Tests for structural breaks in time series should ideally be sensitive t...
Analyzing large samples of high-dimensional data under dependence is a
c...
The linear fractional stable motion generalizes two prominent classes of...
Consider the sum Y=B+B(H) of a Brownian motion B and an independent
frac...
Gaussian couplings of partial sum processes are derived for the
high-dim...
Based on a progressively type-II censored sample from the exponential
di...
As a specific proportional hazard rates model, sequential order statisti...
The Blumenthal-Getoor (BG) index characterizes the jump measure of an
in...
The jump behavior of an infinitely active Itô semimartingale can be
conv...