The following pages link to Martin Moser (Q385627):
Displayed 6 items.
- Functional regular variation of Lévy-driven multivariate mixed moving average processes (Q385628) (← links)
- Empirical mark covariance and product density function of stationary marked point processes -- a survey on asymptotic results (Q479135) (← links)
- Completeness of time-ordered indicators in censored data models (Q1336902) (← links)
- The limit distribution of the maximum increment of a random walk with dependent regularly varying jump sizes (Q1955845) (← links)
- Tail behavior of multivariate lévy-driven mixed moving average processes and supOU Stochastic Volatility Models (Q3111058) (← links)
- Bootstrap autoregressive order selection (Q3438351) (← links)