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Author ID: trabs.mathias Recent zbMATH articles by "Trabs, Mathias"
Published as: Trabs, Mathias
External Links: MGP
Documents Indexed: 22 Publications since 2012, including 1 Book and 2 Additional arXiv Preprints
Reviewing Activity: 13 Reviews
Co-Authors: 15 Co-Authors with 16 Joint Publications
311 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

19 Publications have been cited 178 times in 119 Documents Cited by Year
Volatility estimation for stochastic PDEs using high-frequency observations. Zbl 1462.60082
Bibinger, Markus; Trabs, Mathias
28
2020
Adaptive quantile estimation in deconvolution with unknown error distribution. Zbl 1388.62095
Dattner, Itai; Reiß, Markus; Trabs, Mathias
19
2016
On central limit theorems for power variations of the solution to the stochastic heat equation. Zbl 1434.60064
Bibinger, Markus; Trabs, Mathias
16
2019
Rough differential equations driven by signals in Besov spaces. Zbl 1339.34065
Prömel, David J.; Trabs, Mathias
15
2016
Calibration of self-decomposable Lévy models. Zbl 1285.62101
Trabs, Mathias
15
2014
Parameter estimation for SPDEs based on discrete observations in time and space. Zbl 1471.62276
Hildebrandt, Florian; Trabs, Mathias
13
2021
High-frequency Donsker theorems for Lévy measures. Zbl 1333.60063
Nickl, Richard; Reiß, Markus; Söhl, Jakob; Trabs, Mathias
12
2016
A uniform central limit theorem and efficiency for deconvolution estimators. Zbl 1295.62034
Söhl, Jakob; Trabs, Mathias
9
2012
Quantile estimation for Lévy measures. Zbl 1327.62228
Trabs, Mathias
8
2015
Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift. Zbl 1357.62198
Söhl, Jakob; Trabs, Mathias
6
2016
Information bounds for inverse problems with application to deconvolution and Lévy models. Zbl 1346.60063
Trabs, Mathias
6
2015
Spectral estimation for diffusions with random sampling times. Zbl 1345.62117
Chorowski, Jakub; Trabs, Mathias
6
2016
On infinitely divisible distributions with polynomially decaying characteristic functions. Zbl 1302.60038
Trabs, Mathias
5
2014
Bayesian inverse problems with unknown operators. Zbl 1394.62036
Trabs, Mathias
5
2018
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes. Zbl 1404.62081
Belomestny, Denis; Trabs, Mathias
5
2018
Paracontrolled distribution approach to stochastic Volterra equations. Zbl 1476.45001
Prömel, David J.; Trabs, Mathias
4
2021
Sparse covariance matrix estimation in high-dimensional deconvolution. Zbl 1466.62332
Belomestny, Denis; Trabs, Mathias; Tsybakov, Alexandre B.
4
2019
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations. Zbl 1518.60028
Hildebrandt, Florian; Trabs, Mathias
1
2023
Dispersal density estimation across scales. Zbl 07732747
Hoffmann, Marc; Trabs, Mathias
1
2023
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations. Zbl 1518.60028
Hildebrandt, Florian; Trabs, Mathias
1
2023
Dispersal density estimation across scales. Zbl 07732747
Hoffmann, Marc; Trabs, Mathias
1
2023
Parameter estimation for SPDEs based on discrete observations in time and space. Zbl 1471.62276
Hildebrandt, Florian; Trabs, Mathias
13
2021
Paracontrolled distribution approach to stochastic Volterra equations. Zbl 1476.45001
Prömel, David J.; Trabs, Mathias
4
2021
Volatility estimation for stochastic PDEs using high-frequency observations. Zbl 1462.60082
Bibinger, Markus; Trabs, Mathias
28
2020
On central limit theorems for power variations of the solution to the stochastic heat equation. Zbl 1434.60064
Bibinger, Markus; Trabs, Mathias
16
2019
Sparse covariance matrix estimation in high-dimensional deconvolution. Zbl 1466.62332
Belomestny, Denis; Trabs, Mathias; Tsybakov, Alexandre B.
4
2019
Bayesian inverse problems with unknown operators. Zbl 1394.62036
Trabs, Mathias
5
2018
Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes. Zbl 1404.62081
Belomestny, Denis; Trabs, Mathias
5
2018
Adaptive quantile estimation in deconvolution with unknown error distribution. Zbl 1388.62095
Dattner, Itai; Reiß, Markus; Trabs, Mathias
19
2016
Rough differential equations driven by signals in Besov spaces. Zbl 1339.34065
Prömel, David J.; Trabs, Mathias
15
2016
High-frequency Donsker theorems for Lévy measures. Zbl 1333.60063
Nickl, Richard; Reiß, Markus; Söhl, Jakob; Trabs, Mathias
12
2016
Adaptive confidence bands for Markov chains and diffusions: estimating the invariant measure and the drift. Zbl 1357.62198
Söhl, Jakob; Trabs, Mathias
6
2016
Spectral estimation for diffusions with random sampling times. Zbl 1345.62117
Chorowski, Jakub; Trabs, Mathias
6
2016
Quantile estimation for Lévy measures. Zbl 1327.62228
Trabs, Mathias
8
2015
Information bounds for inverse problems with application to deconvolution and Lévy models. Zbl 1346.60063
Trabs, Mathias
6
2015
Calibration of self-decomposable Lévy models. Zbl 1285.62101
Trabs, Mathias
15
2014
On infinitely divisible distributions with polynomially decaying characteristic functions. Zbl 1302.60038
Trabs, Mathias
5
2014
A uniform central limit theorem and efficiency for deconvolution estimators. Zbl 1295.62034
Söhl, Jakob; Trabs, Mathias
9
2012
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Cited by 162 Authors

