## Küchler, Uwe

Compute Distance To:
 Author ID: kuechler.uwe Published as: Küchler, Uwe; Küchler, U.; Kuechler, Uwe more...less
 Documents Indexed: 63 Publications since 1973, including 3 Books 1 Contribution as Editor Reviewing Activity: 19 Reviews Co-Authors: 27 Co-Authors with 49 Joint Publications 361 Co-Co-Authors
all top 5

### Co-Authors

 14 single-authored 10 Sorensen, Michael 6 Gushchin, Aleksandr Aleksandrovich 6 Vasil’iev, Vyacheslav A. 5 Tappe, Stefan 3 Gapeev, Pavel V. 3 Küchler, Ingeborg 2 Burkhardt, G. 2 Neumann, Kirsten 1 Amossova, N. N. 1 Föllmer, Hans 1 Fröhlich, Barbara 1 Jaschke, Stefan R. 1 Kutoyants, Yury A. 1 Lauritzen, Steffen Lilholt 1 Lunze, Ulrich 1 Maksimov, Yu. D. 1 Mensch, Beatrice 1 Müller, Paul Heinz 1 Platen, Eckhard 1 Priber, Ulrich 1 Reboledo, Rolando 1 Rozanov, Yuriĭ Anatol’evich 1 Salminen, Paavo H. 1 Streller, Arnfried 1 Thiele, Sina 1 Vogel, Silvia 1 Wernecke, Klaus-Dieter 1 Winter, Helmut
all top 5

### Serials

 5 Mathematische Nachrichten 4 Stochastic Processes and their Applications 4 Bernoulli 4 Statistical Inference for Stochastic Processes 3 Scandinavian Journal of Statistics 3 Journal of Statistical Planning and Inference 3 Mathematische Operationsforschung und Statistik. Series Statistics 3 Statistics & Probability Letters 2 Publications of the Research Institute for Mathematical Sciences, Kyoto University 2 Statistics & Decisions 1 Theory of Probability and its Applications 1 Annals of the Institute of Statistical Mathematics 1 Automatica 1 Biometrical Journal 1 International Statistical Review 1 Journal of Econometrics 1 Journal of Mathematics of Kyoto University 1 Mathematics and Computers in Simulation 1 SIAM Journal on Control and Optimization 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Sequential Analysis 1 Mathematical and Computer Modelling 1 REBRAPE 1 Doklady Bolgarskoĭ Akademii Nauk 1 Wissenschaftliche Zeitschrift der Technischen Universität Dresden 1 Stochastics and Stochastics Reports 1 Finance and Stochastics 1 Mathematisch-Naturwissenschaftliche Bibliothek 1 Mathematische Lehrbücher und Monographien. I. Abteilung: Mathematische Lehrbücher 1 Springer Series in Statistics 1 Statistik und ihre Anwendungen
all top 5

### Fields

 53 Probability theory and stochastic processes (60-XX) 23 Statistics (62-XX) 9 Ordinary differential equations (34-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Systems theory; control (93-XX) 2 History and biography (01-XX) 2 Measure and integration (28-XX) 2 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Partial differential equations (35-XX) 1 Functional analysis (46-XX)

