A weak law of large numbers for realised covariation in a Hilbert space setting FE Benth, D Schroers, AED Veraart Stochastic Processes and their Applications 145, 241-268, 2022 | 12 | 2022 |
On a class of stochastic partial differential equations with multiple invariant measures B Farkas, M Friesen, B Rüdiger, D Schroers Nonlinear Differential Equations and Applications NoDEA 28, 1-46, 2021 | 9 | 2021 |
Copula Measures and Sklar's Theorem in Arbitrary Dimensions FE Benth, G Di Nunno, D Schroers Scandinavian Journal of Statistics, 2020 | 9 | 2020 |
A feasible central limit theorem for realised covariation of SPDEs in the context of functional data FE Benth, D Schroers, AED Veraart The Annals of Applied Probability 34 (2), 2208-2242, 2024 | 3 | 2024 |
A Topological Proof of Sklar's Theorem in Arbitrary Dimensions F Espen Benth, G Di Nunno, D Schroers arXiv e-prints, arXiv: 2101.08598, 2021 | 2* | 2021 |
Dynamically Consistent Analysis of Realized Covariations in Term Structure Models D Schroers arXiv preprint arXiv:2406.19412, 2024 | | 2024 |
Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions D Schroers arXiv preprint arXiv:2401.16286, 2024 | | 2024 |
A feasible central limit theorem for realised covariation of SPDEs in the context of functional data F Espen Benth, D Schroers, AED Veraart arXiv e-prints, arXiv: 2205.03927, 2022 | | 2022 |
New Topics in Nonlinear Functional Data Analysis D Schroers | | 2022 |