Stefan Sperlich Libros

Focusing on stochastic processes with stationary increments and spectral density, the book develops a comprehensive integration theory applicable to various significant random processes, including Wiener and fractional Brownian motion. It explores long-range dependence and intermittency effects, providing insights into generalized stochastic integration. This framework is then utilized to derive regularity results and tackle parabolic Volterra problems influenced by random noise, as well as addressing anomalous diffusion impacted by stochastic disturbances at the boundary.

The book presents a comprehensive framework for conducting model-free difference-in-differences analysis with covariates, focusing on nonparametric estimation and testing. It details the process of selecting confounders and defining outcome scales, followed by estimating heterogeneous treatment effects and average effects for treated subjects. The authors discuss the behavior of estimators and tests, including bootstrap methods for standard errors and p-values, with automatic bandwidth selection. The framework's application is illustrated through a study on the Deferred Action for Childhood Arrivals program's impact on educational outcomes for non-citizen immigrants in the US.

This selection of articles emerged from different works presented "The Art of Semiparametrics" conference in 2003 in Berlin. It offers a collection of individual works that together show the large spectrum of semiparametric statistics. The book combines theoretical contributions with more applied and empirical studies. Although each article represents an original contribution to its own field, all are written in a self-contained way that may be read by non-experts.