×
Compute Distance To:
Author ID: kuechler.uwe Recent zbMATH articles by "Küchler, Uwe"
Published as: Küchler, Uwe; Küchler, U.; Kuechler, Uwe
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

Publications by Year

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
61
2001
Exponential families of stochastic processes. Zbl 0882.60012
Küchler, Uwe; Sørensen, Michael
59
1997
Bilateral gamma distributions and processes in financial mathematics. Zbl 1133.62089
Küchler, Uwe; Tappe, Stefan
49
2008
Tempered stable distributions and processes. Zbl 1352.60021
Küchler, Uwe; Tappe, Stefan
31
2013
On stationary solutions of delay differential equations driven by a Lévy process. Zbl 1045.60057
Gushchin, Alexander A.; Küchler, Uwe
29
2000
Langevin’s stochastic differential equation extended by a time-delayed term. Zbl 0777.60048
Küchler, Uwe; Mensch, Beatrice
28
1992
Weak discrete time approximation of stochastic differential equations with time delay. Zbl 1001.65005
Küchler, Uwe; Platen, Eckhard
22
2002
On the shapes of bilateral gamma densities. Zbl 1146.62309
Küchler, Uwe; Tappe, Stefan
17
2008
Asymptotic inference for a linear stochastic differential equation with time delay. Zbl 0983.62049
Gushchin, Alexander A.; Küchler, Uwe
16
1999
Delay estimation for some stationary diffusion-type processes. Zbl 0976.62083
Küchler, Uwe; Kutoyants, Yury A.
15
2000
Exponential families of stochastic processes: A unifying semimartingale approach. Zbl 0721.60055
Küchler, Uwe; Sørensen, Michael
14
1989
A note on limit theorems for multivariate martingales. Zbl 0943.60016
Küchler, Uwe; Sørensen, Michael
11
1999
On large deviations in testing Ornstein-Uhlenbeck-type models. Zbl 1204.62144
Gapeev, Pavel V.; Küchler, Uwe
11
2008
Some asymptotic properties of the transition densities of one-dimensional quasidiffusions. Zbl 0443.60077
Küchler, Uwe
10
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.
8
1989
Exponential stock models driven by tempered stable processes. Zbl 1311.91179
Küchler, Uwe; Tappe, Stefan
7
2014
Stock returns and hyperbolic distributions. Zbl 0999.62085
Küchler, U.; Neumann, K.; Sørensen, M.; Streller, A.
7
1999
On sojourn times, excursions and spectral measures connected with quasidiffusions. Zbl 0625.60093
Küchler, Uwe
7
1986
On exponential families of Markov processes. Zbl 0907.62101
Küchler, Uwe; Sørensen, Michael
6
1998
Option pricing in bilateral gamma stock models. Zbl 1201.91201
Küchler, Uwe; Tappe, Stefan
6
2009
Sequential identification of linear dynamic systems with memory. Zbl 1062.62152
Küchler, Uwe; Vasiliev, Vyacheslav
4
2005
On spectral measures of strings and excursions of quasi diffusions. Zbl 0731.60071
Küchler, Uwe; Salminen, Paavo
4
1989
Analytical aspects of exponential families of distribution functions. Zbl 0483.60012
Kuechler, Ingeborg; Kuechler, Uwe
4
1981
An analytical treatment of exponential families of stochastic processes with independent stationary increments. Zbl 0501.60045
Kuechler, Ingeborg; Kuechler, Uwe
4
1981
A simple estimator for discrete-time samples from affine stochastic delay differential equations. Zbl 1209.62198
Küchler, Uwe; Sørensen, Michael
4
2010
On guaranteed parameter estimation of a multiparameter linear regression process. Zbl 1193.93167
Küchler, Uwe; Vasiliev, Vyacheslav A.
