Vicky Fasen

Available identifiers

zbMath Open fasen.vickyWikidataQ102129117 ScholiaQ102129117MaRDI QIDQ245185

List of research outcomes

Publication	Date of Publication	Type
Time consistency of multi-period distortion measures	2021-08-05	Paper
Information criteria for multivariate CARMA processes	2017-09-21	Paper
Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration	2017-05-12	Paper
Dependence Estimation for High-frequency Sampled Multivariate CARMA Models	2016-03-16	Paper
Stable random fields, point processes and large deviations	2016-02-15	Paper
Four theorems and a financial crisis	2015-07-10	Paper
Limit Theory for High Frequency Sampled MCARMA Models	2014-09-25	Paper
Quantifying Extreme Risks	2014-06-30	Paper
Statistical inference of spectral estimation for continuous-time MA processes with finite second moments	2014-03-26	Paper
Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes	2014-02-25	Paper
TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS	2013-04-29	Paper
On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes	2012-11-15	Paper
Modellieren und Quantifizieren von extremen Risiken	2012-10-01	Paper
High-level dependence in time series models	2011-11-26	Paper
Extremes of Lévy driven mixed MA processes with convolution equivalent distributions	2011-02-22	Paper
Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes	2010-12-03	Paper
Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes	2010-11-12	Paper
Extremes of Continuous–Time Processes.	2009-11-27	Paper
A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime	2009-07-22	Paper
Extremes of autoregressive threshold processes	2009-07-22	Paper
https://portal.mardi4nfdi.de/entity/Q3511642	2008-07-11	Paper
https://portal.mardi4nfdi.de/entity/Q5436605	2008-01-17	Paper
Extremes of subexponential Lévy driven moving average processes	2006-10-05	Paper
Extremes of regularly varying Lévy-driven mixed moving average processes	2006-06-19	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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