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Fasen-Hartmann, Vicky

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Author ID: fasen-hartmann.vicky Recent zbMATH articles by "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

Publications by Year

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 1397.62168
Das, Bikramjit; Fasen-Hartmann, Vicky
14
2018
Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies. Zbl 1434.62095
Fasen-Hartmann, Vicky; Scholz, Markus
4
2019
Conditional excess risk measures and multivariate regular variation. Zbl 1434.60085
Das, Bikramjit; Fasen-Hartmann, Vicky
2
2019
Robust estimation of stationary continuous-time ARMA models via indirect inference. Zbl 1453.62394
Fasen-Hartmann, Vicky; Kimmig, Sebastian
1
2020
Cointegrated continuous-time linear state-space and MCARMA models. Zbl 1492.60079
Fasen-Hartmann, Vicky; Scholz, Markus
1
2020
Whittle estimation for continuous-time stationary state space models with finite second moments. Zbl 07502570
Fasen-Hartmann, Vicky; Mayer, Celeste
1
2022
Whittle estimation for continuous-time stationary state space models with finite second moments. Zbl 07502570
Fasen-Hartmann, Vicky; Mayer, Celeste
1
2022
Robust estimation of stationary continuous-time ARMA models via indirect inference. Zbl 1453.62394
Fasen-Hartmann, Vicky; Kimmig, Sebastian
1
2020
Cointegrated continuous-time linear state-space and MCARMA models. Zbl 1492.60079
Fasen-Hartmann, Vicky; Scholz, Markus
1
2020
Quasi-maximum likelihood estimation for cointegrated continuous-time linear state space models observed at low frequencies. Zbl 1434.62095
Fasen-Hartmann, Vicky; Scholz, Markus
4
2019
Conditional excess risk measures and multivariate regular variation. Zbl 1434.60085
Das, Bikramjit; Fasen-Hartmann, Vicky
2
2019
Risk contagion under regular variation and asymptotic tail independence. Zbl 1397.62168
Das, Bikramjit; Fasen-Hartmann, Vicky
14
2018

Citations by Year