Vicky Fasen-Hartmann
Identifiers
- name variant Vicky Fasen-Hartmann 0.60 · backfill
Papers (3)
- Aggregating heavy-tailed random vectors: from finite sums to L\'evy processes math.PR · 2023 · author #2
- Hidden regular variation, copula models, and the limit behavior of conditional excess risk measures math.PR · 2018 · author #2
- Cointegrated Continuous-time Linear State Space and MCARMA Models math.PR · 2016 · author #1
Mentions
- 2301.10423 #2 · arxiv_oai · confidence 0.70 Vicky Fasen-Hartmann
Frequent Coauthors
- Bikramjit Das 2 shared papers
- Markus Scholz 1 shared papers