Hoffmann, Michael; Vetter, Mathias; Dette, Holger Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes. (English) Zbl 1401.60053 Stochastic Processes Appl. 128, No. 11, 3679-3723 (2018). MSC: 60F17 60G51 62G10 PDFBibTeX XMLCite \textit{M. Hoffmann} et al., Stochastic Processes Appl. 128, No. 11, 3679--3723 (2018; Zbl 1401.60053) Full Text: DOI arXiv
Hoffmann, Michael; Vetter, Mathias Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale. (English) Zbl 1364.60042 Stochastic Processes Appl. 127, No. 5, 1517-1543 (2017). MSC: 60F17 60F05 60G48 60G51 60G15 62M09 PDFBibTeX XMLCite \textit{M. Hoffmann} and \textit{M. Vetter}, Stochastic Processes Appl. 127, No. 5, 1517--1543 (2017; Zbl 1364.60042) Full Text: DOI arXiv
Perman, Mihael; Wellner, Jon A. An excursion approach to maxima of the Brownian bridge. (English) Zbl 1306.60115 Stochastic Processes Appl. 124, No. 9, 3106-3120 (2014). MSC: 60J65 60G55 60J55 62E20 PDFBibTeX XMLCite \textit{M. Perman} and \textit{J. A. Wellner}, Stochastic Processes Appl. 124, No. 9, 3106--3120 (2014; Zbl 1306.60115) Full Text: DOI arXiv