### Citations contained in zbMATH Open

44 Publications have been cited 468 times in 370 Documents Cited by Year
Coherent risk measures and good-deal bounds. Zbl 0993.91023
Jaschke, Stefan; Küchler, Uwe
2001
Exponential families of stochastic processes. Zbl 0882.60012
Küchler, Uwe; Sørensen, Michael
1997
Bilateral gamma distributions and processes in financial mathematics. Zbl 1133.62089
Küchler, Uwe; Tappe, Stefan
2008
Tempered stable distributions and processes. Zbl 1352.60021
Küchler, Uwe; Tappe, Stefan
2013
On stationary solutions of delay differential equations driven by a Lévy process. Zbl 1045.60057
Gushchin, Alexander A.; Küchler, Uwe
2000
Langevin’s stochastic differential equation extended by a time-delayed term. Zbl 0777.60048
Küchler, Uwe; Mensch, Beatrice
1992
Weak discrete time approximation of stochastic differential equations with time delay. Zbl 1001.65005
Küchler, Uwe; Platen, Eckhard
2002
On the shapes of bilateral gamma densities. Zbl 1146.62309
Küchler, Uwe; Tappe, Stefan
2008
Asymptotic inference for a linear stochastic differential equation with time delay. Zbl 0983.62049
Gushchin, Alexander A.; Küchler, Uwe
1999
Delay estimation for some stationary diffusion-type processes. Zbl 0976.62083
Küchler, Uwe; Kutoyants, Yury A.
2000
Exponential families of stochastic processes: A unifying semimartingale approach. Zbl 0721.60055
Küchler, Uwe; Sørensen, Michael
1989
A note on limit theorems for multivariate martingales. Zbl 0943.60016
Küchler, Uwe; Sørensen, Michael
1999
On large deviations in testing Ornstein-Uhlenbeck-type models. Zbl 1204.62144
Gapeev, Pavel V.; Küchler, Uwe
2008
Some asymptotic properties of the transition densities of one-dimensional quasidiffusions. Zbl 0443.60077
Küchler, Uwe
1980
Exponential families, extreme point models and minimal space-time invariant functions for stochastic processes with stationary and independent increments. Zbl 0697.62008
Küchler, Uwe; Lauritzen, Steffen L.
1989
Exponential stock models driven by tempered stable processes. Zbl 1311.91179
Küchler, Uwe; Tappe, Stefan
2014
Stock returns and hyperbolic distributions. Zbl 0999.62085
Küchler, U.; Neumann, K.; Sørensen, M.; Streller, A.
1999
On sojourn times, excursions and spectral measures connected with quasidiffusions. Zbl 0625.60093
Küchler, Uwe
1986
On exponential families of Markov processes. Zbl 0907.62101
Küchler, Uwe; Sørensen, Michael
1998
Option pricing in bilateral gamma stock models. Zbl 1201.91201
Küchler, Uwe; Tappe, Stefan
2009
Sequential identification of linear dynamic systems with memory. Zbl 1062.62152
Küchler, Uwe; Vasiliev, Vyacheslav
2005
On spectral measures of strings and excursions of quasi diffusions. Zbl 0731.60071
Küchler, Uwe; Salminen, Paavo
1989
Analytical aspects of exponential families of distribution functions. Zbl 0483.60012
Kuechler, Ingeborg; Kuechler, Uwe
1981
An analytical treatment of exponential families of stochastic processes with independent stationary increments. Zbl 0501.60045
Kuechler, Ingeborg; Kuechler, Uwe
1981
A simple estimator for discrete-time samples from affine stochastic delay differential equations. Zbl 1209.62198
Küchler, Uwe; Sørensen, Michael
2010
On guaranteed parameter estimation of a multiparameter linear regression process. Zbl 1193.93167
Küchler, Uwe; Vasiliev, Vyacheslav A.
2010
Exponential families of stochastic processes and Lévy processes. Zbl 0854.60076
Küchler, Uwe; Sørensen, Michael
1994
On the tail $$\sigma$$-field and the minimal parabolic functions for one- dimensional quasi-diffusions. Zbl 0425.60065
Küchler, Uwe; Lunze, Ulrich
1980
