Department of Mathematics

• Published

  Optimal estimation of the supremum and occupation times of a self-similar Lévy process

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

• Published

  Multidimensional parameter estimation of heavy-tailed moving averages

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

• Published

  Local asymptotic self-similarity for heavy-tailed harmonizable fractional Lévy motions

  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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