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Mathias Vetter

About Mathias Vetter

Mathias Vetter, With an exceptional h-index of 18 and a recent h-index of 13 (since 2020), a distinguished researcher at Christian-Albrechts-Universität zu Kiel, specializes in the field of Stochastische Prozesse, Nichtparametrische Statistik.

His recent articles reflect a diverse array of research interests and contributions to the field:

On the estimation of the jump activity index in the case of random observation times

A universal approach to estimate the conditional variance in semimartingale limit theorems

Multiscale change point detection for dependent data

The null hypothesis of (common) jumps in case of irregular and asynchronous observations

Mathias Vetter Information

University

Position

Professor für Mathematik

Citations(all)

2182

Citations(since 2020)

809

Cited By

1781

hIndex(all)

18

hIndex(since 2020)

13

i10Index(all)

24

i10Index(since 2020)

17

Email

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University Profile Page

Christian-Albrechts-Universität zu Kiel

Google Scholar

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Mathias Vetter Skills & Research Interests

Stochastische Prozesse

Nichtparametrische Statistik

Top articles of Mathias Vetter

Title

Journal

Author(s)

Publication Date

On the estimation of the jump activity index in the case of random observation times

Japanese Journal of Statistics and Data Science

Adrian Theopold

Mathias Vetter

2023/2/11

A universal approach to estimate the conditional variance in semimartingale limit theorems

Annals of the Institute of Statistical Mathematics

Mathias Vetter

2021/12/1

Multiscale change point detection for dependent data

Scandinavian Journal of Statistics

Holger Dette

Theresa Eckle

Mathias Vetter

2020/12

The null hypothesis of (common) jumps in case of irregular and asynchronous observations

Scandinavian Journal of Statistics

Ole Martin

Mathias Vetter

2020/9

See List of Professors in Mathias Vetter University(Christian-Albrechts-Universität zu Kiel)