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researcher

Mathias Vetter

21 papers hereh-index 161.9k citations37 works total

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

author position
  • sole author2
  • first author3
  • middle author3
  • last author13

Across the 21 of 21 papers where every author was matched, so the position is known.

fields
  • math.ST16
  • math.PR3
  • econ.EM1
  • stat.ME1
same name
  • Mathias Vetter — 2 papers, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedEstimation of volatility functionals in the simultaneous presence of microstructure noise and jumps

310 citations · 565 across the 13 of their papers we have counts for

collaborators
Showing 2018 · math.STShow all

1 paper · 2 filters

math.ST2018

Multiscale change point detection for dependent data

Holger Dette, Theresa Schüler, Mathias Vetter

In this paper we study the theoretical properties of the simultaneous multiscale change point estimator (SMUCE) proposed by Frick et al. (2014) in regression models with dependent…

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