Univ.-Prof. Dr. Claudia Klüppelberg
FB 08 - Physik, Mathematik und Informatik, Johannes Gutenberg-Universität Mainz
- 06131/39-3332
- 06131/39-4389
Klüppelberg, Claudia; Mikosch, Thomas
Gaussian limit fields for the integrated periodogramThe annals of applied probability. an official journal of the Institute of Mathematical Statistics. Bd. 6. H. 3. Cleveland, Ohio: Inst. of Mathematical Statistics 1996 S. 969 - 991
Mikosch, Thomas; Klüppelberg, Claudia
On strong consistency of estimators for infinite variance time seriesTheory of probability and mathematical statistics. H. 53. Providence, RI. 1996 S. 127 - 136
Klüppelberg, C.; Mikosch, T.
Delay in Claim Settlement and Ruin Probability ApproximationsScandinavian actuarial journal. H. 2. Basingstoke: Taylor & Francis 1995 S. 154 - 168
Mikosch, Thomas; Gadrich, Tamar; Klüppelberg, Claudla et al.
Parameter estimation for ARMA models with infinite variance innovationsThe annals of statistics. an off. journal of the Institute of Mathematical Statistics. Bd. 23. H. 1. Cleveland, Ohio [u.a.]: Institute of Mathematical Statistics 1995 S. 305 - 326
Balkema, A.A.; Klüppelberg, C.; Stadtmüller, U.
Tauberian result for densities with gaussian tailsThe journal of the London Mathematical Society. Bd. 51. H. 2. Cambridge [u.a.]: Cambridge Univ. Press 1995 S. 383 - 400