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Vicky Fasen

3 papers here

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

author position
  • first author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • math.ST1
  • q-fin.RM1
ORCID 0000-0002-5758-1999

identity via Semantic Scholar / OpenAlex

activity
20142024
most citedPartial correlation graphs for continuous-parameter time series

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2024★ 1 cited

Partial correlation graphs for continuous-parameter time series

Vicky Fasen-Hartmann, Lea Schenk

In this paper, we establish the partial correlation graph for multivariate continuous-time stochastic processes, assuming only that the underlying process is stationary and mean-sq…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.