A. Lindner

activity

20062021

most citedContinuous-time GARCH processes

91 citations · 153 across the 15 of their papers we have counts for

collaborators

Showing 2020Show all

2 papers · 1 filter

math.PR2020★ 4 cited

A Cramér--Wold device for infinite divisibility of $Z^{d}$ -valued distributions

David Berger, Alexander Lindner

We show that a Cramér--Wold device holds for infinite divisibility of $Z^{d}$ -valued distributions, i.e. that the distribution of a $Z^{d}$ -valued random vector $X$ i…

math.PR2020★ 7 cited

On the law of killed exponential functionals

Anita Behme, Alexander Lindner, Jana Reker

For two independent Lévy processes $ξ$ and $η$ and an exponentially distributed random variable $τ$ with parameter $q > 0$ that is independent of $ξ$ and $η$ , the killed exponential…

A Cramér--Wold device for infinite divisibility of Zd-valued distributions

On the law of killed exponential functionals

A Cramér--Wold device for infinite divisibility of $Z^{d}$ -valued distributions