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Testing for simultaneous jumps in case of asynchronous observations

Martin, Ole and Vetter, Mathias
Bernoulli Volume 24, Number 4B (November 2018), 3522-3567.

Journal article

On U- and V-statistics for discontinuous Itô semimartingales

Podolskij, Mark, Schmidt, Christian, and Vetter, Mathias
Annales de l'Institut Henri Poincaré, Probabilités et Statistiques Volume 53, Number 3 (August 2017), 1007-1050.

Journal article

Nonparametric change-point analysis of volatility

Bibinger, Markus, Jirak, Moritz, and Vetter, Mathias
The Annals of Statistics Volume 45, Number 4 (August 2017), 1542-1578.

Journal article

Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process

Bücher, Axel, Hoffmann, Michael, Vetter, Mathias, and Dette, Holger
Bernoulli Volume 23, Number 2 (May 2017), 1335-1364.

Journal article

A note on central limit theorems for quadratic variation in case of endogenous observation times

Vetter, Mathias and Zwingmann, Tobias
Electronic Journal of Statistics Volume 11, Number 1 (2017), 963-980.

Journal article

Estimation of integrated volatility of volatility with applications to goodness-of-fit testing

Vetter, Mathias
Bernoulli Volume 21, Number 4 (November 2015), 2393-2418.

Journal article

A test for stationarity based on empirical processes

Preuß, Philip, Vetter, Mathias, and Dette, Holger
Bernoulli Volume 19, Number 5B (November 2013), 2715-2749.

Journal article

Nonparametric inference on Lévy measures and copulas

Bücher, Axel and Vetter, Mathias
The Annals of Statistics Volume 41, Number 3 (June 2013), 1485-1515.

Journal article

Discriminating between long-range dependence and non-stationarity

Preuß, Philip and Vetter, Mathias
Electronic Journal of Statistics Volume 7, (2013), 2241-2297.

Journal article

Model checks for the volatility under microstructure noise

Vetter, Mathias and Dette, Holger
Bernoulli Volume 18, Number 4 (November 2012), 1421-1447.

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