Edit Profile (opens in new tab) Buchmann, Boris Co-Author Distance Author ID: buchmann.boris Published as: Buchmann, Boris External Links: ORCID Documents Indexed: 23 Publications since 2003, including 1 Additional arXiv Preprint Co-Authors: 15 Co-Authors with 22 Joint Publications 443 Co-Co-Authors all top 5 Co-Authors 1 single-authored 9 Maller, Ross Arthur 4 Lu, Kevin W. 3 Chan, Ngai Hang 3 Madan, Dilip B. 2 Grübel, Rudolf 2 Kaehler, Benjamin D. 2 Klüppelberg, Claudia 2 Szimayer, Alexander 1 Fan, Yuguang 1 Ipsen, Yuguang F. 1 Mason, David M. 1 Müller, Gernot J. 1 Resnick, Sidney Ira 1 Szimayer, Alex 1 Weber, Stefan all top 5 Serials 4 Bernoulli 3 Stochastic Processes and their Applications 2 The Annals of Statistics 2 Journal of Applied Probability 2 Probability Theory and Related Fields 2 Extremes 1 Advances in Applied Probability 1 Annals of the Institute of Statistical Mathematics 1 Transactions of the American Mathematical Society 1 The Annals of Applied Probability 1 Mathematical Methods of Statistics 1 International Journal of Theoretical and Applied Finance 1 Methodology and Computing in Applied Probability Fields 18 Probability theory and stochastic processes (60-XX) 9 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Integral equations (45-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 20 Publications have been cited 176 times in 136 Documents Cited by ▼ Year ▼ Decompounding: an estimation problem for Poisson random sums. Zbl 1105.62309 Buchmann, Boris; Grübel, Rudolf 36 2003 Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence. Zbl 1126.62069 Buchmann, Boris; Chan, Ngai Hang 21 2007 Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions. Zbl 1442.60051 Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B. 15 2019 Decompounding Poisson random sums: recursively truncated estimates in the discrete case. Zbl 1078.62020 Buchmann, Boris; Grübel, Rudolf 14 2004 Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing. Zbl 1370.60088 Buchmann, Boris; Kaehler, Benjamin; Maller, Ross; Szimayer, Alexander 13 2017 Distributional representations and dominance of a Lévy process over its maximal jump processes. Zbl 1352.60065 Buchmann, Boris; Fan, Yuguang; Maller, Ross A. 13 2016 Fractional integral equations and state space transforms. Zbl 1114.60048 Buchmann, Boris; Klüppelberg, Claudia 9 2006 Limit experiments of GARCH. Zbl 1291.62162 Buchmann, Boris; Müller, Gernot 8 2012 Unified asymptotic theory for nearly unstable AR(\(p\)) processes. Zbl 1275.62064 Buchmann, Boris; Chan, Ngai Hang 8 2013 Integrated functionals of normal and fractional processes. Zbl 1170.60015 Buchmann, Boris; Chan, Ngai Hang 7 2009 An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications. Zbl 1153.60025 Buchmann, Boris; Maller, Ross; Szimayer, Alex 5 2008 Processes of \(r^{th}\) largest. Zbl 1403.60025 Buchmann, Boris; Maller, Ross; Resnick, Sidney I. 5 2018 Maxima of stochastic processes driven by fractional Brownian motion. Zbl 1083.60044 Buchmann, Boris; Klüppelberg, Claudia 4 2005 The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component. Zbl 1232.60035 Buchmann, Boris; Maller, Ross 4 2011 Self-decomposability of weak variance generalised gamma convolutions. Zbl 1471.60128 Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B. 4 2020 Functional laws for trimmed Lévy processes. Zbl 1400.60067 Buchmann, Boris; Ipsen, Yuguang F.; Maller, Ross 4 2017 Calibration for weak variance-alpha-gamma processes. Zbl 1447.60075 Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B. 4 2019 Weighted empirical processes in the nonparametric inference for Lévy processes. Zbl 1282.60049 Buchmann, B. 3 2009 A continuous time approximation of an evolutionary stock market model. Zbl 