1. 2020
  2. Noise fit, estimation error and a Sharpe information criterion

    Paulsen, D. & Söhl, J., 2020, In : Quantitative Finance. 20, 6, p. 1027-1043 17 p.

    Research output: Contribution to journalArticleScientificpeer-review

  3. 2019
  4. Bernstein von Mises theorems for statistical inverse problems II: Compound Poisson processes

    Nickl, R. & Söhl, J., 2019, In : Electronic Journal of Statistics. 13, 2, p. 3513–3571 59 p.

    Research output: Contribution to journalArticleScientificpeer-review

  5. 2018
  6. An Ultrasonic Sensor for Human Presence Detection to Assist Rescue Work in Large Buildings

    van Groeningen, T., Driessen, H., Söhl, J. & Voûte, R., 2018, In : ISPRS Annals of Photogrammetry, Remote Sensing and Spatial Information Sciences. 4, 4/W7, p. 135-140 6 p.

    Research output: Contribution to journalConference articleScientificpeer-review

  7. Shear Viscosity Computed from the Finite-Size Effects of Self-Diffusivity in Equilibrium Molecular Dynamics

    Jamali, S. H., Hartkamp, R., Bardas, C., Söhl, J., Vlugt, T. J. H. & Moultos, O. A., 2018, In : Journal of chemical theory and computation. 14, 11, p. 5959-5968

    Research output: Contribution to journalArticleScientificpeer-review

  8. 2017
  9. Nonparametric Bayesian posterior contraction rates for discretely observed scalar diffusions

    Nickl, R. & Söhl, J., 1 Jan 2017, In : Annals of Statistics. 45, 4, p. 1664-1693 30 p.

    Research output: Contribution to journalArticleScientificpeer-review

  10. 2016
  11. High-frequency Donsker theorems for Lévy measures

    Nickl, R., Reiß, M., Söhl, J. & Trabs, M., 1 Feb 2016, In : Probability Theory and Related Fields. 164, 1-2, p. 61-108 48 p.

    Research output: Contribution to journalArticleScientificpeer-review

  12. Adaptive confidence bands for Markov chains and diffusions: Estimating the invariant measure and the drift

    Söhl, J. & Trabs, M., 2016, In : ESAIM - Probability and Statistics. 20, p. 432-462 31 p.

    Research output: Contribution to journalArticleScientificpeer-review

  13. 2015
  14. Uniform central limit theorems for the Grenander estimator

    Söhl, J., 2015, In : Electronic Journal of Statistics. 9, 1, p. 1404-1423 20 p.

    Research output: Contribution to journalArticleScientificpeer-review

  15. 2014
  16. Option calibration of exponential Lévy models: Confidence intervals and empirical results

    Söhl, J. & Trabs, M., 1 Dec 2014, In : The Journal of Computational Finance. 18, 2, p. 91-119 29 p.

    Research output: Contribution to journalArticleScientificpeer-review

  17. Confidence sets in nonparametric calibration of exponential Lévy models

    Söhl, J., 2014, In : Finance and Stochastics. 18, 3, p. 617-649 33 p.

    Research output: Contribution to journalArticleScientificpeer-review

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