14 Trabs, Mathias
5 Cialenco, Igor
5 Todorov, Viktor
5 Uchida, Masayuki
4 Belomestny, Denis
4 Friz, Peter
4 Kaino, Yusuke
4 Reiß, Markus
4 Tudor, Ciprian A.
3 Altmeyer, Randolf
3 Kappus, Johanna
3 Kurisu, Daisuke
3 Mabon, Gwennaëlle
3 Pasemann, Gregor
3 Prömel, David J.
3 Ralchenko, Kostiantyn V.
3 Söhl, Jakob
3 Vetter, Mathias
2 Avetisian, Diana
2 Chorowski, Jakub
2 Chouk, Khalil
2 Dattner, Itai
2 Gamain, Julie
2 Gubinelli, Massimiliano
2 Gugushvili, Shota
2 Harang, Fabian Andsem
2 Hildebrandt, Florian
2 Hoffmann, Michael
2 Jeon, Jeong Min
2 Kato, Kengo
2 Kim, Hyunjung
2 Munk, Axel
2 Otsu, Taisuke
2 Papagiannouli, Katerina
2 Park, Byeong Uk
2 Perkowski, Nicolas
2 Roth, Stefan
2 Shevchenko, Radomyra
2 Stannat, Wilhelm
2 Strauch, Claudia
2 Tindel, Samy
2 Tonaki, Yozo
2 Tsybakov, Alexandre B.
2 Van Keilegom, Ingrid
2 Veraart, Almut E. D.
1 Abraham, Kweku
1 Adusumilli, Karun
1 Aeckerle-Willems, Cathrine
1 Alonso, Sergio
1 Assaad, Obayda
1 Avetisian, D. A.
1 Balabdaoui, Fadoua
1 Benth, Fred Espen
1 Berger, David
1 Beta, Carsten
1 Bibinger, Markus
1 Bossert, Patrick
1 Boutros, Daniel W.
1 Brandes, Dirk-Philip
1 Bretschneider, Till
1 Bruned, Yvain
1 Brzeźniak, Zdzisław
1 Burnetas, Apostolos N.
1 Cass, Thomas Richard
1 Cheng, Ziteng
1 Chichignoud, Michaël
1 Chong, Carsten
1 Coca, Alberto J.
1 Collier, Olivier
1 Comminges, Laetitia
1 Comte, Fabienne
1 Courgeau, Valentin
1 Crisan, Dan O.
1 Curato, Imma Valentina
1 Dalang, Robert C.
1 de Hoop, Maarten V.
1 Debussche, Arnaud
1 del Álamo, Miguel
1 Delgado-Vences, Francisco J.
1 Dette, Holger
1 Dong, Hao
1 Doss, Charles R.
1 Dümbgen, Lutz
1 Durot, Cécile
1 Duval, Céline
1 Escanciano, Juan Carlos
1 Flemming, Sven
1 Fujimori, Kou
1 Gairing, Jan M.
1 Gao, Jinghuai
1 Gong, Ruoting
1 Han, Kyunghee
1 Hayashi, Takaki
1 Huang, Yicong
1 Janák, Josef
1 Jia, Junxiong
1 Jurek, Zbigniew J.
1 Karcher, Wolfgang
1 Katsetsiadis, Foivos
1 Khalil, Zeina Mahdi
...and 62 more Authors
all top 5

Cited in 44 Serials

13 The Annals of Statistics
12 Stochastic Processes and their Applications
10 Bernoulli
10 Electronic Journal of Statistics
7 Statistical Inference for Stochastic Processes
5 Japanese Journal of Statistics and Data Science
4 Journal of Econometrics
4 Modern Stochastics. Theory and Applications
3 Journal of Differential Equations
3 Statistics & Probability Letters
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Stochastics and Dynamics
3 SIAM/ASA Journal on Uncertainty Quantification
2 Communications in Mathematical Physics
2 Journal of Mathematical Analysis and Applications
2 Journal of Statistical Planning and Inference
2 The Annals of Applied Probability
2 Theory of Probability and Mathematical Statistics
2 Mathematical Methods of Statistics
2 Stochastic and Partial Differential Equations. Analysis and Computations
1 Inverse Problems
1 Nonlinearity
1 Scandinavian Journal of Statistics
1 The Annals of Probability
1 Journal of Applied Probability
1 Journal of Multivariate Analysis
1 Transactions of the American Mathematical Society
1 Statistics
1 Probability Theory and Related Fields
1 Journal of Nonlinear Science
1 Calculus of Variations and Partial Differential Equations
1 Electronic Journal of Differential Equations (EJDE)
1 Electronic Journal of Probability
1 Finance and Stochastics
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Econometric Theory
1 Journal of Machine Learning Research (JMLR)
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Advances in Difference Equations
1 Oberwolfach Reports
1 Journal of Industrial and Management Optimization
1 Inverse Problems and Imaging
1 Kyoto Journal of Mathematics
1 Journal of the Japan Statistical Society. Japanese Issue

Citations by Year