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Department of Pure Mathematics and Mathematical Statistics

Publications

Estimation error for occupation time functionals of stationary Markov processes
R Altmeyer, J Chorowski
– Stochastic Processes and their Applications
(2018)
128,
1830
Functional stable limit theorems for quasi-efficient spectral covolatility estimators
R Altmeyer, M Bibinger
– Stochastic Processes and their Applications
(2015)
125,
4556
Estimating occupation time functionals
R Altmeyer
Nonparametric estimation for linear SPDEs from local measurements
R Altmeyer, M ReiƟ
Central limit theorems for discretized occupation time functionals
R Altmeyer

Room

D0.17

Telephone

01223 765922