output
20072026
most citedFAIR data enabling new horizons for materials research

252 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2011 · math.PRShow all

2 papers · 2 filters

math.PR2011

Extrapolation of stable random fields

Wolfgang Karcher, Elena Shmileva, Evgeny Spodarev

In this paper, we discuss three extrapolation methods for alpha-stable random fields with 1<alpha<=2. We justify them, giving proofs of the existence and uniqueness of the solution…

math.PR2011★ 97 cited

Stationarity and Geometric Ergodicity of BEKK Multivariate GARCH Models

Farid Boussama, Florian Fuchs, Robert Stelzer

Conditions for the existence of strictly stationary multivariate GARCH processes in the so-called BEKK parametrisation, which is the most general form of multivariate GARCH process…