Saved in:
| Main Authors: | Plomer, Solveig, Ernst, Theresa, Gebhardt, Philipp, Schleiff, Enrico, Neininger, Ralph, Schneider, Gaby |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2402.02489 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Multiscale scanning with nuisance parameters
by: König, Claudia, et al.
Published: (2023)
by: König, Claudia, et al.
Published: (2023)
Set-indexed and multiple sums in high dimensions
by: Jin, Bochen, et al.
Published: (2026)
by: Jin, Bochen, et al.
Published: (2026)
Functional limit laws for the intensity measure of point processes and applications
by: Francisci, Giacomo, et al.
Published: (2024)
by: Francisci, Giacomo, et al.
Published: (2024)
A fractional Brownian -- Hawkes model for the Italian electricity spot market: estimation and forecasting
by: Giordano, Luca M., et al.
Published: (2019)
by: Giordano, Luca M., et al.
Published: (2019)
Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility
by: Garcin, Matthieu, et al.
Published: (2025)
by: Garcin, Matthieu, et al.
Published: (2025)
Log Heston Model for Monthly Average VIX
by: Park, Jihyun, et al.
Published: (2024)
by: Park, Jihyun, et al.
Published: (2024)
Win rates at first-passage times for biased simple random walks
by: Bruss, F. Thomas, et al.
Published: (2025)
by: Bruss, F. Thomas, et al.
Published: (2025)
Asymptotic theory and statistical inference for the samples problems with heavy-tailed data using the functional empirical process
by: Camara, Abdoulaye, et al.
Published: (2025)
by: Camara, Abdoulaye, et al.
Published: (2025)
Depth for samples of sets with applications to testing equality in distribution of two samples of random sets
by: Đogaš, Vesna Gotovac
Published: (2024)
by: Đogaš, Vesna Gotovac
Published: (2024)
Bivariate Tempered Space-Fractional Poisson Process and Shock Models
by: Soni, Ritik, et al.
Published: (2023)
by: Soni, Ritik, et al.
Published: (2023)
Functional CLTs for subordinated Lévy models in physics, finance, and econometrics
by: Søjmark, Andreas, et al.
Published: (2023)
by: Søjmark, Andreas, et al.
Published: (2023)
Stereological determination of particle size distributions for similar convex bodies
by: van der Jagt, Thomas, et al.
Published: (2023)
by: van der Jagt, Thomas, et al.
Published: (2023)
Statistical inference for Levy-driven graph supOU processes: From short- to long-memory in high-dimensional time series
by: Mehta, Shreya, et al.
Published: (2025)
by: Mehta, Shreya, et al.
Published: (2025)
Beyond Wald's Equation and the Optional Sampling Theorem
by: Klass, Michael J., et al.
Published: (2026)
by: Klass, Michael J., et al.
Published: (2026)
Practical properties of the CUSUM process
by: Baron, Michael, et al.
Published: (2025)
by: Baron, Michael, et al.
Published: (2025)
Hölder regularity and roughness: construction and examples
by: Bayraktar, Erhan, et al.
Published: (2023)
by: Bayraktar, Erhan, et al.
Published: (2023)
A hybrid-Hill estimator enabled by heavy-tailed block maxima
by: Neves, Claudia, et al.
Published: (2025)
by: Neves, Claudia, et al.
Published: (2025)
Comparative Evaluation of VaR Models: Historical Simulation, GARCH-Based Monte Carlo, and Filtered Historical Simulation
by: Tian, Xin
Published: (2025)
by: Tian, Xin
Published: (2025)
Adaptive inference over Besov spaces in the white noise model using $p$-exponential priors
by: Agapiou, Sergios, et al.
Published: (2022)
by: Agapiou, Sergios, et al.
Published: (2022)
On minimal predictable intensity of point processes
by: Wang, Haoming
Published: (2024)
by: Wang, Haoming
Published: (2024)
Estimating Changepoints in Extremal Dependence, Applied to Aviation Stock Prices During COVID-19 Pandemic
by: Hazra, Arnab, et al.
Published: (2023)
by: Hazra, Arnab, et al.
Published: (2023)
Modelling and prediction of the wildfire data using fractional Poisson process
by: Bapat, Sudeep R., et al.
