The following pages link to Uwe Küchler (Q186800):
Displaying 50 items.
- Tempered stable distributions and processes (Q61368) (← links)
- (Q220902) (redirect page) (← links)
- (Q493905) (redirect page) (← links)
- Measure theory for statisticians. Foundations of stochastics (Q493906) (← links)
- (Q579769) (redirect page) (← links)
- On sojourn times, excursions and spectral measures connected with quasidiffusions (Q579770) (← links)
- (Q588011) (redirect page) (← links)
- On large deviations in testing Ornstein-Uhlenbeck-type models (Q623480) (← links)
- On estimation of delay location (Q644966) (← links)
- (Q699414) (redirect page) (← links)
- Stock returns and hyperbolic distributions (Q699418) (← links)
- Stable distributions and the term structure of interest rates (Q699420) (← links)
- On oscillations of the geometric Brownian motion with time-delayed drift (Q868267) (← links)
- On the shapes of bilateral gamma densities (Q951204) (← links)
- On guaranteed parameter estimation of a multiparameter linear regression process (Q983198) (← links)
- The semimartingale decomposition of one-dimensional quasidiffusions with natural scale (Q1094765) (← links)
- Some asymptotic properties of the transition densities of one-dimensional quasidiffusions (Q1144328) (← links)
- On parabolic functions of one-dimensional quasidiffusions (Q1144329) (← links)
- On mixed exponential processes and martingales (Q1280855) (← links)
- Remarks on suprema of Lévy processes with light tailes (Q1284585) (← links)
- A note on limit theorems for multivariate martingales (Q1301752) (← links)
- Exponential families of stochastic processes and Lévy processes (Q1330193) (← links)
- Exponential families of stochastic processes (Q1363214) (← links)
- On exponential families of Markov processes (Q1378771) (← links)
- On integrals with respect to Lévy processes. (Q1423027) (← links)
- A multivariate central limit theorem for continuous local martingales (Q1591160) (← links)
- Weak discrete time approximation of stochastic differential equations with time delay (Q1614044) (← links)
- Sequential identification of linear dynamic systems with memory (Q1778997) (← links)
- Curved exponential families of stochastic processes and their envelope families (Q1817408) (← links)
- Solutions to a stationary nonlinear Black-Scholes type equation (Q1856977) (← links)
- On stationary solutions of delay differential equations driven by a Lévy process. (Q1877511) (← links)
- Statistical inference for discrete-time samples from affine stochastic delay differential equations (Q1952429) (← links)
- Asymptotic inference for a linear stochastic differential equation with time delay (Q1962615) (← links)
- Probability essentials (Q1962885) (← links)
- A simple estimator for discrete-time samples from affine stochastic delay differential equations (Q2430995) (← links)
- Exponential stock models driven by tempered stable processes (Q2451785) (← links)
- Bilateral gamma distributions and processes in financial mathematics (Q2469499) (← links)
- On parameter estimation of stochastic delay differential equations with guaranteed accuracy by noisy observations (Q2643294) (← links)
- Delay estimation for some stationary diffusion-type processes (Q2742754) (← links)
- ON SEQUENTIAL PARAMETER ESTIMATION FOR SOME LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH TIME DELAY (Q2758214) (← links)
- On a certainty equivalence design of continuous-time stochastic systems (Q2840124) (← links)
- Classic problems of probability (Q2889251) (← links)
- A level of Martin-Lof randomness. (Q2898374) (← links)
- Elementare Stochastik (Q2901293) (← links)
- Paradoxes in Probability Theory (Q2910847) (← links)
- Option pricing in bilateral Gamma stock models (Q3061268) (← links)
- (Q3357227) (← links)
- (Q3447157) (← links)
- (Q3473940) (← links)
- (Q3490722) (← links)
