The following pages link to Boris Buchmann (Q408084):
Displaying 20 items.
- Limit experiments of GARCH (Q408085) (← links)
- The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component (Q718871) (← links)
- Distributional representations and dominance of a Lévy process over its maximal jump processes (Q726742) (← links)
- Fractional integral equations and state space transforms (Q850753) (← links)
- An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications (Q948941) (← links)
- Integrated functionals of normal and fractional processes (Q1009478) (← links)
- Decompounding: an estimation problem for Poisson random sums. (Q1434004) (← links)
- Processes of \(r^{th}\) largest (Q1633429) (← links)
- Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (Q1715552) (← links)
- Unified asymptotic theory for nearly unstable AR(\(p\)) processes (Q1940239) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Self-decomposability of weak variance generalised gamma convolutions (Q2289801) (← links)
- Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing (Q2359719) (← links)
- Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence (Q2466680) (← links)
- Decompounding Poisson random sums: recursively truncated estimates in the discrete case (Q2581125) (← links)
- A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL (Q3498244) (← links)
- Functional laws for trimmed Lévy processes (Q4684895) (← links)
- Necessity of weak subordination for some strongly subordinated Lévy processes (Q5014298) (← links)
- Laws of the iterated logarithm for self-normalised Lévy processes at zero (Q5496645) (← links)
- Maxima of stochastic processes driven by fractional Brownian motion (Q5697200) (← links)
