Hat mitgewirkt an:
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Nonparametric change-point inference for the jump behaviour of time-continuous processes
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Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itos semimartingale
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Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes
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Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process