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1.
Lévy Copulas: Dynamics and Transforms of Upsilon Type
Title:
Lévy Copulas: Dynamics and Transforms of Upsilon Type
Author:
OLE E. BARNDORFFNIELSEN
;
ALEXANDER M. LINDNER
OLE E. BARNDORFFNIELSEN
;
ALEXANDER M. LINDNER
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Lévy processes and infinitely divisible distributions are increasingly defined in terms of their Lévy measure. In order to describe the dependence structure of a multivariate Lévy measure, Tankov (2003) introduced Lévy copulas on <file name="sjos_527_mu1.gif" type="gif" /> . (For an extension to R super ""m"" , see Kallsen & Tankov, 2006.)...
Lévy processes and infinitely divisible distributions are increasingly defined in terms of their Lévy measure. In order to describe the dependence structure of a multivariate Lévy measure, Tankov (2003) introduced Lévy copulas on <file name="sjos_527_mu1.gif" type="gif" /> . (For an extension to R super ""m"" , see Kallsen & Tankov, 2006.) Together with the marginal Lévy measures they completely describe multivariate Lévy measures on <file name="sjos_527_mu2.gif" type="gif" /> . In this article we show that any such Lévy copula defines itself a Lévy measure with onestable margins, in a canonical way. A limit theorem is obtained, characterizing convergence of Lévy measures with the aid of Lévy copulas. Homogeneous Lévy copulas are considered in detail. They correspond to Lévy processes which have a timeconstant Lévy copula, and a complete description of homogeneous Lévy copulas is obtained. A general scheme to construct multivariate distributions having special properties is outlined, for distributions with prescribed margins having the same properties. This makes use of Lévy copulas and of certain mappings of Upsilon type. The construction is then exemplified for distributions in the GoldieSteutelBondesson class, the Thorin class and for selfdecomposable distributions. Copyright 2007 Board of the Foundation of the Scandinavian Journal of Statistics.
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article
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http://www.blackwellsynergy.com/doi/abs/10.1111/j.14679469.2007.00527.x
http://www.blackwellsynergy.com/doi/abs/10.1111/j.14679469.2007.00527.x
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RePEc: Research Papers in Economics
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2.
On Lower Bounds of Exponential Frames
Open Access
Title:
On Lower Bounds of Exponential Frames
Author:
Alexander M. Lindner
Alexander M. Lindner
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Lower frame bounds for sequences of exponentials are obtained in a special version of Avdonin's theorem on "1/4 in the mean" (1974) and in a theorem of Dun and Schaeer (1952). Keywords: lower bound, exponential frame, sinetypefunction, irregular sampling
Lower frame bounds for sequences of exponentials are obtained in a special version of Avdonin's theorem on "1/4 in the mean" (1974) and in a theorem of Dun and Schaeer (1952). Keywords: lower bound, exponential frame, sinetypefunction, irregular sampling
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Year of Publication:
20090415
Source:
http://wwwm4.mathematik.tumuenchen.de/m4/pers/
lindner
/
lindner
paper1.ps
http://wwwm4.mathematik.tumuenchen.de/m4/pers/
lindner
/
lindner
paper1.ps
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Document Type:
text
Language:
en
Subjects:
lower bound ; exponential frame ; sinetypefunction ; irregular sampling
lower bound ; exponential frame ; sinetypefunction ; irregular sampling
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.28.9499
http://wwwm4.mathematik.tumuenchen.de/m4/pers/lindner/lindnerpaper1.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.28.9499
http://wwwm4.mathematik.tumuenchen.de/m4/pers/lindner/lindnerpaper1.ps
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3.
Stationarity, mixing, distributional properties and moments of GARCH(p, q
Open Access
Title:
Stationarity, mixing, distributional properties and moments of GARCH(p, q
Author:
Alexander M. Lindner
Alexander M. Lindner
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Abstract This paper collects some of the well known probabilistic properties of GARCH(p, q) processes. In particular, we address the question of strictly and of weakly stationary solutions. We further investigate moment conditions as well as the strong mixing property of GARCH processes. Some distributional properties such as the tail behaviour ...
Abstract This paper collects some of the well known probabilistic properties of GARCH(p, q) processes. In particular, we address the question of strictly and of weakly stationary solutions. We further investigate moment conditions as well as the strong mixing property of GARCH processes. Some distributional properties such as the tail behaviour and continuity properties of the stationary distribution are also included. 1
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Year of Publication:
20101223
Source:
http://wwwm4.ma.tum.de/pers/
lindner
/
lindner
4.pdf
http://wwwm4.ma.tum.de/pers/
lindner
/
lindner
4.pdf
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4119
http://wwwm4.ma.tum.de/pers/lindner/lindner4.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4119
http://wwwm4.ma.tum.de/pers/lindner/lindner4.pdf
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4.
