Bitter, Annemarie; Stelzer, Robert; Ströh, Bennet Continuous-time locally stationary time series models. (English) Zbl 07779238 Adv. Appl. Probab. 55, No. 3, 965-998 (2023). MSC: 60G07 60G51 62M15 PDFBibTeX XMLCite \textit{A. Bitter} et al., Adv. Appl. Probab. 55, No. 3, 965--998 (2023; Zbl 07779238) Full Text: DOI arXiv
Brandes, Dirk-Philip; Curato, Imma Valentina; Stelzer, Robert Inheritance of strong mixing and weak dependence under renewal sampling. (English) Zbl 1516.60015 J. Appl. Probab. 60, No. 2, 435-451 (2023). MSC: 60F05 60F17 62M15 60G60 PDFBibTeX XMLCite \textit{D.-P. Brandes} et al., J. Appl. Probab. 60, No. 2, 435--451 (2023; Zbl 1516.60015) Full Text: DOI arXiv
Curato, Imma Valentina; Stelzer, Robert; Ströh, Bennet Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields. (English) Zbl 1503.60061 Ann. Appl. Probab. 32, No. 3, 1814-1861 (2022). MSC: 60G60 60F05 60F17 60G10 62M40 62F10 62M30 PDFBibTeX XMLCite \textit{I. V. Curato} et al., Ann. Appl. Probab. 32, No. 3, 1814--1861 (2022; Zbl 1503.60061) Full Text: DOI arXiv
Stelzer, Robert; Vestweber, Johanna Geometric ergodicity of the multivariate COGARCH(1,1) process. (English) Zbl 1500.60045 Stochastics 93, No. 7, 959-992 (2021). Reviewer: Romeo Negrea (Timişoara) MSC: 60J25 60G10 60G51 62M10 PDFBibTeX XMLCite \textit{R. Stelzer} and \textit{J. Vestweber}, Stochastics 93, No. 7, 959--992 (2021; Zbl 1500.60045) Full Text: DOI arXiv
Mayerhofer, Eberhard; Stelzer, Robert; Vestweber, Johanna Geometric ergodicity of affine processes on cones. (English) Zbl 1434.60195 Stochastic Processes Appl. 130, No. 7, 4141-4173 (2020). MSC: 60J25 60G10 60G51 60J60 60J76 PDFBibTeX XMLCite \textit{E. Mayerhofer} et al., Stochastic Processes Appl. 130, No. 7, 4141--4173 (2020; Zbl 1434.60195) Full Text: DOI arXiv
Curato, Imma Valentina; Stelzer, Robert Weak dependence and GMM estimation of supOU and mixed moving average processes. (English) Zbl 1406.60028 Electron. J. Stat. 13, No. 1, 310-360 (2019). MSC: 60E07 60G10 60G51 60G57 62F12 PDFBibTeX XMLCite \textit{I. V. Curato} and \textit{R. Stelzer}, Electron. J. Stat. 13, No. 1, 310--360 (2019; Zbl 1406.60028) Full Text: DOI arXiv Euclid
Boussama, Farid; Fuchs, Florian; Stelzer, Robert Stationarity and geometric ergodicity of BEKK multivariate GARCH models. (English) Zbl 1250.62043 Stochastic Processes Appl. 121, No. 10, 2331-2360 (2011). Reviewer: Miroslav M. Ristic (Niš) MSC: 62M10 60J05 60B99 91G70 PDFBibTeX XMLCite \textit{F. Boussama} et al., Stochastic Processes Appl. 121, No. 10, 2331--2360 (2011; Zbl 1250.62043) Full Text: DOI arXiv
Barndorff-Nielsen, Ole Eiler; Stelzer, Robert Multivariate supOU processes. (English) Zbl 1235.60032 Ann. Appl. Probab. 21, No. 1, 140-182 (2011). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G10 60H10 60E07 60G51 60G57 PDFBibTeX XMLCite \textit{O. E. Barndorff-Nielsen} and \textit{R. Stelzer}, Ann. Appl. Probab. 21, No. 1, 140--182 (2011; Zbl 1235.60032) Full Text: DOI arXiv
Marquardt, Tina; Stelzer, Robert Multivariate CARMA processes. (English) Zbl 1115.62087 Stochastic Processes Appl. 117, No. 1, 96-120 (2007). Reviewer: Andrew Olenko (Kyïv) MSC: 62M10 60G51 60H10 PDFBibTeX XMLCite \textit{T. Marquardt} and \textit{R. Stelzer}, Stochastic Processes Appl. 117, No. 1, 96--120 (2007; Zbl 1115.62087) Full Text: DOI Link