Marek Teuerle

Available identifiers

zbMath Open teuerle.marek-aMaRDI QIDQ1620031

List of research outcomes

Publication	Date of Publication	Type
Bivariate sub-Gaussian model for stock index returns	2022-06-21	Paper
Cross-codifference for bidimensional VAR(1) time series with infinite variance	2022-06-21	Paper
Parisian ruin probability - the De Vylder type approximation	2022-03-15	Paper
De Vylder type approximation of the ruin probability for the insurer-reinsurer model	2020-11-23	Paper
Modeling anomalous diffusion by a subordinated fractional Lévy-stable process	2020-08-11	Paper
Spatio‐Temporal Dependence Measures for Bivariate AR(1) Models with α‐Stable Noise	2020-05-27	Paper
Cross-codifference for bidimensional VAR(1) models with infinite variance	2019-02-06	Paper
Discrimination of particulate matter emission sources using stochastic methods	2018-11-13	Paper
The modified Yule-Walker method for \(\alpha\)-stable time series models	2018-11-13	Paper
Scaling limits for L\'evy walks with rests	2018-05-25	Paper
Fractional diffusion equation with distributed-order material derivative. Stochastic foundations	2017-06-16	Paper
Asymptotic properties and numerical simulation of multidimensional Lévy walks	2015-01-29	Paper
Multidimensional Lévy walk and its scaling limits	2012-10-16	Paper
Fractional material derivative: pointwise representation and a finite volume numerical scheme	0001-01-03	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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