Limit theorems for multipower variation in the presence of jumps OE Barndorff-Nielsen, N Shephard, M Winkel Stochastic processes and their applications 116 (5), 796-806, 2006 | 290 | 2006 |
Limit theorems for multipower variation in the presence of jumps OE Barndorff-Nielsen, N Shephard, M Winkel Stochastic processes and their applications 116 (5), 796-806, 2006 | 290 | 2006 |
Continuum tree asymptotics of discrete fragmentations and applications to phylogenetic models B Haas, G Miermont, J Pitman, M Winkel | 107 | 2008 |
Growth of Lévy trees T Duquesne, M Winkel Probability Theory and Related Fields 139 (3), 313-371, 2007 | 94 | 2007 |
Spinal partitions and invariance under re-rooting of continuum random trees B Haas, J Pitman, M Winkel | 71 | 2009 |
A new family of Markov branching trees: the alpha-gamma model B Chen, D Ford, M Winkel | 58 | 2009 |
Gibbs fragmentation trees P McCullagh, J Pitman, M Winkel | 54 | 2008 |
Regenerative tree growth: binary self-similar continuum random trees and Poisson–Dirichlet compositions J Pitman, M Winkel | 49 | 2009 |
Time change AED Veraart, M Winkel Encyclopedia of quantitative finance 4, 1812-1816, 2010 | 47 | 2010 |
Spines, skeletons and the strong law of large numbers for superdiffusions M Eckhoff, AE Kyprianou, M Winkel | 41 | 2015 |
Electronic foreign-exchange markets and passage events of independent subordinators M Winkel Journal of applied probability 42 (1), 138-152, 2005 | 38 | 2005 |
The recovery problem for time-changed Lévy processes M Winkel | 31 | 2001 |
Recursive construction of continuum random trees F Rembart, M Winkel | 27 | 2018 |
Diffusions on a space of interval partitions: Poisson–Dirichlet stationary distributions N Forman, S Pal, D Rizzolo, M Winkel | 26 | 2021 |
Growth of the Brownian forest J Pitman, M Winkel | 25 | 2005 |
Right inverses of nonsymmetric Lévy processes M Winkel The Annals of Probability 30 (1), 382-415, 2002 | 19 | 2002 |
Aldous diffusion I: a projective system of continuum -tree evolutions N Forman, S Pal, D Rizzolo, M Winkel arXiv preprint arXiv:1809.07756, 2018 | 17 | 2018 |
Regenerative tree growth: Markovian embedding of fragmenters, bifurcators, and bead splitting processes J Pitman, M Winkel | 17 | 2015 |
Diffusions on a space of interval partitions: construction from marked Lévy processes N Forman, S Pal, D Rizzolo, M Winkel | 15 | 2020 |
Hereditary tree growth and Lévy forests T Duquesne, M Winkel Stochastic Processes and their Applications 129 (10), 3690-3747, 2019 | 15* | 2019 |