Published: (2024)
by: Bapat, Sudeep R., et al.
Published: (2024)
A Selection Premium Decomposition for the Expected Maximum of Random Walks
by: de la Pena, Victor H., et al.
Published: (2026)
by: de la Pena, Victor H., et al.
Published: (2026)
The structure of entrance and exit at infinity for time-changed Lévy processes
by: Baguley, Samuel, et al.
Published: (2024)
by: Baguley, Samuel, et al.
Published: (2024)
On the optimal stopping of Gauss-Markov bridges with random pinning points
by: Azze, Abel, et al.
Published: (2025)
by: Azze, Abel, et al.
Published: (2025)
Moment conditions for random coefficient AR($\infty$) under non-negativity assumptions
by: Maillard, Pascal, et al.
Published: (2022)
by: Maillard, Pascal, et al.
Published: (2022)
An integral over $(0,π)$ for the distribution function of a sum of independent gamma random variables and for quadratic forms of Gaussian variables
by: Royen, Thomas
Published: (2024)
by: Royen, Thomas
Published: (2024)
Fractional Compound Poisson Random Fields on Plane
by: Vishwakarma, P., et al.
Published: (2025)
by: Vishwakarma, P., et al.
Published: (2025)
Incorporation of NAMs dynamic reservoir model into Cox rate-and-state model for monitoring earthquakes in the Groningen gas field
by: Baki, Zhuldyzay
Published: (2024)
by: Baki, Zhuldyzay
Published: (2024)
Weak Convergence of Stochastic Integrals on Skorokhod Space in Skorokhod's J1 and M1 Topologies
by: Sojmark, Andreas, et al.
Published: (2023)
by: Sojmark, Andreas, et al.
Published: (2023)
Nonparametric estimation of trawl processes: Theory and applications
by: Sauri, Orimar, et al.
Published: (2022)
by: Sauri, Orimar, et al.
Published: (2022)
Characterization of exchangeable measure-valued Pólya urn sequences
by: Sariev, Hristo, et al.
Published: (2023)
by: Sariev, Hristo, et al.
Published: (2023)
Cluster size distributions of discrete random fields
by: Cheng, Dan, et al.
Published: (2026)
by: Cheng, Dan, et al.
Published: (2026)
Sharp Decoupling Inequalities for the Variances and Second Moments of Sums of Dependent Random Variables
by: de la Pena, Victor H., et al.
Published: (2025)
by: de la Pena, Victor H., et al.
Published: (2025)
Conditions for recurrence and transience for time-inhomogeneous random walks
by: Abramov, Vyacheslav M.
Published: (2023)
by: Abramov, Vyacheslav M.
Published: (2023)
Extremal Process of Last Progeny Modified Branching Random Walks
by: Ghosh, Partha Pratim, et al.
Published: (2024)
by: Ghosh, Partha Pratim, et al.
Published: (2024)
On the spatial extent of extreme threshold exceedances
by: Cotsakis, Ryan, et al.
Published: (2024)
by: Cotsakis, Ryan, et al.
Published: (2024)
The Funessian process: Non-Markovian dynamics shaped by the first event
by: Canturk, Bilal, et al.
Published: (2026)
by: Canturk, Bilal, et al.
Published: (2026)
Stationary switching random walks
by: Vysotsky, Vladislav
Published: (2024)
by: Vysotsky, Vladislav
Published: (2024)
Asymptotic expansions for normal deviations of random walks conditioned to stay positive
by: Denisov, Denis, et al.
Published: (2024)
by: Denisov, Denis, et al.
Published: (2024)
Similar Items
-
Multiscale scanning with nuisance parameters
by: König, Claudia, et al.
Published: (2023) -
Set-indexed and multiple sums in high dimensions
by: Jin, Bochen, et al.
Published: (2026) -
Functional limit laws for the intensity measure of point processes and applications
by: Francisci, Giacomo, et al.
Published: (2024) -
A fractional Brownian -- Hawkes model for the Italian electricity spot market: estimation and forecasting
by: Giordano, Luca M., et al.
Published: (2019) -
Prediction of linear fractional stable motions using codifference, with application to non-Gaussian rough volatility
by: Garcin, Matthieu, et al.
Published: (2025)