Edit Profile (opens in new tab) Trabs, Mathias Co-Author Distance Author ID: 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 all top 5 Co-Authors 5 single-authored 3 Prömel, David J. 3 Reiß, Markus 3 Söhl, Jakob 2 Belomestny, Denis 2 Bibinger, Markus 2 Hildebrandt, Florian 1 Chorowski, Jakub 1 Dattner, Itai 1 Eckstein, Stephan 1 Iske, Armin 1 Jirak, Moritz 1 Krenz, Konstantin 1 Nickl, Richard 1 Nikolaev, Paul 1 Tsybakov, Alexandre B. all top 5 Serials 4 Stochastic Processes and their Applications 3 Bernoulli 2 Journal of Differential Equations 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Electronic Journal of Statistics 1 Inverse Problems 1 The Annals of Statistics 1 Statistics & Probability Letters 1 Probability Theory and Related Fields 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics all top 5 Fields 17 Statistics (62-XX) 16 Probability theory and stochastic processes (60-XX) 3 Functional analysis (46-XX) 2 Functions of a complex variable (30-XX) 2 Partial differential equations (35-XX) 1 Ordinary differential equations (34-XX) 1 Integral equations (45-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) Publications by Year all cited Publications top 5 cited Publications 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 all cited Publications top 5 cited Publications all top 5 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 all top 5 Cited in 22 Fields 90 Statistics (62-XX) 76 Probability theory and stochastic processes (60-XX) 17 Partial differential equations (35-XX) 10 Numerical analysis (65-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Functional analysis (46-XX) 4 Integral equations (45-XX) 4 Computer science (68-XX) 3 Global analysis, analysis on manifolds (58-XX) 3 Biology and other natural sciences (92-XX) 2 Ordinary differential equations (34-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Operator theory (47-XX) 2 Fluid mechanics (76-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 Commutative algebra (13-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Relativity and gravitational theory (83-XX) Citations by Year