The following pages link to Oliver Pfaffel (Q245179):
Displayed 13 items.
- (Q417412) (redirect page) (← links)
- Limiting spectral distribution of a new random matrix model with dependence across rows and columns (Q417413) (← links)
- (Q554459) (redirect page) (← links)
- On strong solutions for positive definite jump diffusions (Q554460) (← links)
- (Q589464) (redirect page) (← links)
- Discussion on: ``Experience rating in the classic Markov chain life insurance setting: an empirical Bayes and multivariate frailty approach'' (Q2323665) (← links)
- Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails (Q2434470) (← links)
- Option Pricing in Multivariate Stochastic Volatility Models of OU Type (Q4902205) (← links)
- Eigenvalue distribution of large sample covariance matrices of linear processes (Q4915078) (← links)
- Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series (Q5962607) (← links)
- Wishart Processes (Q6230286) (← links)
- Eigenvalues of sample covariance matrices of non-linear processes with infinite variance (Q6237467) (← links)
- On the spectral norm of large heavy-tailed random matrices with strongly dependent rows and columns (Q6237627) (← links)