Vetter, Mathias

1. Multiscale change point detection for dependent data
   2018/11/14 by Dette, Holger, Schüler, Theresa, Vetter, Mathias · 2 citations
   #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Statistics Theory (math.ST)
2. Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itō semimartingale
   2015/06/24 by Michael Hoffmann, Hoffmann, Michael, Mathias Vetter +2 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability and Risk Models #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications #math.ST #stat.TH