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Nonparametric estimation of cumulative incidence functions for competing risks data with missing cause of failure
Effraimidis, Georgios; Dahl, Christian M. - 2013
Persistent link: https://www.econbiz.de/10010226782
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A test for the rank of the volatility process : the random perturbation approach
Jacod, Jean; Podolskij, Mark - 2012
Persistent link: https://www.econbiz.de/10009785770
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Functional limit theorems for generalized variations of the fractional Brownian sheet
Pakkanen, Mikko S.; Réveillac, Anthony - 2014
Persistent link: https://www.econbiz.de/10010346664
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Testing the local volatility assumption : a statistical approach
Podolskij, Mark; Rosenbaum, Mathieu - 2011
Persistent link: https://www.econbiz.de/10008807427
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On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim; Podolskij, Mark; Vetter, Mathias - 2011
Persistent link: https://www.econbiz.de/10009413031
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A martingale decomposition of discrete Markov chains
Hansen, Peter Reinhard - 2015
Persistent link: https://www.econbiz.de/10010514601
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Multipower variation for Brownian semistationary processes
Barndorff-Nielsen, Ole E.; Corcuera, José Manual; … - 2009
Persistent link: https://www.econbiz.de/10003849554
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Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark; Vetter, Mathias - 2009
Persistent link: https://www.econbiz.de/10003883610
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Tightness of M-estimators for multiple linear regression in time series
Johansen, Søren; Nielsen, Bent - 2016
Persistent link: https://www.econbiz.de/10011524093
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On u- and v-statistics for discontinuous Itô semimartingales
Podolskij, Mark; Schmidt, Christian; Vetter, Mathias - 2015
Persistent link: https://www.econbiz.de/10011398532