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Dennis Schroers

Hausdorff Center for Mathematics (from arXiv:2406.19412, 2024) · ORCID · OpenAlex

6 papers in scope · 6 published · 1 on the econ.EM arXiv · 22 citations · h-index 3 (over the papers listed here)

Papers

(1 of 6)

Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
published2025 · Mathematical Finance · first circulated 2024
Paper profile Mathematical Finance arXiv:2406.19412
A feasible central limit theorem for realised covariation of SPDEs in the context of functional data
published2024 · The Annals of Applied Probability · 3 citations · first circulated 2022
with Fred Espen Benth, Almut E. D. Veraart
The Annals of Applied Probability
A topological proof of Sklar’s theorem in arbitrary dimensions
published2022 · Dependence Modeling · 1 citations · first circulated 2021
with Fred Espen Benth, Giulia Di Nunno
Dependence Modeling
A weak law of large numbers for realised covariation in a Hilbert space setting
published2021 · Stochastic Processes and their Applications · 8 citations · first circulated 2020
with Fred Espen Benth, Almut E. D. Veraart
Stochastic Processes and their Applications
Copula measures and Sklar's theorem in arbitrary dimensions
published2021 · Scandinavian Journal of Statistics · 3 citations
with Fred Espen Benth, Giulia Di Nunno
Scandinavian Journal of Statistics
On a class of stochastic partial differential equations with multiple invariant measures
published2021 · Nonlinear Differential Equations and Applications NoDEA · 7 citations · first circulated 2020
with Bálint Farkas, Martin Friesen, Barbara Rüdiger
Nonlinear Differential Equations and Applications NoDEA

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.