Edit Profile (opens in new tab) Fasen-Hartmann, Vicky Compute Distance To: Compute Author ID: fasen-hartmann.vicky Published as: Fasen-Hartmann, Vicky Documents Indexed: 10 Publications since 2018 Co-Authors: 5 Co-Authors with 10 Joint Publications 123 Co-Co-Authors Co-Authors 0 single-authored 3 Das, Bikramjit 3 Mayer, Celeste 3 Scholz, Markus 1 Kimmig, Sebastian 1 Klüppelberg, Claudia all top 5 Serials 1 Annals of the Institute of Statistical Mathematics 1 Journal of Multivariate Analysis 1 Journal of Statistical Planning and Inference 1 Journal of Time Series Analysis 1 Stochastic Processes and their Applications 1 Extremes 1 Stochastics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Electronic Journal of Statistics 1 Statistics & Risk Modeling Fields 9 Probability theory and stochastic processes (60-XX) 7 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 6 Publications have been cited 23 times in 17 Documents Cited by ▼ Year ▼ Risk contagion under regular variation and asymptotic tail independence. Zbl 1397.62168Das, Bikramjit; Fasen-Hartmann, Vicky 14 2018 Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies. Zbl 1434.62095Fasen-Hartmann, Vicky; Scholz, Markus 4 2019 Conditional excess risk measures and multivariate regular variation. Zbl 1434.60085Das, Bikramjit; Fasen-Hartmann, Vicky 2 2019 Robust estimation of stationary continuous-time ARMA models via indirect inference. Zbl 1453.62394Fasen-Hartmann, Vicky; Kimmig, Sebastian 1 2020 Cointegrated continuous-time linear state-space and MCARMA models. Zbl 1492.60079Fasen-Hartmann, Vicky; Scholz, Markus 1 2020 Whittle estimation for continuous-time stationary state space models with finite second moments. Zbl 07502570Fasen-Hartmann, Vicky; Mayer, Celeste 1 2022 Whittle estimation for continuous-time stationary state space models with finite second moments. Zbl 07502570Fasen-Hartmann, Vicky; Mayer, Celeste 1 2022 Robust estimation of stationary continuous-time ARMA models via indirect inference. Zbl 1453.62394Fasen-Hartmann, Vicky; Kimmig, Sebastian 1 2020 Cointegrated continuous-time linear state-space and MCARMA models. Zbl 1492.60079Fasen-Hartmann, Vicky; Scholz, Markus 1 2020 Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies. Zbl 1434.62095Fasen-Hartmann, Vicky; Scholz, Markus 4 2019 Conditional excess risk measures and multivariate regular variation. Zbl 1434.60085Das, Bikramjit; Fasen-Hartmann, Vicky 2 2019 Risk contagion under regular variation and asymptotic tail independence. Zbl 1397.62168Das, Bikramjit; Fasen-Hartmann, Vicky 14 2018 all cited Publications top 5 cited Publications all top 5 Cited by 25 Authors 5 Fasen-Hartmann, Vicky 2 Goegebeur, Yuri 2 Guillou, Armelle 2 Ho, Nguyen Khanh Le 2 Liu, Jiajun 2 Mayer, Celeste 2 Qin, Jing 2 Scholz, Markus 1 Chen, Yiqing 1 Chen, Yu 1 Das, Bikramjit 1 Hashorva, Enkelejd 1 Hu, Taizhong 1 Klüppelberg, Claudia 1 Kulik, Rafał 1 Li, Jinzhu 1 Ling, Chengxiu 1 Nielsen, Mikkel Slot 1 Ortega-Jiménez, P. 1 Seifert, Miriam Isabel 1 Sordo, Miguel Ángel 1 Suarez-Llorens, Alfonso 1 Sun, Hongfang 1 Tong, Zhigang 1 Yang, Yang all top 5 Cited in 10 Serials 5 Insurance Mathematics & Economics 2 Journal of Multivariate Analysis 2 Stochastic Processes and their Applications 2 Extremes 1 Annals of the Institute of Statistical Mathematics 1 Finance and Stochastics 1 ASTIN Bulletin 1 Stochastics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Statistics & Risk Modeling Cited in 4 Fields 9 Statistics (62-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Probability theory and stochastic processes (60-XX) 2 Operations research, mathematical programming (90-XX) Citations by Year