Victor Rohde

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Papers (4)

1. Stochastic differential equations with a fractionally filtered delay: a semimartingale model for long-range dependent processes math.PR · 2018 · author #3
2. Multivariate stochastic delay differential equations and CAR representations of CARMA processes math.PR · 2018 · author #4
3. On infinite divisibility of a class of two-dimensional vectors in the second Wiener chaos math.PR · 2017 · author #3
4. Continuous-time models with an autoregressive structure math.PR · 2017 · author #4

Mentions

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Frequent Coauthors

• Andreas Basse-O'Connor 3 shared papers
• Jan Pedersen 3 shared papers
• Mikkel Slot Nielsen 3 shared papers
• Richard A. Davis 1 shared papers