Schroers, Dennis

1. A weak law of large numbers for realised covariation in a Hilbert space setting
   2020/11/25 by Fred Espen Benth, Dennis Schroers, Benth, Fred Espen +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60F99 #62M99 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
2. Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions
   2024/01/29 by Schroers, Dennis · 1 citation
   #46N30 #60H15 #62E20 #FOS: Computer and information sciences #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Methodology (stat.ME)
3. A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
   2022/05/08 by Fred Espen Benth, Dennis Schroers, Benth, Fred Espen +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #46N30 (Primary) 60H15 (Secondary) #62E20 #FOS: Computer and information sciences #FOS: Mathematics #Financial Risk and Volatility Modeling #G.3 #Methodology (stat.ME) #Statistical Methods and Inference #Statistics Theory (math.ST) #Stochastic processes and financial applications
4. Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
   2024/06/17 by Schroers, Dennis · 1 citation
   #Econometrics (econ.EM) #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Statistical Finance (q-fin.ST)