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researcher

A. Neuenkirch

22 papers hereh-index 241.7k citations52 works total

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

author position
  • sole author1
  • first author11
  • middle author3
  • last author7

Across the 22 of 22 papers where every author was matched, so the position is known.

fields
  • math.PR11
  • math.NA8
  • math.AP1
  • math.DS1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20062023
most citedA Milstein-type scheme without Levy area terms for SDEs driven by fractional Brownian motion

52 citations · 157 across the 19 of their papers we have counts for

collaborators
Showing 2011 · math.PRShow all

1 paper · 2 filters

math.PR2011

A least square-type procedure for parameter estimation in stochastic differential equations with additive fractional noise

Andreas Neuenkirch, Samy Tindel

We study a least square-type estimator for an unknown parameter in the drift coefficient of a stochastic differential equation with additive fractional noise of Hurst parameter H>1…

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