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researcher

R. Stelzer

26 papers hereh-index 201.4k citations66 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author2
  • first author4
  • middle author3
  • last author16

Across the 25 of 26 papers where every author was matched, so the position is known.

fields
  • math.PR15
  • math.ST8
  • q-fin.PR2
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

activity
20092021
most citedStationarity and Geometric Ergodicity of BEKK Multivariate GARCH Models

97 citations · 408 across the 20 of their papers we have counts for

collaborators
Showing 2020 · math.STShow all

2 papers · 2 filters

math.ST2020

Central limit theorems for stationary random fields under weak dependence with application to ambit and mixed moving average fields

Imma Valentina Curato, Robert Stelzer, Bennet Ströh

We obtain central limit theorems for stationary random fields employing a novel measure of dependence called θ-lex weak dependence. We show that this dependence notion is more ge…

math.ST2020

Inheritance of strong mixing and weak dependence under renewal sampling

Dirk-Philip Brandes, Imma Valentina Curato, Robert Stelzer

Let X be a continuous-time strongly mixing or weakly dependent process and T a renewal process independent of X with inter-arrival times τ. We show general conditions under…

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