Vicky Fasen

Identifiers

• name variant Vicky Fasen 0.60 · backfill

Papers (5)

1. Risk contagion under regular variation and asymptotic tail independence math.ST · 2016 · author #2
2. Information Criteria for Multivariate CARMA Processes math.PR · 2015 · author #1
3. Dependence Estimation for High Frequency Sampled Multivariate CARMA Models math.ST · 2014 · author #1
4. Stable Random Fields, Point Processes and Large Deviations math.PR · 2014 · author #1
5. Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes math.ST · 2010 · author #1

Mentions

• 1603.09406 #2 · arxiv_oai · confidence 0.70 Vicky Fasen
• 1410.6273 #1 · arxiv_oai · confidence 0.70 Vicky Fasen
• 1505.00901 #1 · arxiv_oai · confidence 0.70 Vicky Fasen
• 1410.5398 #1 · arxiv_oai · confidence 0.70 Vicky Fasen
• 1002.4257 #1 · arxiv_oai · confidence 0.70 Vicky Fasen
• 1505.00901 #1 · backfill · confidence 0.70 Vicky Fasen
• 1410.6273 #1 · backfill · confidence 0.70 Vicky Fasen
• 1410.5398 #1 · backfill · confidence 0.70 Vicky Fasen
• 1002.4257 #1 · backfill · confidence 0.70 Vicky Fasen

Frequent Coauthors

• Bikramjit Das 1 shared papers
• Parthanil Roy 1 shared papers
• Sebastian Kimmig 1 shared papers