4
2010
Exponential families of stochastic processes and Lévy processes. Zbl 0854.60076
Küchler, Uwe; Sørensen, Michael
3
1994
On the tail \(\sigma\)-field and the minimal parabolic functions for one- dimensional quasi-diffusions. Zbl 0425.60065
Küchler, Uwe; Lunze, Ulrich
3
1980
On parabolic functions of one-dimensional quasidiffusions. Zbl 0443.60078
Küchler, Uwe
3
1980
Exponential families of stochastic processes with time-continuous likelihood functions. Zbl 0814.62049
Küchler, Uwe; Sørensen, Michael
2
1994
Curved exponential families of stochastic processes and their envelope families. Zbl 0857.62010
Küchler, Uwe; Sørensen, Michael
2
1996
On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048
Gushchin, Alexander A.; Küchler, Uwe
2
2004
Über die \(\sigma\)-Algebra der asymptotischen Ereignisse bei diskreten Geburts- und Todesprozessen. Zbl 0303.60077
Küchler, Uwe
2
1975
Statistical inference for discrete-time samples from affine stochastic delay differential equations. Zbl 1456.62035
Küchler, Uwe; Sørensen, Michael
2
2013
On sequential parameter estimation for some linear stochastic differential equations with time delay. Zbl 0985.62065
Küchler, Uwe; Vasil’iev, Vjatcheslav A.
2
2001
An extension of Krein’s inverse spectral theorem to strings with nonreflecting left boundaries. Zbl 0744.60086
Küchler, Uwe; Neumann, Kirsten
1
1991
On sequential estimators for affine stochastic delay differential equations. Zbl 1117.65011
Küchler, Uwe; Vasiliev, Vyacheslav
1
2007
Exponential families of Markov processes. II: Birth- and death processes. Zbl 0507.60063
Kuechler, Uwe
1
1982
Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080
Gushchin, Alexander A.; Küchler, Uwe
1
2001
On Markovian short rates in term structure models driven by jump-diffusion processes. Zbl 1152.60065
Gapeev, Pavel V.; Küchler, Uwe
1
2006
On estimation of delay location. Zbl 1274.62562
Gushchin, Alexander A.; Küchler, Uwe
1
2011
On recovery of a measure from its symmetrization. Zbl 1089.28003
Gushchin, A. A.; Küchler, U.
1
2004
Richard von Mises. Zbl 0901.01020
Föllmer, Hans; Küchler, Uwe
1
1998
On integrals with respect to Lévy processes. Zbl 1103.60050
Küchler, Uwe
1
2004
Exponential stock models driven by tempered stable processes. Zbl 1311.91179
Küchler, Uwe; Tappe, Stefan
7
2014
Tempered stable distributions and processes. Zbl 1352.60021
Küchler, Uwe; Tappe, Stefan
31
2013
Statistical inference for discrete-time samples from affine stochastic delay differential equations. Zbl 1456.62035
Küchler, Uwe; Sørensen, Michael
2
2013
On estimation of delay location. Zbl 1274.62562
Gushchin, Alexander A.; Küchler, Uwe
1
2011
A simple estimator for discrete-time samples from affine stochastic delay differential equations. Zbl 1209.62198
Küchler, Uwe; Sørensen, Michael
4
2010
On guaranteed parameter estimation of a multiparameter linear regression process. Zbl 1193.93167
Küchler, Uwe; Vasiliev, Vyacheslav A.
4
2010
Option pricing in bilateral gamma stock models. Zbl 1201.91201
Küchler, Uwe; Tappe, Stefan
6
2009
Bilateral gamma distributions and processes in financial mathematics. Zbl 1133.62089
Küchler, Uwe; Tappe, Stefan
49
2008
On the shapes of bilateral gamma densities. Zbl 1146.62309
Küchler, Uwe; Tappe, Stefan
17
2008
On large deviations in testing Ornstein-Uhlenbeck-type models. Zbl 1204.62144
Gapeev, Pavel V.; Küchler, Uwe
11
2008
On sequential estimators for affine stochastic delay differential equations. Zbl 1117.65011
Küchler, Uwe; Vasiliev, Vyacheslav
1
2007
On Markovian short rates in term structure models driven by jump-diffusion processes. Zbl 1152.60065
Gapeev, Pavel V.; Küchler, Uwe
1
2006
Sequential identification of linear dynamic systems with memory. Zbl 1062.62152
Küchler, Uwe; Vasiliev, Vyacheslav
4
2005
On oscillations of the geometric Brownian motion with time-delayed drift. Zbl 1126.60048
Gushchin, Alexander A.; Küchler, Uwe
2
2004
On recovery of a measure from its symmetrization. Zbl 1089.28003
Gushchin, A. A.; Küchler, U.
