
On limit theory for functionals of stationary increments Lévy driven moving averages,
Nonlinear randomized urn models: a stochastic approximation viewpoint,
On factor models with random missing: EM estimation, inference, and cross validation,
Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT,
Power variations for fractional type infinitely divisible random fields,
Bootstrapping non-stationary stochastic volatility,
Weak convergence on Wiener space: targeting the first two chaoses,
Random norming AIDS analysis of non-linear regression models with sequential informative dose selection,
Inference for a two-stage enrichment design,
Approximation to stable law by the Lindeberg principle,
High-frequency estimation of the Lévy-driven graph Ornstein-Uhlenbeck process,
Convergence in mean and central limit theorems for weighted sums of martingale difference random vectors with infinite rth moments,
Local SIML estimation of some Brownian and jump functionals under market micro-structure noise,
A unified approach to Stein's method for stable distributions,
Infinite-color randomly reinforced urns with dominant colors
