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06/21/2022
The heat modulated infinite dimensional Heston model and its numerical approximation
The HEat modulated Infinite DImensional Heston (HEIDIH) model and its nu...
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05/08/2022
A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
This article establishes an asymptotic theory for volatility estimation ...
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05/14/2021
A Spatio-Temporal Model for Predicting Wind Speeds in Southern California
The share of wind power in fuel mixes worldwide has increased considerab...
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01/21/2021
A Topological Proof of Sklar's Theorem in Arbitrary Dimensions
We prove Sklar's theorem in infinite dimensions via a topological argume...
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12/21/2020
Copula Measures and Sklar's Theorem in Arbitrary Dimensions
Although copulas are used and defined for various infinite-dimensional o...
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11/25/2020
A weak law of large numbers for realised covariation in a Hilbert space setting
This article generalises the concept of realised covariation to Hilbert-...
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06/26/2019