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Mathias Vetter

Identifiers

  • name variant Mathias Vetter 0.60 · backfill

Papers (17)

  1. Multiscale change point detection for dependent data math.ST · 2018 · author #3
  2. Laws of large numbers for Hayashi-Yoshida-type functionals math.PR · 2018 · author #2
  3. The null hypothesis of common jumps in case of irregular and asynchronous observations math.ST · 2017 · author #2
  4. Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes math.ST · 2017 · author #2
  5. Testing for simultaneous jumps in case of asynchronous observations math.ST · 2016 · author #2
  6. A note on central limit theorems for quadratic variation in case of endogenous observation times math.ST · 2016 · author #1
  7. Weak convergence of the empirical truncated distribution function of the L\'evy measure of an It\=o semimartingale math.ST · 2015 · author #2
  8. On U- and V-statistics for discontinuous Ito semimartingales math.PR · 2015 · author #3
  9. Nonparametric change-point analysis of volatility math.ST · 2015 · author #3
  10. Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process stat.ME · 2014 · author #3
  11. A test for stationarity based on empirical processes math.ST · 2013 · author #2
  12. Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps math.ST · 2013 · author #2
  13. Model checks for the volatility under microstructure noise math.ST · 2012 · author #1
  14. Estimation of integrated volatility of volatility with applications to goodness-of-fit testing math.ST · 2012 · author #1
  15. Nonparametric inference on L\'evy measures and copulas math.ST · 2012 · author #2
  16. Limit theorems for moving averages of discretized processes plus noise math.ST · 2010 · author #3
  17. Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps math.ST · 2009 · author #2

Mentions

  • 1506.07404 #2 · backfill · confidence 0.70 Mathias Vetter
  • 1505.06119 #3 · backfill · confidence 0.70 Mathias Vetter
  • 1502.00043 #3 · backfill · confidence 0.70 Mathias Vetter
  • 1412.5376 #3 · backfill · confidence 0.70 Mathias Vetter
  • 1312.5448 #2 · backfill · confidence 0.70 Mathias Vetter
  • 1305.3068 #2 · backfill · confidence 0.70 Mathias Vetter
  • 1211.5507 #1 · backfill · confidence 0.70 Mathias Vetter
  • 1206.5761 #1 · backfill · confidence 0.70 Mathias Vetter
  • 1205.0417 #2 · backfill · confidence 0.70 Mathias Vetter
  • 1010.0335 #3 · backfill · confidence 0.70 Mathias Vetter
  • 0909.0827 #2 · backfill · confidence 0.70 Mathias Vetter

Frequent Coauthors