Florian Fuchs

Available identifiers

Publication	Date of Publication	Type
Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model	2014-04-10	Paper
Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes	2014-02-25	Paper
Spectral representation of multivariate regularly varying Lévy and CARMA processes	2013-07-19	Paper
Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums	2013-05-29	Paper
On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes	2012-11-15	Paper
Stationarity and geometric ergodicity of BEKK multivariate GARCH models	2011-10-10	Paper
Semantic modelling and reasoning for context information in infrastructure networks	2009-01-16	Paper

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