On parabolic functions of one-dimensional quasidiffusions. Zbl 0443.60078
Küchler, Uwe
1980
Exponential families of stochastic processes with time-continuous likelihood functions. Zbl 0814.62049
Küchler, Uwe; Sørensen, Michael
1994
Curved exponential families of stochastic processes and their envelope families. Zbl 0857.62010
Küchler, Uwe; Sørensen, Michael
1996
On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048
Gushchin, Alexander A.; Küchler, Uwe
2004
Über die $$\sigma$$-Algebra der asymptotischen Ereignisse bei diskreten Geburts- und Todesprozessen. Zbl 0303.60077
Küchler, Uwe
1975
Statistical inference for discrete-time samples from affine stochastic delay differential equations. Zbl 1456.62035
Küchler, Uwe; Sørensen, Michael
2013
On sequential parameter estimation for some linear stochastic differential equations with time delay. Zbl 0985.62065
Küchler, Uwe; Vasil’iev, Vjatcheslav A.
2001
An extension of Krein’s inverse spectral theorem to strings with nonreflecting left boundaries. Zbl 0744.60086
Küchler, Uwe; Neumann, Kirsten
1991
On sequential estimators for affine stochastic delay differential equations. Zbl 1117.65011
Küchler, Uwe; Vasiliev, Vyacheslav
2007
Exponential families of Markov processes. II: Birth- and death processes. Zbl 0507.60063
Kuechler, Uwe
1982
Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080
Gushchin, Alexander A.; Küchler, Uwe
2001
On Markovian short rates in term structure models driven by jump-diffusion processes. Zbl 1152.60065
Gapeev, Pavel V.; Küchler, Uwe
2006
On estimation of delay location. Zbl 1274.62562
Gushchin, Alexander A.; Küchler, Uwe
2011
On recovery of a measure from its symmetrization. Zbl 1089.28003
Gushchin, A. A.; Küchler, U.
2004
Richard von Mises. Zbl 0901.01020
Föllmer, Hans; Küchler, Uwe
1998
On integrals with respect to Lévy processes. Zbl 1103.60050
Küchler, Uwe
2004
Exponential stock models driven by tempered stable processes. Zbl 1311.91179
Küchler, Uwe; Tappe, Stefan
2014
Tempered stable distributions and processes. Zbl 1352.60021
Küchler, Uwe; Tappe, Stefan
2013
Statistical inference for discrete-time samples from affine stochastic delay differential equations. Zbl 1456.62035
Küchler, Uwe; Sørensen, Michael
2013
On estimation of delay location. Zbl 1274.62562
Gushchin, Alexander A.; Küchler, Uwe
2011
A simple estimator for discrete-time samples from affine stochastic delay differential equations. Zbl 1209.62198
Küchler, Uwe; Sørensen, Michael
2010
On guaranteed parameter estimation of a multiparameter linear regression process. Zbl 1193.93167
Küchler, Uwe; Vasiliev, Vyacheslav A.
2010
Option pricing in bilateral gamma stock models. Zbl 1201.91201
Küchler, Uwe; Tappe, Stefan
2009
Bilateral gamma distributions and processes in financial mathematics. Zbl 1133.62089
Küchler, Uwe; Tappe, Stefan
2008
On the shapes of bilateral gamma densities. Zbl 1146.62309
Küchler, Uwe; Tappe, Stefan
2008
On large deviations in testing Ornstein-Uhlenbeck-type models. Zbl 1204.62144
Gapeev, Pavel V.; Küchler, Uwe
2008
On sequential estimators for affine stochastic delay differential equations. Zbl 1117.65011
Küchler, Uwe; Vasiliev, Vyacheslav
2007
On Markovian short rates in term structure models driven by jump-diffusion processes. Zbl 1152.60065
Gapeev, Pavel V.; Küchler, Uwe
2006
Sequential identification of linear dynamic systems with memory. Zbl 1062.62152
Küchler, Uwe; Vasiliev, Vyacheslav
2005
On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048
Gushchin, Alexander A.; Küchler, Uwe
2004
On recovery of a measure from its symmetrization. Zbl 1089.28003
Gushchin, A. A.; Küchler, U.
2004
