Publikationen in Zusammenarbeit mit Forschern von Universidad Carlos III de Madrid (6)

2014

  1. On idiosyncratic stochasticity of financial leverage effects

    Statistics and Probability Letters, Vol. 91, Núm. 1, pp. 20-26

  2. Trajectory composition of Poisson time changes and Markov counting systems

    Statistics and Probability Letters, Vol. 88, Núm. 1, pp. 91-98

2012

  1. On the infinitesimal dispersion of multivariate Markov counting systems

    Statistics and Probability Letters, Vol. 82, Núm. 4, pp. 720-725

  2. Time changes that result in multiple points in continuous-time Markov counting processes

    Statistics and Probability Letters, Vol. 82, Núm. 12, pp. 2229-2234

2011

  1. Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems

    Stochastic Processes and their Applications, Vol. 121, Núm. 11, pp. 2571-2591

2009

  1. Time series analysis via mechanistic models

    Annals of Applied Statistics, Vol. 3, Núm. 1, pp. 319-348