The following pages link to Vicky Fasen-Hartmann (Q1742741):
Displaying 15 items.
- Risk contagion under regular variation and asymptotic tail independence (Q1742742) (← links)
- Tail probabilities of random linear functions of regularly varying random vectors (Q2093413) (← links)
- Empirical spectral processes for stationary state space models (Q2105074) (← links)
- Whittle estimation for continuous-time stationary state space models with finite second moments (Q2121445) (← links)
- A note on estimation of \(\alpha\)-stable CARMA processes sampled at low frequencies (Q2123270) (← links)
- Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies (Q2283575) (← links)
- Conditional excess risk measures and multivariate regular variation (Q2291755) (← links)
- Cointegrated continuous-time linear state-space and MCARMA models (Q5086527) (← links)
- Factorization and discrete-time representation of multivariate CARMA processes (Q5093991) (← links)
- Robust estimation of stationary continuous‐time arma models via indirect inference (Q5135315) (← links)
- Whittle estimation for stationary state space models with finite second moments (Q6335318) (← links)
- On heavy-tailed risks under Gaussian copula: the effects of marginal transformation (Q6432708) (← links)
- Partial correlation graphs for continuous-parameter time series (Q6519532) (← links)
- Mixed orthogonality graphs for continuous-time stationary processes (Q6658920) (← links)
- On asymptotic independence in higher dimensions (Q6734252) (← links)