Dr Randolf Altmeyer | Department of Pure Mathematics and Mathematical Statistics

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Research Interests: Statistics for Stochastic Processes, Nonparametric Statistics, Bayesian Statistics, Statistics on Networks

Publications

Approximation of occupation time functionals

R Altmeyer

(2017)

(link to publication)

Functional stable limit theorems for quasi-efficient spectral covolatility estimators

R Altmeyer, M Bibinger

– Stochastic Processes and their Applications

(2014)

125,

4556

(doi: 10.1016/j.spa.2015.07.009)