1152.91488 Buchmann, Boris; Weber, Stefan 1 2007 Laws of the iterated logarithm for self-normalised Lévy processes at zero. Zbl 1309.60024 Buchmann, Boris; Maller, Ross A.; Mason, David M. 1 2015 Self-decomposability of weak variance generalised gamma convolutions. Zbl 1471.60128 Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B. 4 2020 Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions. Zbl 1442.60051 Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B. 15 2019 Calibration for weak variance-alpha-gamma processes. Zbl 1447.60075 Buchmann, Boris; Lu, Kevin W.; Madan, Dilip B. 4 2019 Processes of \(r^{th}\) largest. Zbl 1403.60025 Buchmann, Boris; Maller, Ross; Resnick, Sidney I. 5 2018 Multivariate subordination using generalised gamma convolutions with applications to variance gamma processes and option pricing. Zbl 1370.60088 Buchmann, Boris; Kaehler, Benjamin; Maller, Ross; Szimayer, Alexander 13 2017 Functional laws for trimmed Lévy processes. Zbl 1400.60067 Buchmann, Boris; Ipsen, Yuguang F.; Maller, Ross 4 2017 Distributional representations and dominance of a Lévy process over its maximal jump processes. Zbl 1352.60065 Buchmann, Boris; Fan, Yuguang; Maller, Ross A. 13 2016 Laws of the iterated logarithm for self-normalised Lévy processes at zero. Zbl 1309.60024 Buchmann, Boris; Maller, Ross A.; Mason, David M. 1 2015 Unified asymptotic theory for nearly unstable AR(\(p\)) processes. Zbl 1275.62064 Buchmann, Boris; Chan, Ngai Hang 8 2013 Limit experiments of GARCH. Zbl 1291.62162 Buchmann, Boris; Müller, Gernot 8 2012 The small-time Chung-Wichura law for Lévy processes with non-vanishing Brownian component. Zbl 1232.60035 Buchmann, Boris; Maller, Ross 4 2011 Integrated functionals of normal and fractional processes. Zbl 1170.60015 Buchmann, Boris; Chan, Ngai Hang 7 2009 Weighted empirical processes in the nonparametric inference for Lévy processes. Zbl 1282.60049 Buchmann, B. 3 2009 An almost sure functional limit theorem at zero for a class of Lévy processes normed by the square root function, and applications. Zbl 1153.60025 Buchmann, Boris; Maller, Ross; Szimayer, Alex 5 2008 Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence. Zbl 1126.62069 Buchmann, Boris; Chan, Ngai Hang 21 2007 A continuous time approximation of an evolutionary stock market model. Zbl 1152.91488 Buchmann, Boris; Weber, Stefan 1 2007 Fractional integral equations and state space transforms. Zbl 1114.60048 Buchmann, Boris; Klüppelberg, Claudia 9 2006 Maxima of stochastic processes driven by fractional Brownian motion. Zbl 1083.60044 Buchmann, Boris; Klüppelberg, Claudia 4 2005 Decompounding Poisson random sums: recursively truncated estimates in the discrete case. Zbl 1078.62020 Buchmann, Boris; Grübel, Rudolf 14 2004 Decompounding: an estimation problem for Poisson random sums. Zbl 1105.62309 Buchmann, Boris; Grübel, Rudolf 36 2003 all cited Publications top 5 cited Publications all top 5 Cited by 185 Authors 13 Maller, Ross Arthur 11 Buchmann, Boris 7 Duval, Céline 6 Ipsen, Yuguang F. 6 Lu, Kevin W. 5 Fink, Holger 5 Gugushvili, Shota 5 Klüppelberg, Claudia 5 Madan, Dilip B. 5 Mariucci, Ester 5 Wang, Qiying 3 Chan, Ngai Hang 3 Li, Bo 3 Spreij, Peter 3 Zhang, Huiming 2 Didier, Gustavo 2 Fan, Yuguang 2 Fu, Ke’ang 2 Gehringer, Johann Rudolf 2 Grübel, Rudolf 2 Kappus, Johanna 2 Marena, Marina 2 Mason, David M. 2 Michaelsen, Markus 2 Nickl, Richard 2 Phillips, Peter Charles Bonest 2 Pitts, Susan M. 2 Proïa, Frédéric 2 Reiß, Markus 2 Resnick, Sidney Ira 2 Robert, Christian-Yann 2 Savov, Mladen Svetoslavov 2 Semeraro, Patrizia 2 Shemehsavar, Soudabeh 2 van der Meulen, Frank Henri 2 Wang, Xinghui 2 Yang, Guangyu 2 Zhang, Kui 1 Alexander, Carol 1 Antunes, Nelson 1 Asai, Manabu 1 Aurzada, Frank 