48 citations · 192 across the 16 of their papers we have counts for
Showing 2017Show all
2 papers · 1 filter
math.ST2017
Sparse covariance matrix estimation in high-dimensional deconvolution
Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov
We study the estimation of the covariance matrix of a -dimensional normal random vector based on independent observations corrupted by additive noise. Only a general non…
math.ST2017
Volatility estimation for stochastic PDEs using high-frequency observations
Markus Bibinger, Mathias Trabs
We study the parameter estimation for parabolic, linear, second-order, stochastic partial differential equations (SPDEs) observing a mild solution on a discrete grid in time and sp…