Mathias Trabs

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20112022

most citedCalomplification -- The Power of Generative Calorimeter Models

48 citations · 192 across the 16 of their papers we have counts for

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Showing 2014 · math.STShow all

2 papers · 2 filters

math.ST2014★ 8 cited

Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift

Jakob Söhl, Mathias Trabs

As a starting point we prove a functional central limit theorem for estimators of the invariant measure of a geometrically ergodic Harris-recurrent Markov chain in a multi-scale sp…

math.ST2014★ 11 cited

Quantile estimation for Lévy measures

Mathias Trabs

Generalizing the concept of quantiles to the jump measure of a Lévy process, the generalized quantiles $q_{τ}^{\pm} > 0$ , for $τ > 0$ , are given by the smallest values such that a jump l…