On multiple change-point estimation for Poisson process

Non-parametric threshold estimation for classical risk process perturbed by diffusion

Non-parametric threshold estimation for classical risk process perturbed by diffusion

Parametric covariation from noisy observations: efficiency, equivalence and estimation

Parametric covariation from noisy observations: efficiency, equivalence and estimation

Change-point analysis for rough fractional volatility models

Change-point analysis for rough fractional volatility models

Local asymptotic normality for stochastic Hogdkin-Huxley-systems

Local asymptotic normality for stochastic Hogdkin-Huxley-systems

Inference for fractional Ornstein-Uhlenbeck processes with periodic mean

Inference for fractional Ornstein-Uhlenbeck processes with periodic mean

Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph

Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph

Large deviations for the squared radial Ornstein-Uhlenbeck process

Large deviations for the squared radial Ornstein-Uhlenbeck process

Large deviations for Markov-modulated diffusion processes with rapid switching

Large deviations for Markov-modulated diffusion processes with rapid switching

On Schwarz type model comparison

On Schwarz type model comparison

Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions