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researcher

M. Brautigam

5 papers hereh-index 26 citations5 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author5

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.ST3
  • q-fin.RM2

identity via Semantic Scholar / OpenAlex

activity
20192021
most citedOn the Dependence between Functions of Quantile and Dispersion Estimators

3 citations · 6 across the 5 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

math.ST2021

Joint FCLT for Sample Quantile and Measures of Dispersion for Functionals of Mixing Processes

Marcel Bräutigam, Marie Kratz

In this paper, we establish a joint (bivariate) functional central limit theorem of the sample quantile and the r-th absolute centred sample moment for functionals of mixing proc…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.