Thomas Kott

Change point testing for the drift parameters of a periodic mean reversion process

H. Dehling, R. Kulperger, B. Franke, 2014, Statistical Inference for Stochastic Processes.

Change point testing for the drift parameters of a periodic mean reversion process

H. Dehling, R. Kulperger, B. Franke, 2012, 1211.0610.

Drift estimation for a periodic mean reversion process

H. Dehling, B. Franke, Thomas Kott, 2010 .

a Periodic Periodic Periodic Periodic Mean RR eversion Process Process Discussion Paper

H. Dehling, B. Franke, Thomas Kott, 2010 .

LEAST SQUARES ESTIMATION FOR A PERIODIC MEAN REVERSION PROCESS

H. Dehling, B. Franke, Thomas Kott, 2009 .

Parameter estimation for the drift of a time inhomogeneous jump diffusion process

B. Franke, Thomas Kott, 2013 .