E-LIB Suche - Ergebnisse für: Trabs, Mathias

1

Nonparametric calibration for stochastic reaction–diffusion..:

Hildebrandt, Florian ; Trabs, Mathias
Stochastic Processes and their Applications. 162 (2023) - p. 171-217 , 2023

Link: https://doi.org/10.1016/..

2

Paracontrolled distribution approach to stochastic Volterra..:

Prömel, David J. ; Trabs, Mathias
Journal of Differential Equations. 302 (2021) - p. 222-272 , 2021

Link: https://doi.org/10.1016/..

3

Influence of stiripentol on perampanel serum levels:

Trabs, Nicole ; Trabs, Mathias ; Stodieck, Stefan.
Epilepsy Research. 164 (2020) - p. 106367 , 2020

Link: https://doi.org/10.1016/..

4

Volatility estimation for stochastic PDEs using high-freque..:

Bibinger, Markus ; Trabs, Mathias
Stochastic Processes and their Applications. 130 (2020) 5 - p. 3005-3052 , 2020

Link: https://doi.org/10.1016/..

5

On Central Limit Theorems for Power Variations of the Solut..:

, In: Springer Proceedings in Mathematics & Statistics; Stochastic Models, Statistics and Their Applications,

Bibinger, Markus ; Trabs, Mathias - p. 69-84 , 2019

Link: https://doi.org/10.1007/..

6

Profiting from correlations: Adjusted estimators for catego..:

Niebuhr, Tobias ; Trabs, Mathias
Applied Stochastic Models in Business and Industry. 35 (2019) 4 - p. 1090-1102 , 2019

Link: https://doi.org/10.1002/..

7

Adaptive quantile estimation in deconvolution with unknown ..:

DATTNER, ITAI ; REIß, MARKUS ; TRABS, MATHIAS
Bernoulli. 22 (2016) 1 - p. 143-192 , 2016

Link: http://www.jstor.org/sta..

8

Spectral estimation for diffusions with random sampling tim..:

Chorowski, Jakub ; Trabs, Mathias
Stochastic Processes and their Applications. 126 (2016) 10 - p. 2976-3008 , 2016

Link: https://doi.org/10.1016/..

9

Rough differential equations driven by signals in Besov spa..:

Prömel, David J. ; Trabs, Mathias
Journal of Differential Equations. 260 (2016) 6 - p. 5202-5249 , 2016

Link: https://doi.org/10.1016/..

10

Quantile estimation for Lévy measures:

Trabs, Mathias
Stochastic Processes and their Applications. 125 (2015) 9 - p. 3484-3521 , 2015

Link: https://doi.org/10.1016/..

11

High-frequency Donsker theorems for Lévy measures:

Nickl, Richard ; Reiß, Markus ; Söhl, Jakob.
Probability Theory and Related Fields. 164 (2015) 1-2 - p. 61-108 , 2015

Link: https://doi.org/10.1007/..

12

Calibration of self-decomposable Lévy models:

TRABS, MATHIAS
Bernoulli. 20 (2014) 1 - p. 109-140 , 2014

Link: https://www.jstor.org/st..

13

On infinitely divisible distributions with polynomially dec..:

Trabs, Mathias
Statistics & Probability Letters. 94 (2014) - p. 56-62 , 2014

Link: https://doi.org/10.1016/..

14

Option calibration of exponential Lévy models

implementation and empirical results SFB 649 discussion paper ; 2012-017

Söhl, Jakob ; Trabs, Mathias , 2012

Link: http://hdl.handle.net/10..

15

A uniform central limit theorem and efficiency for deconvol..

SFB 649 discussion paper ; 2012-046

Söhl, Jakob ; Trabs, Mathias , 2012

Link: http://hdl.handle.net/10..