Publications

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

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

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