1 Azmoodeh, Ehsan 1 Badreau, Marie 1 Bagnato, Luca 1 Barbour, Andrew David 1 Barth, Andrea 1 Basu, Ranojoy 1 Benke, János Marcell 1 Berkes, István 1 Bibbona, Enrico 1 Bishwal, Jaya P. N. 1 Boen, Lynn 1 Bøgsted, Martin 1 Boxma, Onno Johan 1 Cho, Soobin 1 Coca, Alberto J. 1 Comte, Fabienne 1 Dong, Yajuan 1 Döring, Leif 1 Duffy, James A. 1 Dziubdziela, Wiesław 1 Eichelsbacher, Peter 1 Einmahl, Uwe 1 Fan, Yawen 1 Faradonbeh, Mohamad Kazem Shirani 1 Funke, Benedikt 1 Gardini, Matteo 1 Geng, Wenjing 1 Genon-Catalot, Valentine 1 Goffard, Pierre-Olivier 1 Gomes-Gonçalves, Erika 1 Grabchak, Michael 1 Guillaume, Florence 1 Györfi, László 1 Gzyl, Henryk 1 Han, Ruidong 1 Hansen, Martin Bøgsted 1 He, Jiao 1 Heinzmann, Dominik 1 Hoffmann, Marc 1 Hosseini, Babak Sayyid 1 Hu, Shuhe 1 Hwang, Kyo-Shin 1 Ivanov, Roman V. 1 Jaisson, Thibault 1 Jasiński, Krzysztof 1 Jevtić, Petar 1 Jiang, Hui 1 Karlis, Dimitris 1 Kasparis, Ioannis 1 Kevei, Péter 1 Kim, Panki 1 Knichel, Lukas 1 Konakov, Valentin 1 Kreiß, Jens-Peter 1 Kubilius, Kȩstutis 1 Kühn, Franziska 1 Kurisu, Daisuke 1 Laub, Patrick J. ...and 85 more Authors all top 5 Cited in 59 Serials 12 Bernoulli 10 Stochastic Processes and their Applications 6 Journal of Applied Probability 6 Electronic Journal of Statistics 5 Statistics & Probability Letters 5 Journal of Theoretical Probability 4 Journal of Statistical Planning and Inference 4 International Journal of Theoretical and Applied Finance 4 Statistical Inference for Stochastic Processes 3 Advances in Applied Probability 3 Annals of the Institute of Statistical Mathematics 3 The Annals of Statistics 3 Insurance Mathematics & Economics 3 Probability Theory and Related Fields 3 Econometric Reviews 3 Communications in Statistics. Theory and Methods 3 Methodology and Computing in Applied Probability 3 Quantitative Finance 2 Journal of Econometrics 2 Journal of Multivariate Analysis 2 Transactions of the American Mathematical Society 2 Journal of Time Series Analysis 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Mathematical Methods of Statistics 2 Journal of Nonparametric Statistics 2 Econometric Theory 2 Journal of the Korean Statistical Society 1 Bulletin of the Australian Mathematical Society 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Physics 1 Lithuanian Mathematical Journal 1 Mathematical Biosciences 1 Metrika 1 Scandinavian Journal of Statistics 1 Applied Mathematics and Computation 1 Automatica 1 International Statistical Review 1 Journal of Functional Analysis 1 Statistica 1 Statistics 1 Journal of Economic Dynamics & Control 1 The Annals of Applied Probability 1 Journal of Statistical Computation and Simulation 1 Theory of Probability and Mathematical Statistics 1 Electronic Journal of Probability 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Extremes 1 Acta Mathematica Sinica. English Series 1 Decisions in Economics and Finance 1 Stochastic Models 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Stochastics and Dynamics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Statistics and Computing 1 Mathematica Applicanda 1 Modern Stochastics. Theory and Applications 1 Transactions of the American Mathematical Society. Series B 1 Probability, Uncertainty and Quantitative Risk 1 Graduate Journal of Mathematics all top 5 Cited in 11 Fields 101 Probability theory and stochastic processes (60-XX) 88 Statistics (62-XX) 19 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Numerical analysis (65-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Biology and other natural sciences (92-XX) 1 Ordinary differential equations (34-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Mechanics of deformable solids (74-XX) 1 Systems theory; control (93-XX) Citations by Year