Neumann, Michael H.

1. Nonparametric estimation for Lévy processes from low-frequency observations
   2007/09/13 by Neumann, Michael H., Reiss, Markus · 1 citation
   #62G15 #62M15 #FOS: Computer and information sciences #FOS: Mathematics #Methodology (stat.ME) #Probability (math.PR) #Statistics Theory (math.ST)
2. Stationarity and ergodic properties for some observation-driven models in random environments
   2020/07/15 by Doukhan, Paul, Neumann, Michael H., Truquet, Lionel · 2 citations
   #FOS: Mathematics #Statistics Theory (math.ST)