M. Denker

activity

20092026

most citedOn specification and measure expansiveness

24 citations · 44 across the 16 of their papers we have counts for

collaborators

16 papers

math.ST2026

Remarks on stationary GARCH processes under heavy tail distributions

Marc Taberner-Ortiz, Manfred Denker

Let $(X_{n})_{n \in Z}$ be a GARCH process with $E (X_{0}^{4}) < \infty$ , and let $μ_{n}$ denote the distribution of $\frac{1}{n} \sum_{i = 1}^{n} [X_{i}^{2} - E (X_{0}^{2})]$ . We derive…

math.DS2024

Parametrized Families of Gibbs Measures and their Statistical Inference

Manfred Denker, Marc Keßeböhmer, Artur O. Lopes +1

For Hölder continuous functions $f_{i}$ , $i = 0, \dots, d$ , on a subshift of finite type and $Θ \subset R^{d}$ we consider a parametrized family of potentials $\{F_θ= f_0+\sum_{i…

math.PR2024

Substituting Independent Processes

Manfred Denker

It is shown by constructing Rohlins canonical measures that for a strictly stationary, d-dimensional vector-valued process X there exists another strictly stationary d-dimensional…

math.ST2021

Dynamical hypothesis tests and Decision Theory for Gibbs distributions

M. Denker, A. O. Lopes, S. R. C. Lopes

We consider the problem of testing for two Gibbs probabilities $μ_{0}$ and $μ_{1}$ defined for a dynamical system $(Ω, T)$ . Due to the fact that in general full orbits are not observabl…

math.ST2020

Estimations by stable motions and applications

Anirban Das, Manfred Denker, Anna Levina +1

We propose a nonparametric parameter estimation of confidence intervals when the underlying has large or infinite variance. We explain the method by a simple numerical example and…

math.DS2018★ 2 cited

Fluctuations of ergodic sums on periodic orbits under specification

Manfred Denker, Samuel Senti, Xuan Zhang

We study the fluctuations of ergodic sums using global and local specifications on periodic points. We obtain Lindeberg-type central limit theorems in both situations. As an applic…