Department of Mathematics

• Accepted/In press

  A Note on Parametric Estimation of Lévy Moving Average Processes

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Conference article › Research › peer-review

• Accepted/In press

  Estimation of the linear fractional stable motion

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

• Accepted/In press

  The asymptotic error of chaos expansion approximations for stochastic differential equations

  Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

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• Bernoulli (Journal)

  Activity: Publication peer-review and editorial work types › Editor of Research journal › Research

• Scandinavian Journal of Statistics (Journal)

  Activity: Publication peer-review and editorial work types › Editor of Research journal › Research

• Bernoulli (Journal)

  Activity: Publication peer-review and editorial work types › Editor of Research journal › Research

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• ERC Consolidator Grant "STAMFORD: Statistical Methods for High Dimensional Diffusions" (1.65 Mio Euro)

  Prize: Prizes, scholarships, distinctions

• Co-investigator of the research project "Identifying the structure of volatility in financial markets using ultra high-frequency data" DFF-4182-00050 (3.622.140 DKK)

  Prize: Prizes, scholarships, distinctions

• Project leader of "Ambit fields: Probabilistic properties and statistical inference" funded by Villum Fonden (11.227.277 DKK)

  Prize: Prizes, scholarships, distinctions

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