7 citations · 19 across the 11 of their papers we have counts for
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math.PR2021
Approximation and Error Analysis of Forward-Backward SDEs driven by General Lévy Processes using Shot Noise Series Representations
Till Massing
We consider the simulation of a system of decoupled forward-backward stochastic differential equations (FBSDEs) driven by a pure jump Lévy process and an independent Brownian m…
econ.EM2021★ 1 cited
Testing for Nonlinear Cointegration under Heteroskedasticity
Christoph Hanck, Till Massing
This article discusses Shin (1994, Econometric Theory)-type tests for nonlinear cointegration in the presence of variance breaks. We build on cointegration test approaches under he…
cs.CY2021
Effects of Early Warning Emails on Student Performance
Jens Klenke, Till Massing, Natalie Reckmann +4
We use learning data of an e-assessment platform for an introductory mathematical statistics course to predict the probability of passing the final exam for each student. Subsequen…