Vicky Fasen
From MaRDI portal
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!
| Publication | Date of Publication | Type |
|---|---|---|
| Time consistency of multi-period distortion measures Statistics & Risk Modeling j='Statistics \& Risk Modeling' a=' ' j#=27 a#=6 | 2021-08-05 | Paper |
| Information criteria for multivariate CARMA processes Bernoulli j='Bernoulli' a=' ' j#=9 a#=6 | 2017-09-21 | Paper |
| Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration Journal of Econometrics j='Journal of Econometrics' a=' ' j#=23 a#=6 | 2017-05-12 | Paper |
| Dependence estimation for high-frequency sampled multivariate CARMA models Scandinavian Journal of Statistics j='Scandinavian Journal of Statistics' a=' ' j#=34 a#=6 | 2016-03-16 | Paper |
| Stable random fields, point processes and large deviations Stochastic Processes and their Applications j='Stochastic Processes and their Applications' a=' ' j#=43 a#=6 | 2016-02-15 | Paper |
| Four theorems and a financial crisis International Journal of Approximate Reasoning j='International Journal of Approximate Reasoning' a=' ' j#=46 a#=6 | 2015-07-10 | Paper |
| Limit theory for high frequency sampled MCARMA models Advances in Applied Probability j='Advances in Applied Probability' a=' ' j#=31 a#=6 | 2014-09-25 | Paper |
| Quantifying Extreme Risks Risk - A Multidisciplinary Introduction j='Risk - A Multidisciplinary Introduction' a=' ' j#=39 a#=6 | 2014-06-30 | Paper |
| Statistical inference of spectral estimation for continuous-time MA processes with finite second moments Mathematical Methods of Statistics j='Mathematical Methods of Statistics' a=' ' j#=34 a#=6 | 2014-03-26 | Paper |
| Spectral estimates for high-frequency sampled continuous-time autoregressive moving average processes Journal of Time Series Analysis j='Journal of Time Series Analysis' a=' ' j#=31 a#=6 | 2014-02-25 | Paper |
| Time series regression on integrated continuous-time processes with heavy and light tails Econometric Theory j='Econometric Theory' a=' ' j#=18 a#=6 | 2013-04-29 | Paper |
| On the limit behavior of the periodogram of high-frequency sampled stable CARMA processes Stochastic Processes and their Applications j='Stochastic Processes and their Applications' a=' ' j#=43 a#=6 | 2012-11-15 | Paper |
| Modelling and quantification of extreme risks Facettenreiche Mathematik j='Facettenreiche Mathematik' a=' ' j#=25 a#=6 | 2012-10-01 | Paper |
| High-level dependence in time series models Extremes j='Extremes' a=' ' j#=8 a#=6 | 2011-11-26 | Paper |
| Extremes of Lévy driven mixed MA processes with convolution equivalent distributions Extremes j='Extremes' a=' ' j#=8 a#=6 | 2011-02-22 | Paper |
| Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes Queueing Systems j='Queueing Systems' a=' ' j#=16 a#=6 | 2010-12-03 | Paper |
| Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes Bernoulli j='Bernoulli' a=' ' j#=9 a#=6 | 2010-11-12 | Paper |
| Extremes of Continuous–Time Processes. Handbook of Financial Time Series j='Handbook of Financial Time Series' a=' ' j#=33 a#=6 | 2009-11-27 | Paper |
| Extremes of autoregressive threshold processes Advances in Applied Probability j='Advances in Applied Probability' a=' ' j#=31 a#=6 | 2009-07-22 | Paper |
| A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime Advances in Applied Probability j='Advances in Applied Probability' a=' ' j#=31 a#=6 | 2009-07-22 | Paper |
| Extremal behavior of stochastic volatility models j=' ' a=' ' j#=6 a#=6 | 2008-07-11 | Paper |
| Extremes of supOU processes j=' ' a=' ' j#=6 a#=6 | 2008-01-17 | Paper |
| Extremes of subexponential Lévy driven moving average processes Stochastic Processes and their Applications j='Stochastic Processes and their Applications' a=' ' j#=43 a#=6 | 2006-10-05 | Paper |
| Extremes of regularly varying Lévy-driven mixed moving average processes Advances in Applied Probability j='Advances in Applied Probability' a=' ' j#=31 a#=6 | 2006-06-19 | Paper |
Research outcomes over time
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