Deutsch Intern
  • Mathematical formulas
  • Graphic Stochastics
  • Graphic Stochastics
Applied Stochastics


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

Current preprints and working papers

  • Patrick Bossert (2023): Parameter estimation for second-order SPDEs in multiple space dimensions arxive: 2310.17828
  • Markus Bibinger & Michael Sonntag (2023): Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent arxiv:2305.01751
  • Markus Bibinger & Patrick Bossert (2023): Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities link, forthcoming in Japanese Journal of Statistics and Data Science
  • Markus Bibinger (2023): Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise arxiv:2301.01965, forthcoming in the Journal of Applied Probability


More information about the book "A First Course on Time Series Analysis with SAS".