| Publication | Date of Publication | Type |
|---|
Continuous-parameter time series
De Gruyter Studies in Mathematics | 2024-08-13 | Paper |
On multivariate quasi-infinitely divisible distributions
(available as arXiv preprint) | 2022-10-07 | Paper |
A Cramér-Wold device for infinite divisibility of \(\mathbb{Z}^d \)-valued distributions
Bernoulli | 2022-05-16 | Paper |
A Cramér-Wold device for infinite divisibility of \(\mathbb{Z}^d \)-valued distributions
Bernoulli | 2022-05-16 | Paper |
Aspects of non-causal and non-invertible CARMA processes
Journal of Time Series Analysis | 2021-11-25 | Paper |
Continuity properties and the support of killed exponential functionals
Stochastic Processes and their Applications | 2021-09-03 | Paper |
On the law of killed exponential functionals
Electronic Journal of Probability | 2021-07-21 | Paper |
A Cram\'er--Wold device for infinite divisibility of $\mathbb{Z}^d$-valued distributions
(available as arXiv preprint) | 2020-11-17 | Paper |
Sampling, embedding and inference for CARMA processes
Journal of Time Series Analysis | 2019-06-17 | Paper |
On quasi-infinitely divisible distributions
Transactions of the American Mathematical Society | 2018-10-18 | Paper |
On the range of exponential functionals of Lévy processes
Lecture Notes in Mathematics | 2017-06-22 | Paper |
Exchangeability and Infinite Divisibility
The Fascination of Probability, Statistics and their Applications | 2017-01-16 | Paper |
CARMA processes as solutions of integral equations
Statistics & Probability Letters | 2015-12-23 | Paper |
Prediction of Lévy-driven CARMA processes
Journal of Econometrics | 2015-10-30 | Paper |
On exponential functionals of Lévy processes
Journal of Theoretical Probability | 2015-09-15 | Paper |
Non-causal strictly stationary solutions of random recurrence equations
Statistics & Probability Letters | 2014-11-03 | Paper |
A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
Journal of Statistical Planning and Inference | 2014-01-20 | Paper |
Integration of CARMA processes and spot volatility modelling
Journal of Time Series Analysis | 2013-10-09 | Paper |
Ornstein-Uhlenbeck related models driven by Lévy processes
Statistical Methods for Stochastic Differential Equations | 2013-04-03 | Paper |
Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise
Annals of the Institute of Statistical Mathematics | 2012-12-27 | Paper |
Finite variation of fractional Lévy processes
Journal of Theoretical Probability | 2012-06-26 | Paper |
Multivariate generalized Ornstein-Uhlenbeck processes
Stochastic Processes and their Applications | 2012-06-01 | Paper |
Properties of stationary distributions of a sequence of generalized Ornstein -- Uhlenbeck processes
Mathematische Nachrichten | 2011-12-20 | Paper |
A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class
Electronic Journal of Probability | 2011-09-09 | Paper |
A new family of mappings of infinitely divisible distributions related to the Goldie-Steutel-Bondesson class
Electronic Journal of Probability | 2011-09-09 | Paper |
Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise
Stochastic Processes and their Applications | 2011-01-14 | Paper |
Strictly stationary solutions of autoregressive moving average equations
Biometrika | 2010-09-22 | Paper |
Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)–Processes
Handbook of Financial Time Series | 2009-11-27 | Paper |
Continuous Time Approximations to GARCH and Stochastic Volatility Models
Handbook of Financial Time Series | 2009-11-27 | Paper |
Existence and uniqueness of stationary Lévy-driven CARMA processes
Stochastic Processes and their Applications | 2009-07-29 | Paper |
Extremes of autoregressive threshold processes
Advances in Applied Probability | 2009-07-22 | Paper |
Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes
The Annals of Probability | 2009-04-08 | Paper |
On continuity properties of the law of integrals of Lévy processes
(available as arXiv preprint) | 2008-09-25 | Paper |
| Extremal behavior of stochastic volatility models | 2008-07-11 | Paper |
Method of moment estimation in the COGARCH(1,1) model
Econometrics Journal | 2007-11-21 | Paper |
Continuous-time GARCH processes
The Annals of Applied Probability | 2007-08-08 | Paper |
| scientific article; zbMATH DE number 5066273 (Why is no real title available?) | 2006-10-23 | Paper |
| Density results for frames of exponentials | 2006-10-16 | Paper |
Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
Stochastic Processes and their Applications | 2005-10-10 | Paper |
Extreme value theory for moving average processes with light-tailed innovations
Bernoulli | 2005-09-28 | Paper |
A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
Journal of Applied Probability | 2005-04-18 | Paper |
Frames and the Feichtinger conjecture
Proceedings of the American Mathematical Society | 2005-01-05 | Paper |
Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors.
Journal of Multivariate Analysis | 2004-02-03 | Paper |
| scientific article; zbMATH DE number 1876673 (Why is no real title available?) | 2003-10-06 | Paper |
Decomposition of Riesz frames and wavelets into a finite union of linearly independent sets
Linear Algebra and its Applications | 2003-02-05 | Paper |
Riesz-Fischer sequences and lower frame bounds
Zeitschrift für Analysis und ihre Anwendungen | 2003-01-14 | Paper |
| scientific article; zbMATH DE number 1688615 (Why is no real title available?) | 2002-08-07 | Paper |
Lower bounds for finite wavelet and Gabor systems
Approximation Theory and its Applications | 2002-03-29 | Paper |
Frames of exponentials: Lower frame bounds for finite subfamilies and approximation of the inverse frame operator
Linear Algebra and its Applications | 2001-07-16 | Paper |
A universal constant for exponential Riesz sequences
Zeitschrift für Analysis und ihre Anwendungen | 2000-09-04 | Paper |
On lower bounds of exponential frames
The Journal of Fourier Analysis and Applications | 1999-01-01 | Paper |
