Publications

You can find the publication lists of members of this research group on their personal websites:

Markus Bibinger, Jun Yu and Chen Zhang (2025): Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion arXiv:2504.15985
Markus Bibinger, Nikolaus Hautsch & Alexander Ristig (2025): Jump detection in high-frequency order prices, forthcoming in the Journal of Econometrics (Open Access)
Markus Bibinger (2024): Probabilistic models and statistics for electronic financial markets in the digital age, forthcoming in Jahresbericht der Deutschen Mathematiker-Vereinigung (Open Access) arxive: 2406.07388
Markus Bibinger & Michael Sonntag (2025): Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent, forthcoming in Econometrics and Statistics (Open Access)
Anton Klimovsky (with Andreas Greven, Frank den Hollander and Anita Winter): Continuum graph dynamics via population dynamics: well-posedness, duality and equilibria. Stoch. Proc. Appl., Volume 188, 2025.
Anton Klimovsky (with Andreas Greven, Frank den Hollander and Anita Winter): The grapheme-valued Wright–Fisher diffusion with mutation. Theoretical Population Biology 158, 76-88, 2024.
Anton Klimovsky & Thomas van Belle (2024): Meeting times of Markov chains via singular value decomposition, arxive: 2406.04958
Maximilian Fels, Lisa Hartung & Anton Klimovsky (2023): The phase diagram of the complex continuous random energy model: The weak correlation regime, arxive: 2304.03574

Patrick Bossert (2024): Parameter estimation for second-order SPDEs in multiple space dimensions link, in Statistical inference for stochastic processes (Open Access)
Patrick Bossert (2024): Statistical structure and inference methods for discrete high-frequency observations of SPDEs in one and multiple space dimensions, PhD thesis.

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