On Lower Bounds of Exponential Frames
Open Access
Title:
On Lower Bounds of Exponential Frames
Author:
Alexander M. Lindner
Alexander M. Lindner
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20121112
Source:
http://wwwm4.ma.tum.de/pers/
lindner
/
lindner
paper1.pdf
http://wwwm4.ma.tum.de/pers/
lindner
/
lindner
paper1.pdf
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Document Type:
text
Language:
en
Subjects:
lower bound ; exponential frame ; sinetypefunction ; irregular sampling
lower bound ; exponential frame ; sinetypefunction ; irregular sampling
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.3747
http://wwwm4.ma.tum.de/pers/lindner/lindnerpaper1.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.3747
http://wwwm4.ma.tum.de/pers/lindner/lindnerpaper1.pdf
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5.
Growth estimates for . . . applications to Riesz bases of exponentials
Open Access
Title:
Growth estimates for . . . applications to Riesz bases of exponentials
Author:
Alexander M. Lindner
Alexander M. Lindner
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Year of Publication:
20121112
Source:
http://wwwm4.ma.tum.de/pers/
lindner
/
lindner
paper5.pdf
http://wwwm4.ma.tum.de/pers/
lindner
/
lindner
paper5.pdf
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4731
http://wwwm4.ma.tum.de/pers/lindner/lindnerpaper5.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4731
http://wwwm4.ma.tum.de/pers/lindner/lindnerpaper5.pdf
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6.
Continuous time approximations to GARCH and stochastic volatility models
Open Access
Title:
Continuous time approximations to GARCH and stochastic volatility models
Author:
Alexander M. Lindner
Alexander M. Lindner
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Publisher:
Springer
Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20110124
Source:
http://wwwm4.ma.tum.de/pers/
lindner
/
lindner
5.pdf
http://wwwm4.ma.tum.de/pers/
lindner
/
lindner
5.pdf
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http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.169.5099
http://wwwm4.ma.tum.de/pers/lindner/lindner5.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.169.5099
http://wwwm4.ma.tum.de/pers/lindner/lindner5.pdf
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7.
Growth estimates for sinetypefunctions and applications to Riesz bases of exponentials
Open Access
Title:
Growth estimates for sinetypefunctions and applications to Riesz bases of exponentials
Author:
Alexander M. Lindner
Alexander M. Lindner
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Description:
We present explicit estimates for the growth of sinetypefunctions as well as for the derivatives at their zero sets, thus obtaining explicit constants in a result of Levin. The estimates are then used to derive explicit lower bounds for exponential Riesz bases, as they arise in Avdonin's Theorem on 1/4 in the mean or in a Theorem of Bogmer, Ho...
We present explicit estimates for the growth of sinetypefunctions as well as for the derivatives at their zero sets, thus obtaining explicit constants in a result of Levin. The estimates are then used to derive explicit lower bounds for exponential Riesz bases, as they arise in Avdonin's Theorem on 1/4 in the mean or in a Theorem of Bogmer, Horvath, Joo and Seip. An application is discussed, where knowledge of explicit lower bounds of exponential Riesz bases is desirable. 1
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Year of Publication:
20090415
Source:
http://wwwm4.mathematik.tumuenchen.de/m4/pers/
lindner
/
lindner
paper5.ps
http://wwwm4.mathematik.tumuenchen.de/m4/pers/
lindner
/
lindner
paper5.ps
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http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.29.2399
http://wwwm4.mathematik.tumuenchen.de/m4/pers/lindner/lindnerpaper5.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.29.2399
http://wwwm4.mathematik.tumuenchen.de/m4/pers/lindner/lindnerpaper5.ps
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8.
Lower bounds for finite wavelet and Gabor systems
Open Access
Title:
Lower bounds for finite wavelet and Gabor systems
Author:
Ole Christensen
;
Alexander M. Lindner
;
Er M. Lindner
Ole Christensen
;
Alexander M. Lindner
;
Er M. Lindner
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Description:
Given 2 L 2 (R) and a nite sequence f(a ; )g 2 R + R consisting of distinct points, the corresponding wavelet system is the set of functions f 1 a 1=2 ( x a )g 2 . We prove that for a dense set of functions 2 L 2 (R), the wavelet system corresponding to any choice of f(a ; )g 2 is linearly independent, and we derive explicite estimates for the c...
