E-LIB Suche - Ergebnisse für: Buchmann, Boris

1

Erfahrungen im Rückbau von Spannbetonbrücken unter Einsatz ..:

Däbrit, Michael ; Buchmann, Boris ; Lang, Matthias.
Beton- und Stahlbetonbau. 118 (2022) S1 - p. 33-42 , 2022

Link: https://doi.org/10.1002/..

2

Convergence of extreme values of Poisson point processes at..:

Buchmann, Boris ; Ferreira, Ana ; Maller, Ross A.
Extremes. 24 (2021) 3 - p. 501-529 , 2021

Link: https://doi.org/10.1007/..

3

Necessity of weak subordination for some strongly subordina..:

Buchmann, Boris ; Lu, Kevin W.
Journal of Applied Probability. 58 (2021) 4 - p. 868-879 , 2021

Link: https://doi.org/10.1017/..

4

Self-decomposability of weak variance generalised gamma con..:

Buchmann, Boris ; Lu, Kevin W. ; Madan, Dilip B.
Stochastic Processes and their Applications. 130 (2020) 2 - p. 630-655 , 2020

Link: https://doi.org/10.1016/..

5

Processes of rth largest:

Buchmann, Boris ; Maller, Ross ; Resnick, Sidney I.
Extremes. 21 (2018) 4 - p. 485-508 , 2018

Link: https://doi.org/10.1007/..

6

Calibration for Weak Variance-Alpha-Gamma Processes:

Buchmann, Boris ; Lu, Kevin W. ; Madan, Dilip B.
Methodology and Computing in Applied Probability. 21 (2018) 4 - p. 1151-1164 , 2018

Link: https://doi.org/10.1007/..

7

Multivariate subordination using generalised Gamma convolut..:

Buchmann, Boris ; Kaehler, Benjamin ; Maller, Ross.
Stochastic Processes and their Applications. 127 (2017) 7 - p. 2208-2242 , 2017

Link: https://doi.org/10.1016/..

8

FUNCTIONAL LAWS FOR TRIMMED LÉVY PROCESSES:

BUCHMANN, BORIS ; IPSEN, YUGUANG F. ; MALLER, ROSS
Journal of Applied Probability. 54 (2017) 3 - p. 873-889 , 2017

Link: https://www.jstor.org/st..

9

Functional laws for trimmed Lévy processes:

Buchmann, Boris ; Ipsen, Yuguang F. ; Maller, Ross
Journal of Applied Probability. 54 (2017) 3 - p. 873-889 , 2017

Link: https://doi.org/10.1017/..

10

Distributional representations and dominance of a Lévy proc..:

BUCHMANN, BORIS ; FAN, YUGUANG ; MALLER, ROSS A.
Bernoulli. 22 (2016) 4 - p. 2325-2371 , 2016

Link: http://www.jstor.org/sta..

11

LAWS OF THE ITERATED LOGARITHM FOR SELF-NORMALISED LÉVY PRO..:

BUCHMANN, BORIS ; MALLER, ROSS A. ; MASON, DAVID M.
Transactions of the American Mathematical Society. 367 (2015) 3 - p. 1737-1770 , 2015

Link: http://www.jstor.org/sta..

12

Unified asymptotic theory for nearly unstable AR(p) process..:

Buchmann, Boris ; Chan, Ngai Hang
Stochastic Processes and their Applications. 123 (2013) 3 - p. 952-985 , 2013

Link: https://doi.org/10.1016/..

13

Limit experiments of GARCH:

BUCHMANN, BORIS ; MÜLLER, GERNOT
Bernoulli. 18 (2012) 1 - p. 64-99 , 2012

Link: https://www.jstor.org/st..

14

Integrated Functionals of Normal and Fractional Processes:

Buchmann, Boris ; Ngai Hang Chan
The Annals of Applied Probability. 19 (2009) 1 - p. 49-70 , 2009

Link: https://www.jstor.org/st..

15

The small-time Chung-Wichura law for Lévy processes with no..:

Buchmann, Boris ; Maller, Ross
Probability Theory and Related Fields. 149 (2009) 1-2 - p. 303-330 , 2009

Link: https://doi.org/10.1007/..