Hilmar Mai

Identifiers

• name variant Hilmar Mai 0.60 · backfill

Papers (5)

1. Jump filtering and efficient drift estimation for L\'evy-driven SDE's math.ST · 2016 · author #3
2. Generalized Post-Widder inversion formula with application to statistics math.ST · 2015 · author #2
3. Forward-reverse EM algorithm for Markov chains: convergence and numerical analysis math.ST · 2015 · author #2
4. Efficient maximum likelihood estimation for L\'{e}vy-driven Ornstein-Uhlenbeck processes math.ST · 2014 · author #1
5. Pathwise stability of likelihood estimators for diffusions via rough paths math.PR · 2013 · author #3

Mentions

• 1501.07091 #2 · arxiv_oai · confidence 0.70 Hilmar Mai
• 1501.07091 #2 · backfill · confidence 0.70 Hilmar Mai
• 1403.2954 #1 · backfill · confidence 0.70 Hilmar Mai
• 1311.1061 #3 · backfill · confidence 0.70 Hilmar Mai

Frequent Coauthors

• John Schoenmakers 2 shared papers
• Arnaud Gloter 1 shared papers
• Christian Bayer 1 shared papers
• Dasha Loukianova 1 shared papers
• Denis Belomestny 1 shared papers
• Joscha Diehl 1 shared papers
• Peter Friz 1 shared papers