The following pages link to Robert Stelzer (Q354750):
Displaying 36 items.
- Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes (Q408083) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021) (← links)
- Multivariate COGARCH(1, 1) processes (Q605037) (← links)
- Multivariate supOU processes (Q627238) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- Multivariate CARMA processes (Q873609) (← links)
- Multivariate Markov-switching ARMA processes with regularly varying noise (Q928854) (← links)
- First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617) (← links)
- Weak dependence and GMM estimation of supOU and mixed moving average processes (Q1722057) (← links)
- Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes (Q1950896) (← links)
- Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields (Q2170362) (← links)
- Geometric ergodicity of affine processes on cones (Q2182630) (← links)
- Infinitely divisible multivariate and matrix gamma distributions (Q2252892) (← links)
- Moment based estimation of supOU processes and a related stochastic volatility model (Q2340426) (← links)
- Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
- A BSDE arising in an exponential utility maximization problem in a pure jump market model (Q2974864) (← links)
- Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
- MULTIVARIATE ECOGARCH PROCESSES (Q3168874) (← links)
- ON MARKOV-SWITCHING ARMA PROCESSES—STATIONARITY, EXISTENCE OF MOMENTS, AND GEOMETRIC ERGODICITY (Q3551016) (← links)
- ON THE RELATION BETWEEN THE VEC AND BEKK MULTIVARIATE GARCH MODELS (Q3632412) (← links)
- Limit behaviour of the truncated pathwise Fourier-transformation of L\'evy-driven CARMA processes for non-equidistant discrete time observations (Q4571226) (← links)
- Option Pricing in Multivariate Stochastic Volatility Models of OU Type (Q4902205) (← links)
- THE MULTIVARIATE supOU STOCHASTIC VOLATILITY MODEL (Q4917299) (← links)
- Moment‐based estimation for the multivariate COGARCH(1,1) process (Q5043775) (← links)
- Geometric ergodicity of the multivariate COGARCH(1,1) process (Q5086715) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- Dealing with Dependent Risks (Q5165623) (← links)
- Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model (Q5408479) (← links)
- (Q5420974) (← links)
- Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (Q5467712) (← links)
- Continuous-time locally stationary time series models (Q6068849) (← links)
- Inheritance of strong mixing and weak dependence under renewal sampling (Q6159621) (← links)
- Correction to: Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes, Bernoulli 18, pp. 46-63, 2012 (Q6752902) (← links)
