Danijel Grahovac

Available identifiers

zbMath Open grahovac.danijelMaRDI QIDQ339842

List of research outcomes

Publication	Date of Publication	Type
Tail behavior and almost sure growth rate of superpositions of Ornstein-Uhlenbeck-type processes	2024-11-06	Paper
INTERMITTENCY AND MULTISCALING IN LIMIT THEOREMS	2022-11-09	Paper
Intermittency in the small-time behavior of Lévy processes	2022-06-01	Paper
Multifractal processes: definition, properties and new examples	2022-03-31	Paper
Intermittency and infinite variance: the case of integrated supou processes	2021-07-21	Paper
Incremental method for multiple line detection problem -- iterative reweighted approach	2021-03-06	Paper
TheW,Zscale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems	2020-11-24	Paper
The multifaceted behavior of integrated supOU processes: the infinite variance case	2020-10-30	Paper
BOUNDS ON THE SUPPORT OF THE MULTIFRACTAL SPECTRUM OF STOCHASTIC PROCESSES	2020-04-07	Paper
Limit theorems, scaling of moments and intermittency for integrated finite variance supOU processes	2019-12-17	Paper
The unusual properties of aggregated superpositions of Ornstein-Uhlenbeck type processes	2019-06-14	Paper
Intermittency of trawl processes	2018-06-14	Paper
Densities of ruin-related quantities in the Cramér-Lundberg model with Pareto claims	2018-03-01	Paper
Intermittency of superpositions of Ornstein-Uhlenbeck type processes	2017-01-26	Paper
Detecting multifractal stochastic processes under heavy-tailed effects	2016-11-11	Paper
Asymptotic properties of the partition function and applications in tail index inference of heavy-tailed data	2016-01-04	Paper
Scaling properties of the empirical structure function of linear fractional stable motion and estimation of its parameters	2015-07-24	Paper
Almost sure growth of integrated supOU processes	N/A	Paper
Tail behavior and sample path properties of positive supOU processes	N/A	Paper

Research outcomes over time

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