Mathias Vetter

4 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-8182-3193

Publications

• Nonparametric change-point analysis of volatility — The Annals of Statistics 2017
• Nonparametric inference on Lévy measures and copulas — The Annals of Statistics 2013
• A Measure of Stationarity in Locally Stationary Processes With Applications to Testing — Journal of the American Statistical Association 2011
• Limit theorems for moving averages of discretized processes plus noise — The Annals of Statistics 2010 (name-matched, not ORCID-linked)