1
2004
On integrals with respect to Lévy processes. Zbl 1103.60050
Küchler, Uwe
1
2004
Weak discrete time approximation of stochastic differential equations with time delay. Zbl 1001.65005
Küchler, Uwe; Platen, Eckhard
22
2002
Coherent risk measures and good-deal bounds. Zbl 0993.91023
Jaschke, Stefan; Küchler, Uwe
61
2001
On sequential parameter estimation for some linear stochastic differential equations with time delay. Zbl 0985.62065
Küchler, Uwe; Vasil’iev, Vjatcheslav A.
2
2001
Addendum to “Asymptotic inference for a linear stochastic differential equation with time delay”. Zbl 1008.62080
Gushchin, Alexander A.; Küchler, Uwe
1
2001
On stationary solutions of delay differential equations driven by a Lévy process. Zbl 1045.60057
Gushchin, Alexander A.; Küchler, Uwe
29
2000
Delay estimation for some stationary diffusion-type processes. Zbl 0976.62083
Küchler, Uwe; Kutoyants, Yury A.
15
2000
Asymptotic inference for a linear stochastic differential equation with time delay. Zbl 0983.62049
Gushchin, Alexander A.; Küchler, Uwe
16
1999
A note on limit theorems for multivariate martingales. Zbl 0943.60016
Küchler, Uwe; Sørensen, Michael
11
1999
Stock returns and hyperbolic distributions. Zbl 0999.62085
Küchler, U.; Neumann, K.; Sørensen, M.; Streller, A.
7
1999
On exponential families of Markov processes. Zbl 0907.62101
Küchler, Uwe; Sørensen, Michael
6
1998
Richard von Mises. Zbl 0901.01020
Föllmer, Hans; Küchler, Uwe
1
1998
Exponential families of stochastic processes. Zbl 0882.60012
Küchler, Uwe; Sørensen, Michael
59
1997
Curved exponential families of stochastic processes and their envelope families. Zbl 0857.62010
Küchler, Uwe; Sørensen, Michael
2
1996
Exponential families of stochastic processes and Lévy processes. Zbl 0854.60076
Küchler, Uwe; Sørensen, Michael
3
1994
Exponential families of stochastic processes with time-continuous likelihood functions. Zbl 0814.62049
Küchler, Uwe; Sørensen, Michael
2
1994
Langevin’s stochastic differential equation extended by a time-delayed term. Zbl 0777.60048
Küchler, Uwe; Mensch, Beatrice
28
1992
An extension of Krein’s inverse spectral theorem to strings with nonreflecting left boundaries. Zbl 0744.60086
Küchler, Uwe; Neumann, Kirsten
1
1991
Exponential families of stochastic processes: A unifying semimartingale approach. Zbl 0721.60055
Küchler, Uwe; Sørensen, Michael
14
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.
8
1989
On spectral measures of strings and excursions of quasi diffusions. Zbl 0731.60071
Küchler, Uwe; Salminen, Paavo
4
1989
On sojourn times, excursions and spectral measures connected with quasidiffusions. Zbl 0625.60093
Küchler, Uwe
7
1986
Exponential families of Markov processes. II: Birth- and death processes. Zbl 0507.60063
Kuechler, Uwe
1
1982
Analytical aspects of exponential families of distribution functions. Zbl 0483.60012
Kuechler, Ingeborg; Kuechler, Uwe
4
1981
An analytical treatment of exponential families of stochastic processes with independent stationary increments. Zbl 0501.60045
Kuechler, Ingeborg; Kuechler, Uwe
4
1981
Some asymptotic properties of the transition densities of one-dimensional quasidiffusions. Zbl 0443.60077
Küchler, Uwe
10
1980
On the tail \(\sigma\)-field and the minimal parabolic functions for one- dimensional quasi-diffusions. Zbl 0425.60065
Küchler, Uwe; Lunze, Ulrich
3
1980
On parabolic functions of one-dimensional quasidiffusions. Zbl 0443.60078
Küchler, Uwe
3
1980
Über die \(\sigma\)-Algebra der asymptotischen Ereignisse bei diskreten Geburts- und Todesprozessen. Zbl 0303.60077
Küchler, Uwe
2
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

Citations by Year