Bayesian Versus Maximum Likelihood Estimation of Term Structure Models Driven by Latent Diffusions. - Manfred Frühwirth; Paul Schneider; Leopold Sögner (OR, 2005)

Sigma-Punkt-Kalman-Filter mit Zustandsnebenbedingungen (Sigma-Point Kalman Filter with State Constraints). - Paul Schneider; Hartmut Janocha (Autom., 2009)

Fast Empirical Scenarios. - Michael D. Multerer; Paul Schneider; Rohan Sen (CoRR, 2023)

Joint Estimation of Conditional Mean and Covariance for Unbalanced Panels. - Damir Filipovic; Paul Schneider (CoRR, 2024)

On the Nature of (Jump) Skewness Risk Premia. - Piotr Orlowski; Paul Schneider; Fabio Trojani (Manag. Sci., 2024)

Dispersion of Beliefs Bounds: Sentimental Recovery. - Altan Pazarbasi; Paul Schneider; Grigory Vilkov (Manag. Sci., 2024)

Adaptive Joint Distribution Learning. - Damir Filipovic; Michael D. Multerer; Paul Schneider (SIAM J. Math. Data Sci., 2025)

Kernel Density Machines. - Damir Filipovic; Paul Schneider (CoRR, 2025)