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05/01/2021
Approximations and asymptotics of continuous-time locally stationary processes
We introduce a general theory on stationary approximations for locally s...
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04/28/2021
Continuous-time locally stationary time series models
We adapt the classical definition of locally stationary processes in dis...
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07/21/2020
Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields
We obtain central limit theorems for stationary random fields which are ...
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07/01/2020
Inheritance of strong mixing and weak dependence under renewal sampling
Let X be a continuous-time strongly mixing or weakly dependent process a...
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09/26/2019
Moment based estimation for the multivariate COGARCH(1,1) process
For the multivariate COGARCH process, we obtain explicit expressions for...
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07/16/2018