Browsing by Author Buchmann, Boris
Showing results 1 to 14 of 14
An almost sure functional limit theorem at zero for a class of Levy processes normed by the square root function, and applications
Author(s) | Buchmann, Boris; Maller, Ross; Szimayer, Alex |
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Type | Journal article |
Date Published | 2008 |
Date Created | - |
Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence
Author(s) | Buchmann, Boris; Chan, Ngai Hang |
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Type | Journal article |
Date Published | 23-Nov-2007 |
Date Created | - |
Decompounding: an estimation problem for Poisson random sums
Author(s) | Buchmann, Boris; Grübel, Rudolf |
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Type | Journal article |
Date Published | 2003 |
Date Created | - |
Distributional representations and dominance of a Lévy process over its maximal jump processes
Author(s) | Buchmann, Boris; Fan, Yuguang; Maller, Ross A. |
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Type | Journal article |
Date Published | Nov-2016 |
Date Created | - |
Extremal Behaviour of Fractal Models
Author(s) | Buchmann, Boris; Kluppelberg, Claudia |
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Type | Conference paper |
Date Published | 2004 |
Date Created | January 11 2004 |
Fractional Integral Equations and State Space Transforms
Author(s) | Buchmann, Boris; Klueppelberg, Claudia C |
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Type | Journal article |
Date Published | 2006 |
Date Created | - |
Integrated functionals of normal and fractional processes
Author(s) | Buchmann, Boris; Chan, Ngai Hang |
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Type | Journal article |
Date Published | 2009 |
Date Created | - |
Laws of the iterated logarithm for self-normalised levy processes at zero
Author(s) | Buchmann, Boris; Maller, Ross; Mason, David M |
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Type | Journal article |
Date Published | 2015 |
Date Created | - |
Laws of the iterated logarithm for self-normalised Lévy processes at zero
Author(s) | Buchmann, Boris; Maller, Ross; Mason, David M |
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Type | Journal article |
Date Published | 2014 |
Date Created | - |
Limit experiments of GARCH
Author(s) | Buchmann, Boris; Muller, Gernot |
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Type | Journal article |
Date Published | 2012 |
Date Created | - |
Maxima of stochastic processes driven by fractional Brownian motion
Author(s) | Buchmann, Boris; Klueppelberg, Claudia C |
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Type | Journal article |
Date Published | 2005 |
Date Created | - |
The small-time Chung-Wichura law for Levy processes with non-vanishing Brownian component
Author(s) | Buchmann, Boris; Maller, Ross |
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Type | Journal article |
Date Published | 2011 |
Date Created | - |
Unified asymptotic theory for nearly unstable AR(p) processes
Author(s) | Buchmann, Boris; Chan, Ngai Hang |
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Type | Journal article |
Date Published | 2013 |
Date Created | - |
Weighted empirical processes in the nonparametric inference for Lvy processes
Author(s) | Buchmann, Boris |
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Type | Journal article |
Date Published | 2009 |
Date Created | - |
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