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Browsing by Author Buchmann, Boris

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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
TypeJournal article
Date Published2008
Date Created-
01_Boris Buchman_Asymptotic_theory_of_least_2007.pdf.jpg

Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence

Author(s)Buchmann, Boris; Chan, Ngai Hang
TypeJournal article
Date Published23-Nov-2007
Date Created-
01_Grubel_Decompounding-_an_estimation_2003.pdf.jpg

Decompounding: an estimation problem for Poisson random sums

Author(s)Buchmann, Boris; Grübel, Rudolf
TypeJournal article
Date Published2003
Date Created-
01_Buchmann_Distributional_Representations_2016.pdf.jpg

Distributional representations and dominance of a Lévy process over its maximal jump processes

Author(s)Buchmann, Boris; Fan, Yuguang; Maller, Ross A.
TypeJournal article
Date PublishedNov-2016
Date Created-

Extremal Behaviour of Fractal Models

Author(s)Buchmann, Boris; Kluppelberg, Claudia
TypeConference paper
Date Published2004
Date CreatedJanuary 11 2004

Fractional Integral Equations and State Space Transforms

Author(s)Buchmann, Boris; Klueppelberg, Claudia C
TypeJournal article
Date Published2006
Date Created-
01_Buchmann_Integrated_Functionals_2009.pdf.jpg

Integrated functionals of normal and fractional processes

Author(s)Buchmann, Boris; Chan, Ngai Hang
TypeJournal article
Date Published2009
Date Created-

Laws of the iterated logarithm for self-normalised levy processes at zero

Author(s)Buchmann, Boris; Maller, Ross; Mason, David M
TypeJournal article
Date Published2015
Date Created-

Laws of the iterated logarithm for self-normalised Lévy processes at zero

Author(s)Buchmann, Boris; Maller, Ross; Mason, David M
TypeJournal article
Date Published2014
Date Created-

Limit experiments of GARCH

Author(s)Buchmann, Boris; Muller, Gernot
TypeJournal article
Date Published2012
Date Created-

Maxima of stochastic processes driven by fractional Brownian motion

Author(s)Buchmann, Boris; Klueppelberg, Claudia C
TypeJournal article
Date Published2005
Date Created-
01_Buchmann_The_small-time_Chung-Wichura_2011.pdf.jpg

The small-time Chung-Wichura law for Levy processes with non-vanishing Brownian component

Author(s)Buchmann, Boris; Maller, Ross
TypeJournal article
Date Published2011
Date Created-

Unified asymptotic theory for nearly unstable AR(p) processes

Author(s)Buchmann, Boris; Chan, Ngai Hang
TypeJournal article
Date Published2013
Date Created-

Weighted empirical processes in the nonparametric inference for Lvy processes

Author(s)Buchmann, Boris
TypeJournal article
Date Published2009
Date Created-
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