Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions R Nickl, J Söhl | 76 | 2017 |
Shear viscosity computed from the finite-size effects of self-diffusivity in equilibrium molecular dynamics SH Jamali, R Hartkamp, C Bardas, J Söhl, TJH Vlugt, OA Moultos Journal of chemical theory and computation 14 (11), 5959-5968, 2018 | 54 | 2018 |
Bernstein–von Mises theorems for statistical inverse problems II: Compound Poisson processes R Nickl, J Söhl | 38 | 2019 |
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 |
Confidence sets in nonparametric calibration of exponential Lévy models J Söhl Finance and Stochastics 18, 617-649, 2014 | 19 | 2014 |
A uniform central limit theorem and efficiency for deconvolution estimators J Söhl, M Trabs | 17 | 2012 |
Option calibration of exponential L\'evy models: Confidence intervals and empirical results J Söhl, M Trabs arXiv preprint arXiv:1202.5983, 2012 | 13 | 2012 |
Noise fit, estimation error and a Sharpe information criterion D Paulsen, J Söhl Quantitative Finance 20 (6), 1027-1043, 2020 | 12* | 2020 |
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 | 11 | 2016 |
Polar sets for anisotropic Gaussian random fields J Söhl Statistics & probability letters 80 (9-10), 840-847, 2010 | 9 | 2010 |
An ultrasonic sensor for human presence detection to assist rescue work in large buildings T van Groeningen, H Driessen, J Söhl, R Voûte ISPRS annals of the photogrammetry, remote sensing and spatial information …, 2018 | 8 | 2018 |
Uniform central limit theorems for the Grenander estimator J Söhl | 3 | 2015 |
Statistics for Stochastic Processes J Söhl Lecture notes available online, 2015 | 2 | 2015 |
Central limit theorems and confidence sets in the calibration of Lévy models and in deconvolution J Söhl Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013 | 1 | 2013 |
Documentation: Option calibration of exponential Lévy models in R J Söhl, M Trabs URL: www. math. hu-berlin. de/trabs, 2012 | 1 | 2012 |
Improving state estimation through projection post-processing for activity recognition with application to football M Ciszewski, J Söhl, G Jongbloed Statistical Methods & Applications 32 (5), 1509-1538, 2023 | | 2023 |
Credibility of high in regression problems: a permutation approach M Ciszewski, J Söhl, T Leenen, B van Trigt, G Jongbloed arXiv preprint arXiv:2305.02685, 2023 | | 2023 |
Improving state estimation through projection post-processing for activity recognition in football. M Ciszewski, J Söhl, G Jongbloed CoRR, 2021 | | 2021 |
Spectral Calibration of Time-Inhomogeneous Exponential Lévy Models L Koorevaar, J Söhl, S Tendijck European Meeting of Statisticians 2023 Warsaw 3–7 July, 2023 Book of …, 0 | | |