On integrals with respect to Lévy processes. Zbl 1103.60050
Küchler, Uwe
2004
Weak discrete time approximation of stochastic differential equations with time delay. Zbl 1001.65005
Küchler, Uwe; Platen, Eckhard
2002
Coherent risk measures and good-deal bounds. Zbl 0993.91023
Jaschke, Stefan; Küchler, Uwe
2001
On sequential parameter estimation for some linear stochastic differential equations with time delay. Zbl 0985.62065
Küchler, Uwe; Vasil&rsquo;iev, Vjatcheslav A.
2001
Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080
Gushchin, Alexander A.; Küchler, Uwe
2001
On stationary solutions of delay differential equations driven by a Lévy process. Zbl 1045.60057
Gushchin, Alexander A.; Küchler, Uwe
2000
Delay estimation for some stationary diffusion-type processes. Zbl 0976.62083
Küchler, Uwe; Kutoyants, Yury A.
2000
Asymptotic inference for a linear stochastic differential equation with time delay. Zbl 0983.62049
Gushchin, Alexander A.; Küchler, Uwe
1999
A note on limit theorems for multivariate martingales. Zbl 0943.60016
Küchler, Uwe; Sørensen, Michael
1999
Stock returns and hyperbolic distributions. Zbl 0999.62085
Küchler, U.; Neumann, K.; Sørensen, M.; Streller, A.
1999
On exponential families of Markov processes. Zbl 0907.62101
Küchler, Uwe; Sørensen, Michael
1998
Richard von Mises. Zbl 0901.01020
Föllmer, Hans; Küchler, Uwe
1998
Exponential families of stochastic processes. Zbl 0882.60012
Küchler, Uwe; Sørensen, Michael
1997
Curved exponential families of stochastic processes and their envelope families. Zbl 0857.62010
Küchler, Uwe; Sørensen, Michael
1996
Exponential families of stochastic processes and Lévy processes. Zbl 0854.60076
Küchler, Uwe; Sørensen, Michael
1994
Exponential families of stochastic processes with time-continuous likelihood functions. Zbl 0814.62049
Küchler, Uwe; Sørensen, Michael
1994
Langevin’s stochastic differential equation extended by a time-delayed term. Zbl 0777.60048
Küchler, Uwe; Mensch, Beatrice
1992
An extension of Krein’s inverse spectral theorem to strings with nonreflecting left boundaries. Zbl 0744.60086
Küchler, Uwe; Neumann, Kirsten
1991
Exponential families of stochastic processes: A unifying semimartingale approach. Zbl 0721.60055
Küchler, Uwe; Sørensen, Michael
1989
Exponential families, extreme point models and minimal space-time invariant functions for stochastic processes with stationary and independent increments. Zbl 0697.62008
Küchler, Uwe; Lauritzen, Steffen L.
1989
On spectral measures of strings and excursions of quasi diffusions. Zbl 0731.60071
Küchler, Uwe; Salminen, Paavo
1989
On sojourn times, excursions and spectral measures connected with quasidiffusions. Zbl 0625.60093
Küchler, Uwe
1986
Exponential families of Markov processes. II: Birth- and death processes. Zbl 0507.60063
Kuechler, Uwe
1982
Analytical aspects of exponential families of distribution functions. Zbl 0483.60012
Kuechler, Ingeborg; Kuechler, Uwe
1981
An analytical treatment of exponential families of stochastic processes with independent stationary increments. Zbl 0501.60045
Kuechler, Ingeborg; Kuechler, Uwe
1981
Some asymptotic properties of the transition densities of one-dimensional quasidiffusions. Zbl 0443.60077
Küchler, Uwe
1980
On the tail $$\sigma$$-field and the minimal parabolic functions for one- dimensional quasi-diffusions. Zbl 0425.60065
Küchler, Uwe; Lunze, Ulrich
1980
On parabolic functions of one-dimensional quasidiffusions. Zbl 0443.60078
Küchler, Uwe
1980
Über die $$\sigma$$-Algebra der asymptotischen Ereignisse bei diskreten Geburts- und Todesprozessen. Zbl 0303.60077
Küchler, Uwe
1975
all top 5

