Tina Marquardt

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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!

PublicationDate of PublicationType
Integrating Volatility Clustering Into Exponential Lévy Models
Journal of Applied Probability
2009-10-08Paper
Stochastic calculus for convoluted Lévy processes
Bernoulli
2009-03-02Paper
Multivariate fractionally integrated CARMA processes
Journal of Multivariate Analysis
2008-03-05Paper
Fractional Lévy processes with an application to long memory moving average processes
Bernoulli
2007-09-05Paper
Multivariate CARMA processes
Stochastic Processes and their Applications
2007-03-29Paper
scientific article; zbMATH DE number 2199141 (Why is no real title available?)2005-08-25Paper
scientific article; zbMATH DE number 2164159 (Why is no real title available?)2005-05-03Paper


Research outcomes over time


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