50 citations · 181 across the 12 of their papers we have counts for
12 papers
A differential equation for the asymptotic fitness distribution in the Bak--Sneppen model with five species
Eckhard Schlemm
The Bak--Sneppen model is an abstract representation of a biological system that evolves according to the Darwinian principles of random mutation and selection. The species in the…
Limiting distribution of the maximal distance between random points on a circle: A moments approach
Eckhard Schlemm
Motivated by the problem of computing the distribution of the largest distance between random points on a circle we derive an explicit formula for the moments of the…
The Kearns--Saul inequality for Bernoulli and Poisson-binomial distributions
Eckhard Schlemm
We give a direct rigorous proof of the Kearns--Saul inequality which bounds the Laplace transform of a generalised Bernoulli random variable. We extend the arguments to generalised…
On the expected number of successes in a sequence of nested Bernoulli trials
Eckhard Schlemm
We analyse the asymptotic behaviour of the probability of observing the expected number of successes at each stage of a sequence of nested Bernoulli trials. Our motivation is the a…
Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes
Eckhard Schlemm, Robert Stelzer
We consider quasi maximum likelihood (QML) estimation for general non-Gaussian discrete-ime linear state space models and equidistantly observed multivariate Lévy-driven continuous…
Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations
Peter J. Brockwell, Eckhard Schlemm
We consider the parametric estimation of the driving Lévy process of a multivariate continuous-time autoregressive moving average (MCARMA) process, which is observed on the discret…