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Author ID: buchmann.boris Recent zbMATH articles by "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

Publications by Year

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 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

Citations by Year