Trabs, Mathias

1. Parameter estimation for SPDEs based on discrete observations in time\n and space
   2019/10/02 by Florian Hildebrandt, Mathias Trabs, Hildebrandt, Florian +1 · 4 citations
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling
2. Volatility estimation for stochastic PDEs using high-frequency\n observations
   2017/10/10 by Markus Bibinger, Bibinger, Markus, Mathias Trabs +1 · 3 citations
   Economics, Econometrics and Finance · #60H15 (Secondary) #62M10 (Primary) #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications
3. Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
   2021/02/26 by Florian Hildebrandt, Hildebrandt, Florian, Mathias Trabs +1 · 1 citation
   Mathematics · Economics, Econometrics and Finance · Decision Sciences · #Statistical Methods and Inference #Stochastic processes and financial applications #demographic modeling and climate adaptation
4. On the minimax optimality of Flow Matching through the connection to kernel density estimation
   2025/04/17 by Kunkel, Lea, Trabs, Mathias · 4 citations
   #62E17 #62G07 #68T07 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistics Theory (math.ST)