### Cited by 476 Authors

 21 Madan, Dilip B. 20 Küchler, Uwe 8 Wang, King-Hang 7 Schoutens, Wim 7 Sorensen, Michael 6 Kountzakis, Christos E. 6 Kutoyants, Yury A. 6 Pap, Gyula 6 Tappe, Stefan 6 Vasil’iev, Vyacheslav A. 5 Mercuri, Lorenzo 5 Nielsen, Mikkel Slot 5 Vinogradov, Vladimir Vladimirovich 5 Yuan, Chenggui 4 Appleby, John A. D. 4 Jiang, Hui 4 Pennanen, Teemu 4 Reiß, Markus 4 Rohde, Victor Ulrich 4 Vajda, Igor 4 Yor, Marc 4 Zhao, Shoujiang 3 Assa, Hirbod 3 Benke, János Marcell 3 Cao, Wanrong 3 Comte, Fabienne 3 De Gregorio, Alessandro 3 Fernando, Pani W. 3 Genon-Catalot, Valentine 3 Gong, Xiaoli 3 Grabchak, Michael 3 Gushchin, Aleksandr Aleksandrovich 3 Hausenblas, Erika 3 Iacus, Stefano Maria 3 Kokonendji, Célestin Clotaire 3 Kuske, Rachel A. 3 Li, Ronghua 3 Mao, Xuerong 3 Mselmi, Farouk 3 Rroji, Edit 3 Uehara, Yuma 3 Xu, Wei 3 Zhuang, Xintian 2 Arai, Takuji 2 Arefi, Ahmad 2 Asmussen, Søren 2 Balanov, Alexander G. 2 Bao, Jianhai 2 Barczy, Mátyás 2 Basse-O’Connor, Andreas 2 Beek, Peter J. 2 Bion-Nadal, Jocelyne 2 Boniece, B. Cooper 2 Buchmann, Boris 2 Carr, Peter Paul 2 Cherny, Alexander S. 2 Cialenco, Igor 2 Cufaro Petroni, Nicola 2 Dachian, Sergueï 2 Didier, Gustavo 2 Duan, Jinqiao 2 Eberlein, Ernst W. 2 Elliott, Robert James 2 Fan, Zhencheng 2 Farkas, Walter 2 Fasen, Vicky 2 Filipović, Damir 2 Fiorin, Lucio 2 Fotopoulos, Stergios B. 2 Frank, Till Daniel 2 Gao, Fuqing 2 Gapeev, Pavel V. 2 Gloter, Arnaud 2 Grigelionis, Bronius I. 2 Höpfner, Reinhard 2 Hutt, Axel 2 Ivanov, Roman V. 2 Jandhyala, Venkata K. 2 Janson, Natalia B. 2 Jose, Kanichukattu Korakutty 2 Kaishev, Vladimir K. 2 Kats, Izrail’ Samoĭlovich 2 Kebaier, Ahmed 2 Kesseböhmer, Marc 2 Koch Medina, Pablo 2 Konstantinides, Dimitrios G. 2 Kremer, Alexander 2 Kuang, Nenghui 2 Leonenko, Nikolai N. 2 Liu, Kai 2 Liu, Mingzhu 2 Louati, Mahdi 2 Magiera, Ryszard 2 Mai, Hilmar 2 Masmoudi, Afif 2 Masuda, Hiroki 2 Meng, Hongbing 2 Munari, Cosimo 2 Mykland, Per Aslak 2 Niemann, Aljoscha ...and 376 more Authors
all top 5

