Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions R Nickl, J Söhl
76 2017 Shear viscosity computed from the finite-size effects of self-diffusivity in equilibrium molecular dynamics SH Jamali, R Hartkamp, C Bardas, J Söhl, TJH Vlugt, OA Moultos
Journal of chemical theory and computation 14 (11), 5959-5968, 2018
54 2018 Bernstein–von Mises theorems for statistical inverse problems II: Compound Poisson processes R Nickl, J Söhl
38 2019 High-frequency Donsker theorems for Lévy measures R Nickl, M Reiß, J Söhl, M Trabs
Probability Theory and Related Fields 164, 61-108, 2016
29 2016 Confidence sets in nonparametric calibration of exponential Lévy models J Söhl
Finance and Stochastics 18, 617-649, 2014
19 2014 A uniform central limit theorem and efficiency for deconvolution estimators J Söhl, M Trabs
17 2012 Option calibration of exponential L\'evy models: Confidence intervals and empirical results J Söhl, M Trabs
arXiv preprint arXiv:1202.5983, 2012
13 2012 Noise fit, estimation error and a Sharpe information criterion D Paulsen, J Söhl
Quantitative Finance 20 (6), 1027-1043, 2020
12 * 2020 Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift J Söhl, M Trabs
ESAIM: Probability and Statistics 20, 432-462, 2016
11 2016 Polar sets for anisotropic Gaussian random fields J Söhl
Statistics & probability letters 80 (9-10), 840-847, 2010
9 2010 An ultrasonic sensor for human presence detection to assist rescue work in large buildings T van Groeningen, H Driessen, J Söhl, R Voûte
ISPRS annals of the photogrammetry, remote sensing and spatial information …, 2018
8 2018 Uniform central limit theorems for the Grenander estimator J Söhl
3 2015 Statistics for Stochastic Processes J Söhl
Lecture notes available online, 2015
2 2015 Central limit theorems and confidence sets in the calibration of Lévy models and in deconvolution J Söhl
Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013
1 2013 Documentation: Option calibration of exponential Lévy models in R J Söhl, M Trabs
URL: www. math. hu-berlin. de/trabs, 2012
1 2012 Improving state estimation through projection post-processing for activity recognition with application to football M Ciszewski, J Söhl, G Jongbloed
Statistical Methods & Applications 32 (5), 1509-1538, 2023
2023 Credibility of high M Ciszewski, J Söhl, T Leenen, B van Trigt, G Jongbloed
arXiv preprint arXiv:2305.02685, 2023
2023 Improving state estimation through projection post-processing for activity recognition in football. M Ciszewski, J Söhl, G Jongbloed
CoRR, 2021
2021 Spectral Calibration of Time-Inhomogeneous Exponential Lévy Models L Koorevaar, J Söhl, S Tendijck
European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023 Book of …, 0
Richard NicklUniversity of CambridgeBestätigte E-Mail-Adresse bei statslab.cam.ac.uk
