Florian Fuchs

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

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 ESAIM: Probability and Statistics	2014-04-10	Paper
Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes Journal of Time Series Analysis	2014-02-25	Paper
Spectral representation of multivariate regularly varying Lévy and CARMA processes Journal of Theoretical Probability	2013-07-19	Paper
Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums Electronic Journal of Statistics	2013-05-29	Paper
Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums Electronic Journal of Statistics	2013-05-29	Paper
On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes Stochastic Processes and their Applications	2012-11-15	Paper
Stationarity and geometric ergodicity of BEKK multivariate GARCH models Stochastic Processes and their Applications	2011-10-10	Paper
Semantic modelling and reasoning for context information in infrastructure networks	2009-01-16	Paper

Research outcomes over time

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