4 citations · 6 across the 2 of their papers we have counts for
2 papers
math.ST2015★ 4 cited
Bootstrap tuning in ordered model selection
Vladimir Spokoiny, Niklas Willrich
In the problem of model selection for a given family of linear estimators, ordered by their variance, we offer a new "smallest accepted" approach motivated by Lepski's method and m…
math.PR2012★ 2 cited
Solutions of martingale problems for Lévy-type operators and stochastic differential equations driven by Lévy processes with discontinuous coefficients
Peter Imkeller, Niklas Willrich
We show the existence of Lévy-type stochastic processes in one space dimension with characteristic triplets that are either discontinuous at thresholds, or are stable-like with sta…