| Volatility estimation for stochastic PDEs using high-frequency observations M Bibinger, M Trabs Stochastic Processes and their Applications 130 (5), 3005-3052, 2020 | 57 | 2020 |
| Adaptive quantile estimation in deconvolution with unknown error distribution I Dattner, M Reiß, M Trabs | 47 | 2016 |
| Parameter estimation for SPDEs based on discrete observations in time and space F Hildebrandt, M Trabs | 46 | 2021 |
| Calomplification—the power of generative calorimeter models S Bieringer, A Butter, S Diefenbacher, E Eren, F Gaede, D Hundhausen, ... Journal of Instrumentation 17 (09), P09028, 2022 | 42* | 2022 |
| Rough differential equations driven by signals in Besov spaces DJ Prömel, M Trabs Journal of Differential Equations 260 (6), 5202-5249, 2016 | 34 | 2016 |
| High-frequency Donsker theorems for Lévy measures R Nickl, M Reiß, J Söhl, M Trabs Probability Theory and Related Fields 164, 61-108, 2016 | 29 | 2016 |
| On central limit theorems for power variations of the solution to the stochastic heat equation M Bibinger, M Trabs Stochastic Models, Statistics and Their Applications: Dresden, Germany …, 2019 | 27 | 2019 |
| Calibration of self-decomposable Lévy models M Trabs | 26 | 2014 |
| Nonparametric calibration for stochastic reaction–diffusion equations based on discrete observations F Hildebrandt, M Trabs Stochastic Processes and their Applications 162, 171-217, 2023 | 20 | 2023 |
| A uniform central limit theorem and efficiency for deconvolution estimators J Söhl, M Trabs | 17 | 2012 |
| Quantile estimation for Lévy measures M Trabs Stochastic Processes and their Applications 125 (9), 3484-3521, 2015 | 15 | 2015 |
| Option calibration of exponential L\'evy models: Confidence intervals and empirical results J Söhl, M Trabs arXiv preprint arXiv:1202.5983, 2012 | 14 | 2012 |
| Sparse covariance matrix estimation in high-dimensional deconvolution D Belomestny, M Trabs, AB Tsybakov | 12 | 2019 |
| Bayesian inverse problems with unknown operators M Trabs Inverse Problems 34 (8), 085001, 2018 | 12 | 2018 |
| Spectral estimation for diffusions with random sampling times J Chorowski, M Trabs Stochastic processes and their applications 126 (10), 2976-3008, 2016 | 12 | 2016 |
| Paracontrolled distribution approach to stochastic Volterra equations DJ Prömel, M Trabs Journal of Differential Equations 302, 222-272, 2021 | 11 | 2021 |
| Low-rank diffusion matrix estimation for high-dimensional time-changed Lévy processes D Belomestny, M Trabs | 10 | 2018 |
| On infinitely divisible distributions with polynomially decaying characteristic functions M Trabs Statistics & Probability Letters 94, 56-62, 2014 | 10 | 2014 |
| Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift J Söhl, M Trabs ESAIM: Probability and Statistics 20, 432-462, 2016 | 9 | 2016 |
| Information bounds for inverse problems with application to deconvolution and Lévy models M Trabs Annales de l'IHP Probabilités et statistiques 51 (4), 1620-1650, 2015 | 8 | 2015 |
Jakob SöhlAssistant Professor of Statistics, Delft University of TechnologyVerified email at tudelft.nl
