◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

M. S. Nielsen

10 papers hereh-index 569 citations22 works total

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

author position
  • sole author1
  • first author3
  • middle author5
  • last author1

Across the 10 of 10 papers where every author was matched, so the position is known.

fields
  • math.PR7
  • econ.EM1
  • stat.AP1
  • stat.ML1

identity via Semantic Scholar / OpenAlex

activity
20172021
most citedHigh-dimensional estimation of quadratic variation based on penalized realized variance

5 citations · 9 across the 6 of their papers we have counts for

collaborators
Showing 2019 · math.PRShow all

1 paper · 2 filters

math.PR2019

On non-stationary solutions to MSDDEs: representations and the cointegration space

Mikkel Slot Nielsen

In this paper we study solutions to multivariate stochastic delay differential equations (MSDDEs) which have stationary increments, and we show that this modeling framework is in m…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.