The following pages link to Florian Fuchs (Q354749):
Displaying 7 items.
- Spectral representation of multivariate regularly varying Lévy and CARMA processes (Q354751) (← links)
- Stationarity and geometric ergodicity of BEKK multivariate GARCH models (Q719379) (← links)
- On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes (Q1761493) (← links)
- Noise recovery for Lévy-driven CARMA processes and high-frequency behaviour of approximating Riemann sums (Q1951126) (← links)
- Spectral estimates for high‐frequency sampled continuous‐time autoregressive moving average processes (Q5397971) (← links)
- Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model (Q5408479) (← links)
- (Q5503672) (← links)
