Publications
You can find the publication lists of members of this research group on their personal websites:
- Publications Prof. Dr. Markus Bibinger
- Publications PD Dr. habil. Anton Klimovsky
- Publications Prof. Dr. Michael Falk
- Publications Prof. Dr. Frank Marohn
- Publications Prof. Dr. Rainer Goeb at ResearchGate
Current preprints and working papers
- Markus Bibinger (2024): Probabilistic models and statistics for electronic financial markets in the digital age, forthcoming in Jahresbericht der Deutschen Mathematiker-Vereinigung (Open Access) arxive: 2406.07388
- Patrick Bossert (2024): Statistical structure and inference methods for discrete high-frequency observations of SPDEs in one and multiple space dimensions, PhD thesis.
- Markus Bibinger, Nikolaus Hautsch & Alexander Ristig (2024): Jump detection in high-frequency order prices arxive: 2403.00819
- Markus Bibinger & Michael Sonntag (2024): Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent arxiv:2305.01751
- Markus Bibinger (2024): Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise arxiv:2301.01965, forthcoming in the Journal of Applied Probability
- Markus Bibinger & Patrick Bossert (2023): Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities link, in Japanese Journal of Statistics and Data Science (Open Access)
Publications by other members of our group
- Patrick Bossert (2024): Parameter estimation for second-order SPDEs in multiple space dimensions link, in Statistical inference for stochastic processes (Open Access)
More information about the book "A First Course on Time Series Analysis with SAS".
