Alexander M. Lindner

Available identifiers

zbMath Open lindner.alexander-mWikidataQ102234758 ScholiaQ102234758MaRDI QIDQ171539

List of research outcomes

Publication	Date of Publication	Type
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
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
References	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
https://portal.mardi4nfdi.de/entity/Q3526632	2008-09-25	Paper
https://portal.mardi4nfdi.de/entity/Q3511642	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
https://portal.mardi4nfdi.de/entity/Q5493737	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
https://portal.mardi4nfdi.de/entity/Q2744429	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

Research outcomes over time

Doctoral students

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