| Publication | Date of Publication | Type |
|---|
| Representation and simulation of multivariate Dickman distributions and Vervaat perpetuities | 2024-02-06 | Paper |
| Efficient simulation of \(p\)-tempered \(\alpha\)-stable OU processes | 2022-12-09 | Paper |
| A zero-one law for Markov chains | 2022-08-03 | Paper |
| Discrete tempered stable distributions | 2022-07-28 | Paper |
| Estimation and simulation for multivariate tempered stable distributions | 2022-03-24 | Paper |
| Estimation of value-at-risk using single index quantile regression | 2022-02-24 | Paper |
| Estimation of the minimum probability of a multinomial distribution | 2021-11-09 | Paper |
| On the transition laws of \(p\)-tempered \(\alpha \)-stable OU-processes | 2021-06-16 | Paper |
| An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case | 2021-03-18 | Paper |
| An exact method for simulating rapidly decreasing tempered stable distributions in the finite variation case | 2021-03-01 | Paper |
| On the simulation of general tempered stable Ornstein–Uhlenbeck processes | 2020-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5213239 | 2020-01-31 | Paper |
| Rejection sampling for tempered Lévy processes | 2019-10-18 | Paper |
| Nonparametric Estimation of Küllback-Leibler Divergence | 2019-06-20 | Paper |
| On the Simulation of General Tempered Stable Ornstein-Uhlenbeck Processes | 2019-04-14 | Paper |
| Limit Theorems for Random Exponentials: The Bounded Support Case | 2019-02-07 | Paper |
| Domains of attraction for positive and discrete tempered stable distributions | 2018-09-26 | Paper |
| Asymptotic normality for plug-in estimators of diversity indices on countable alphabets | 2018-09-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5376390 | 2018-09-17 | Paper |
| Finite sample properties of the mean occupancy counts and probabilities | 2018-02-15 | Paper |
| Asymptotic properties of Turing's formula in relative error | 2018-02-02 | Paper |
| On the performance of Turing's formula: A simulation study | 2017-10-27 | Paper |
| A simple condition for the multivariate CLT and the attraction to the Gaussian of Lévy processes at long and short times | 2017-04-27 | Paper |
| Entropic representation and estimation of diversity indices | 2016-11-04 | Paper |
| On the consistency of the MLE for Ornstein-Uhlenbeck and other selfdecomposable processes | 2016-04-04 | Paper |
| Three upsilon transforms related to tempered stable distributions | 2015-12-01 | Paper |
| Tempered Stable Distributions | 2015-10-08 | Paper |
| Limit Theorems and Phase Transitions for Two Models of Summation of Independent Identically Distributed Random Variables with a Parameter | 2015-06-15 | Paper |
| Inversions of Lévy measures and the relation between long and short time behavior of Lévy processes | 2015-05-26 | Paper |
| Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes? | 2014-12-12 | Paper |
| Bias adjustment for a nonparametric entropy estimator | 2014-09-19 | Paper |
| Limit theorems and phase transitions for two models of summation of iid random variables depending on parameters | 2013-11-18 | Paper |
| On a new Class of Tempered Stable Distributions: Moments and Regular Variation | 2013-01-19 | Paper |
| Limit Theorems For Sequences of Tempered Stable and Related Distributions | 2012-01-28 | Paper |
| Do financial returns have finite or infinite variance? A paradox and an explanation | 2010-12-15 | Paper |
