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12/01/2022
Functional estimation and change detection for nonstationary time series
Tests for structural breaks in time series should ideally be sensitive t...
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11/04/2022
Projection inference for high-dimensional covariance matrices with structured shrinkage targets
Analyzing large samples of high-dimensional data under dependence is a c...
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08/15/2022
Estimation of mixed fractional stable processes using high-frequency data
The linear fractional stable motion generalizes two prominent classes of...
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07/21/2022
Rate-optimal estimation of mixed semimartingales
Consider the sum Y=B+B(H) of a Brownian motion B and an independent frac...
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03/07/2022
Sequential Gaussian approximation for nonstationary time series in high dimensions
Gaussian couplings of partial sum processes are derived for the high-dim...
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06/04/2021
Confidence bands for exponential distribution functions under progressive type-II censoring
Based on a progressively type-II censored sample from the exponential di...
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09/16/2019
Exact Semiparametric Inference and Model Selection for Load-Sharing Systems
As a specific proportional hazard rates model, sequential order statisti...
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06/19/2019
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process
The Blumenthal-Getoor (BG) index characterizes the jump measure of an in...
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11/15/2018
