Department of Mathematics

• Published

  On statistical inference for selected multivariate stochastic processes of diffusion type

  Research output: Book/anthology/dissertation/report › Ph.D. thesis

• Submitted

  On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes

  Research output: Working paper/Preprint › Working paper › Research

• Published

  Adaptive invariant density estimation for continuous-time mixing Markov processes under sup-norm risk

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

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• Nonparametric invariant density and drift estimation for stochastic damping Hamiltonian systems

  Activity: Talk or presentation types › Lecture and oral contribution

• Hausdorff School: “High-Dimensional Statistics”

  Activity: Participating in or organising an event types › Participation in or organisation of workshop, seminar or course

• Sup-norm invariant density estimation for non reversible (jump) diffusions

  Activity: Talk or presentation types › Lecture and oral contribution

View all (9) »