M. Denker

activity

20092026

most citedOn specification and measure expansiveness

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

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3 papers · 1 filter

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.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…