| Publication | Date of Publication | Type |
|---|
| Continuous-parameter time series | 2024-08-13 | Paper |
| On multivariate quasi-infinitely divisible distributions | 2022-10-07 | Paper |
| A Cramér-Wold device for infinite divisibility of \(\mathbb{Z}^d \)-valued distributions | 2022-05-16 | Paper |
| Aspects of non-causal and non-invertible CARMA processes | 2021-11-25 | Paper |
| Continuity properties and the support of killed exponential functionals | 2021-09-03 | Paper |
| On the law of killed exponential functionals | 2021-07-21 | Paper |
| A Cram\'er--Wold device for infinite divisibility of $\mathbb{Z}^d$-valued distributions | 2020-11-17 | Paper |
| Sampling, embedding and inference for CARMA processes | 2019-06-17 | Paper |
| On quasi-infinitely divisible distributions | 2018-10-18 | Paper |
| On the range of exponential functionals of Lévy processes | 2017-06-22 | Paper |
| Exchangeability and Infinite Divisibility | 2017-01-16 | Paper |
| CARMA processes as solutions of integral equations | 2015-12-23 | Paper |
| Prediction of Lévy-driven CARMA processes | 2015-10-30 | Paper |
| On exponential functionals of Lévy processes | 2015-09-15 | Paper |
| Non-causal strictly stationary solutions of random recurrence equations | 2014-11-03 | Paper |
| A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process | 2014-01-20 | Paper |
| Integration of CARMA processes and spot volatility modelling | 2013-10-09 | Paper |
| Ornstein-Uhlenbeck related models driven by Lévy processes | 2013-04-03 | Paper |
| Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise | 2012-12-27 | Paper |
| Finite variation of fractional Lévy processes | 2012-06-26 | Paper |
| Multivariate generalized Ornstein-Uhlenbeck processes | 2012-06-01 | Paper |
| Properties of stationary distributions of a sequence of generalized Ornstein -- Uhlenbeck processes | 2011-12-20 | Paper |
| A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class | 2011-09-09 | Paper |
| Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise | 2011-01-14 | Paper |
| Strictly stationary solutions of autoregressive moving average equations | 2010-09-22 | Paper |
| Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes | 2009-11-27 | Paper |
| Continuous Time Approximations to GARCH and Stochastic Volatility Models | 2009-11-27 | Paper |
| Existence and uniqueness of stationary Lévy-driven CARMA processes | 2009-07-29 | Paper |
| Extremes of autoregressive threshold processes | 2009-07-22 | Paper |
| Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes | 2009-04-08 | Paper |
| On continuity properties of the law of integrals of Lévy processes | 2008-09-25 | Paper |
| Extremal behavior of stochastic volatility models | 2008-07-11 | Paper |
| Method of moment estimation in the COGARCH(1,1) model | 2007-11-21 | Paper |
| Continuous-time GARCH processes | 2007-08-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5493557 | 2006-10-23 | Paper |
| Density results for frames of exponentials | 2006-10-16 | Paper |
| Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes | 2005-10-10 | Paper |
| Extreme value theory for moving average processes with light-tailed innovations | 2005-09-28 | Paper |
| A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour | 2005-04-18 | Paper |
| Frames and the Feichtinger conjecture | 2005-01-05 | Paper |
| Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. | 2004-02-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4796387 | 2003-10-06 | Paper |
| Decomposition of Riesz frames and wavelets into a finite union of linearly independent sets | 2003-02-05 | Paper |
| Riesz-Fischer sequences and lower frame bounds | 2003-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2762590 | 2002-08-07 | Paper |
| Lower bounds for finite wavelet and Gabor systems | 2002-03-29 | Paper |
| Frames of exponentials: Lower frame bounds for finite subfamilies and approximation of the inverse frame operator | 2001-07-16 | Paper |
| A universal constant for exponential Riesz sequences | 2000-09-04 | Paper |
| On lower bounds of exponential frames | 1999-01-01 | Paper |