### Cited in 136 Serials

 21 Stochastic Processes and their Applications 19 Statistics & Probability Letters 12 Journal of Statistical Planning and Inference 12 Finance and Stochastics 12 Statistical Inference for Stochastic Processes 10 Bernoulli 10 International Journal of Theoretical and Applied Finance 9 Quantitative Finance 8 Lithuanian Mathematical Journal 8 Mathematics and Financial Economics 7 Journal of Mathematical Analysis and Applications 7 Applied Mathematics and Computation 7 Mathematical Finance 6 The Annals of Statistics 6 Statistics 6 Communications in Statistics. Theory and Methods 5 Physica A 5 Decisions in Economics and Finance 5 Stochastics and Dynamics 4 Journal of Statistical Physics 4 Annals of the Institute of Statistical Mathematics 4 The Annals of Probability 4 Journal of Mathematical Economics 4 Journal of Multivariate Analysis 4 Journal of Optimization Theory and Applications 4 Stochastic Analysis and Applications 4 Sequential Analysis 4 Applied Mathematical Finance 4 Chaos 4 Electronic Journal of Statistics 3 Publications of the Research Institute for Mathematical Sciences, Kyoto University 3 Insurance Mathematics & Economics 3 Annals of Operations Research 3 Communications in Nonlinear Science and Numerical Simulation 3 Stochastic Models 3 Asia-Pacific Financial Markets 3 Review of Derivatives Research 3 SIAM Journal on Financial Mathematics 3 Modern Stochastics. Theory and Applications 3 Probability, Uncertainty and Quantitative Risk 2 Communications in Mathematical Physics 2 Chaos, Solitons and Fractals 2 Advances in Mathematics 2 Journal of Applied Probability 2 Journal of Computational and Applied Mathematics 2 Journal of Econometrics 2 Kybernetika 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Physica D 2 Mathematical and Computer Modelling 2 The Annals of Applied Probability 2 European Journal of Operational Research 2 Journal of Statistical Computation and Simulation 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Potential Analysis 2 Statistical Papers 2 Journal of Mathematical Sciences (New York) 2 Nonlinear Dynamics 2 Mathematical Methods of Operations Research 2 Journal of Applied Statistics 2 Methodology and Computing in Applied Probability 2 Journal of Applied Mathematics and Computing 2 Stochastics 2 Annals of Finance 1 Advances in Applied Probability 1 Archive for History of Exact Sciences 1 The Canadian Journal of Statistics 1 Metrika 1 Physics Letters. A 1 Scandinavian Journal of Statistics 1 Ukrainian Mathematical Journal 1 Mathematics of Computation 1 Bulletin of Mathematical Biology 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 Applied Mathematics and Optimization 1 Automatica 1 Information Sciences 1 Mathematische Nachrichten 1 Osaka Journal of Mathematics 1 Proceedings of the American Mathematical Society 1 Scandinavian Actuarial Journal 1 Siberian Mathematical Journal 1 Transactions of the American Mathematical Society 1 Systems & Control Letters 1 Probability and Mathematical Statistics 1 Acta Applicandae Mathematicae 1 Applied Numerical Mathematics 1 Statistical Science 1 Computers & Operations Research 1 International Journal of Approximate Reasoning 1 Journal of Theoretical Probability 1 Applied Mathematics Letters 1 Forum Mathematicum 1 Stochastic Hydrology and Hydraulics 1 Numerical Algorithms 1 Communications in Statistics. Simulation and Computation 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Computational Statistics and Data Analysis 1 Mathematical Programming. Series A. Series B 1 Journal of Dynamics and Differential Equations ...and 36 more Serials
all top 5

### Cited in 34 Fields

 228 Probability theory and stochastic processes (60-XX) 137 Statistics (62-XX) 116 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 43 Ordinary differential equations (34-XX) 35 Numerical analysis (65-XX) 14 Systems theory; control (93-XX) 11 Partial differential equations (35-XX) 11 Statistical mechanics, structure of matter (82-XX) 9 Functional analysis (46-XX) 8 Operations research, mathematical programming (90-XX) 7 Operator theory (47-XX) 7 Biology and other natural sciences (92-XX) 6 Dynamical systems and ergodic theory (37-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 6 Integral equations (45-XX) 5 Measure and integration (28-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 4 Special functions (33-XX) 3 Combinatorics (05-XX) 3 Real functions (26-XX) 3 Computer science (68-XX) 2 History and biography (01-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Number theory (11-XX) 1 Commutative algebra (13-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Potential theory (31-XX) 1 Approximations and expansions (41-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Quantum theory (81-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX)