Publications

2018

• Weak convergence of probability measures to Choquet capacity functionals.Ferger, D., 2018, In: Turkish Journal of MathematicsElectronic (full-text) versionResearch output: Contribution to journal > Research article

2017

• Subgeometric rates of convergence for Markov processes under subordinationDeng, C. S., Schilling, R. L. & Song, Y. H., 1 Mar 2017, In: Advances in Applied Probability. 49, 1, p. 162-181, 20 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• From statistics to mathematical finance: Festschrift in honour of winfried stuteFerger, D., Manteiga, W. G., Schmidt, T. & Wang, J. L., 1 Jan 2017, Springer International Publishing, 440 p.Electronic (full-text) versionResearch output: Book/Report/Anthology > Monograph
• Absolute continuity and singularity of probability measures induced by a purely discontinuous Girsanov transform of a stable processSchilling, R. L. & Vondraček, Z., 2017, In: Transactions of the American Mathematical Society. 369, 3, p. 1547-1577, 31 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• A class of scale mixtures of gamma(k)-distributions that are generalized gamma convolutionsBehme, A. D. & Bondesson, L., 2017, In: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability. 23, p. 773-787Research output: Contribution to journal > Research article
• Asymptotic tail bounds for the Dempfle-Stute estimator in general regression modelsFerger, D., 2017, From Statistics to Mathematical Finance. Festschrift in Honour of Winfried Stute. Springer, Cham, p. 129-156, 27 p.Electronic (full-text) versionResearch output: Contribution to book/conference proceedings/anthology/report > Chapter in book/Anthology/Report
• Density estimation via best L²-approximation on classes of step functionsFerger, D. & Venz, J., 2017, In: Kybernetika. 53, 2, p. 198-219, 22 p.Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Geometric Asian Option Pricing in General Affine Stochastic Volatility Models with JumpsHubalek, F., Keller-Ressel, M. & Sgarra, C., 2017, In: Quantitative Finance. 17, 6, p. 873-888Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Harnack inequalities for SDEs driven by time-changed fractional brownian motionsDeng, C. S. & Schilling, R. L., 2017, In: Electronic journal of probability. 22, 71Electronic (full-text) versionResearch output: Contribution to journal > Research article
• Temporal rainfall disaggregation under minimum data requirementsBlumensaat, F., Pavlik, D., Schubert, K., Tönnies, A., Bernhofer, C. & Krebs, P., 2017, 9th International Workshop on Precipitation in Urban Areas: Urban Challenges in Rainfall Analysis, UrbanRain 2012. p. 16-21, 6 p.Research output: Contribution to book/conference proceedings/anthology/report > Conference contribution