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Jump variation estimation with noisy high frequency financial data via wavelets
Free accessBASE | 2016| -
Vine copula based likelihood estimation of dependence patterns in multivariate event time data
Free accessBASE | 2019| -
The generalized equivalence of regularization and min–max robustification in linear mixed models
Free accessBASE | 2021| -
Anisotropic Brown-Resnick space-time processes: estimation and model assessment
Free accessBASE | 2018| -
Efficient maximum likelihood estimation of copula based meta t-distributions
Free accessBASE | 2015|
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