The following pages link to Vicky Fasen (Q245185):
Displaying 24 items.
- Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration (Q528158) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes (Q607818) (← links)
- Extremes of Lévy driven mixed MA processes with convolution equivalent distributions (Q626294) (← links)
- High-level dependence in time series models (Q650680) (← links)
- On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes (Q1761493) (← links)
- Time consistency of multi-period distortion measures (Q2048192) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- Information criteria for multivariate CARMA processes (Q2405128) (← links)
- Statistical inference of spectral estimation for continuous-time MA processes with finite second moments (Q2439929) (← links)
- Extremes of subexponential Lévy driven moving average processes (Q2507671) (← links)
- Dependence estimation for high-frequency sampled multivariate CARMA models (Q2791841) (← links)
- Modelling and quantification of extreme risks (Q2918921) (← links)
- Limit Theory for High Frequency Sampled MCARMA Models (Q3191826) (← links)
- (Q3511642) (← links)
- Extremes of Continuous–Time Processes. (Q3646975) (← links)
- TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS (Q4917229) (← links)
- Quantifying Extreme Risks (Q5165619) (← links)
- A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime (Q5320657) (← links)
- Extremes of autoregressive threshold processes (Q5320659) (← links)
- Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes (Q5397971) (← links)
- (Q5436605) (← links)
- Extremes of regularly varying Lévy-driven mixed moving average processes (Q5475378) (← links)
- Stable random fields, point processes and large deviations (Q5962609) (← links)
