Boris Buchmann

Available identifiers

zbMath Open buchmann.borisMaRDI QIDQ408084

List of research outcomes

Publication	Date of Publication	Type
Necessity of weak subordination for some strongly subordinated Lévy processes	2021-12-01	Paper
Calibration for weak variance-alpha-gamma processes	2020-05-04	Paper
Self-decomposability of weak variance generalised gamma convolutions	2020-01-24	Paper
Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions	2019-01-28	Paper
Processes of \(r^{th}\) largest	2018-12-20	Paper
Functional laws for trimmed Lévy processes	2018-09-26	Paper
Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing	2017-06-22	Paper
Distributional representations and dominance of a Lévy process over its maximal jump processes	2016-07-14	Paper
Multivariate Subordination using Generalised Gamma Convolutions with Applications to V.G. Processes and Option Pricing	2015-02-13	Paper
Laws of the iterated logarithm for self-normalised Lévy processes at zero	2015-02-02	Paper
Unified asymptotic theory for nearly unstable AR(\(p\)) processes	2013-03-06	Paper
Limit experiments of GARCH	2012-03-29	Paper
The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component	2011-09-27	Paper
Integrated functionals of normal and fractional processes	2009-04-02	Paper
An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications	2008-10-16	Paper
A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL	2008-05-28	Paper
Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence	2008-01-16	Paper
Fractional integral equations and state space transforms	2006-11-06	Paper
Decompounding Poisson random sums: recursively truncated estimates in the discrete case	2006-01-13	Paper
Maxima of stochastic processes driven by fractional Brownian motion	2005-10-17	Paper
Decompounding: an estimation problem for Poisson random sums.	2004-07-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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