Oliver Pfaffel

Available identifiers

zbMath Open pfaffel.oliverMaRDI QIDQ245179

List of research outcomes

Publication	Date of Publication	Type
Discussion on: ``Experience rating in the classic Markov chain life insurance setting: an empirical Bayes and multivariate frailty approach	2019-09-03	Paper
Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series	2016-02-15	Paper
Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails	2014-02-06	Paper
Eigenvalue distribution of large sample covariance matrices of linear processes	2013-04-16	Paper
Option Pricing in Multivariate Stochastic Volatility Models of OU Type	2013-01-25	Paper
On the spectral norm of large heavy-tailed random matrices with strongly dependent rows and columns	2012-11-30	Paper
Eigenvalues of sample covariance matrices of non-linear processes with infinite variance	2012-11-26	Paper
Limiting spectral distribution of a new random matrix model with dependence across rows and columns	2012-05-14	Paper
Wishart Processes	2012-01-16	Paper
On strong solutions for positive definite jump diffusions	2011-08-04	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Oliver Pfaffel