Moritz Schauer

Identifiers

• name variant Moritz Schauer 0.60 · backfill

Papers (8)

1. A generator approach to stochastic monotonicity and propagation of order math.PR · 2018 · author #2
2. Nonparametric Bayesian volatility estimation stat.ME · 2018 · author #3
3. On residual and guided proposals for diffusion bridge simulation stat.CO · 2017 · author #2
4. Adaptive nonparametric drift estimation for diffusion processes using Faber-Schauder expansions math.ST · 2016 · author #2
5. Bayesian estimation of incompletely observed diffusions stat.ME · 2016 · author #2
6. Bayesian estimation of discretely observed multi-dimensional diffusion processes using guided proposals stat.CO · 2014 · author #2
7. Guided proposals for simulating multi-dimensional diffusion bridges math.PR · 2013 · author #1
8. Reversible jump MCMC for nonparametric drift estimation for diffusion processes stat.CO · 2012 · author #2

Mentions

• 1406.4704 #2 · backfill · confidence 0.70 Moritz Schauer
• 1311.3606 #1 · backfill · confidence 0.70 Moritz Schauer
• 1206.4910 #2 · backfill · confidence 0.70 Moritz Schauer

Frequent Coauthors

• Frank van der Meulen 7 shared papers
• Harry van Zanten 2 shared papers
• Jan van Waaij 1 shared papers
• Peter Spreij 1 shared papers
• Richard C. Kraaij 1 shared papers
• Shota Gugushvili 1 shared papers