4. Mathematics
  5. Probability

Robert Stelzer

Mathematics – Probability

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A Class of Infinitely Divisible Multivariate and Matrix Gamma Distributions and Cone-valued Generalised Gamma Convolutions

Mathematics – Probability
Scientific paper

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CARMA Processes driven by Non-Gaussian Noise

Mathematics – Probability
Scientific paper

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FunctionaL Regular Variation of Lévy-driven Multivariate Mixed Moving Average Processes

Mathematics – Probability
Scientific paper

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Limit Theory for the largest eigenvalues of sample covariance matrices with heavy-tails

Mathematics – Probability
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Multivariate COGARCH(1,1) processes

Mathematics – Statistics Theory
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