Virtual International Authority File


Stelzer, Robert 1980- German National Library ISNI National Library of Poland

Stelzer, R. DBC (Danish Bibliographic Center)

VIAF ID: 65199663 (Personal)


ISNI: 0000  0000  1974  9303 

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Title Sources
Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes DBC (Danish Bibliographic Center)
Estimation of Continuous-Time ARMA Models and Random Matrices with Dependent Entries German National Library
Multivariate continuous time stochastic volatility models driven by a Lévy process German National Library
Multivariate stochastic modelling with an emphasis on Lévy processes and applications to finance German National Library
Positive-definite matrix processes of finite variation / Ole Eiler Barndorff-Nielsen, Robert Stelzer. W: Probability and Mathematical Statistics. Vol. 27, fasc. 1 (2007). National Library of Poland
Schätzung zeitstetiger ARMA Modelle und Zufallsmatrizen mit abhängigen Einträgen German National Library
Spectral Analysis of High-Frequency Continuous-Time ARMA Models German National Library
Spektralanalyse hochfrequenter zeitstetiger ARMA Modelle German National Library

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