Hilmar Mai

On Iteration Improvement for Averaged Expected Cost Control for One-Dimensional Ergodic Diffusions

Svetlana Anulova, Hilmar Mai, Alexander Veretennikov, 2020, SIAM J. Control. Optim..

Forward-reverse EM algorithm for Markov chains

John G. M. Schoenmakers, Christian Bayer, Hilmar Mai, 2013 .

Efficient maximum likelihood estimation for Lévy-driven Ornstein–Uhlenbeck processes

Hilmar Mai, H. Mai, 2014, 1403.2954.