Publications
Nonparametric estimation for linear SPDEs from local measurements
– The Annals of Applied Probability
(2021)
31,
(DOI: 10.1214/20-aap1581)
Testing for Balance in Social Networks
– Journal of the American Statistical Association
(2020)
1
Estimation error for occupation time functionals of stationary Markov processes
– Stochastic Processes and their Applications
(2018)
128,
1830
(DOI: 10.1016/j.spa.2017.08.013)
Functional stable limit theorems for quasi-efficient spectral covolatility estimators
– Stochastic Processes and their Applications
(2015)
125,
4556
(DOI: 10.1016/j.spa.2015.07.009)
Parameter Estimation in an SPDE Model for Cell Repolarisation
Approximation of occupation time functionals
Central limit theorems for discretized occupation time functionals
Parameter estimation for semilinear SPDEs from local measurements