Given 2 L 2 (R) and a nite sequence f(a ; )g 2 R + R consisting of distinct points, the corresponding wavelet system is the set of functions f 1 a 1=2 ( x a )g 2 . We prove that for a dense set of functions 2 L 2 (R), the wavelet system corresponding to any choice of f(a ; )g 2 is linearly independent, and we derive explicite estimates for the corresponding lower (frame) bounds. In particular, this puts restrictions on the choice of a scaling function in the theory for multiresolution analysis. We also obtain estimates for the lower bound for Gabor systems fe 2ia x g(x )g 2 for functions g in a dense subset of L 2 (R). 1
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Year of Publication:
20090415
Source:
http://wwwm4.mathematik.tumuenchen.de/m4/pers/
lindner
/
lindner
paper4.ps
http://wwwm4.mathematik.tumuenchen.de/m4/pers/
lindner
/
lindner
paper4.ps
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en
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.20.9667
http://wwwm4.mathematik.tumuenchen.de/m4/pers/lindner/lindnerpaper4.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.20.9667
http://wwwm4.mathematik.tumuenchen.de/m4/pers/lindner/lindnerpaper4.ps
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9.
Frames of Exponentials: Lower Frame Bounds for Finite Subfamilies and Approximation of the Inverse Frame Operator
Open Access
Title:
Frames of Exponentials: Lower Frame Bounds for Finite Subfamilies and Approximation of the Inverse Frame Operator
Author:
Ole Christensen
;
Alexander M. Lindner
Ole Christensen
;
Alexander M. Lindner
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Year of Publication:
20140819
Source:
http://wwwm4.ma.tum.de/pers/
lindner
/
lindner
paper3.pdf
http://wwwm4.ma.tum.de/pers/
lindner
/
lindner
paper3.pdf
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4320
http://wwwm4.ma.tum.de/pers/lindner/lindnerpaper3.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.178.4320
http://wwwm4.ma.tum.de/pers/lindner/lindnerpaper3.pdf
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10.
Frames of Exponentials: Lower Frame Bounds for Finite Subfamilies and Approximation of the Inverse Frame Operator
Open Access
Title:
Frames of Exponentials: Lower Frame Bounds for Finite Subfamilies and Approximation of the Inverse Frame Operator
Author:
Ole Christensen
;
Alexander M. Lindner
Ole Christensen
;
Alexander M. Lindner
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Description:
We give lower frame bounds for finite subfamilies of a frame of exponentials fe i k () g k2Z in L²( ; ). We also present a method for approximation of the inverse frame operator corresponding to fe i k () g k2Z , where knowledge of the frame bounds for finite subfamilies is crucial.
We give lower frame bounds for finite subfamilies of a frame of exponentials fe i k () g k2Z in L²( ; ). We also present a method for approximation of the inverse frame operator corresponding to fe i k () g k2Z , where knowledge of the frame bounds for finite subfamilies is crucial.
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20140819
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http://wwwm4.mathematik.tumuenchen.de/m4/pers/
lindner
/
lindner
paper3.ps
http://wwwm4.mathematik.tumuenchen.de/m4/pers/
lindner
/
lindner
paper3.ps
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http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.20.9536
http://wwwm4.mathematik.tumuenchen.de/m4/pers/lindner/lindnerpaper3.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.20.9536
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(909) Bonivento, W.
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(3) hygrophoraceae
(3) hymenial morphology
(3) inclusive weak decays
(3) nuclear experiment
(3) octet quarkonia production
(3) phylogenetics
(3) physics and astronomy all
(3) pigment chemistry
(3) polarization
(3) production
(3) revisionary systematics
(3) stochastic volatility model
(3) synchrotrons
(2) arch and garch models
(2) b c meson
(2) b quark
(2) b s 0
(2) b s0 meson
(2) bs0 meson
(2) cogarch
(2) conditional heteroscedasticity
(2) detectors and experimental techniques
(2) diffraction
(2) digital resources
(2) exponential frame
(2) extreme value theory
(2) gamma
(2) grey literature
(2) hadron hadron scattering b physics heavy quark...
(2) hadronhadron scattering
(2) heavy ion collision
(2) higgs physics
(2) inclusive production with identified hadrons
(2) irregular sampling
(2) isobar model
(2) lamellar trama construction
(2) lower bound
(2) luminosity
(2) lévy processes
(2) mesons
(2) modes
(2) nomenclatural revision
(2) nucl ex
(2) open archives
(2) perpetuities
(2) research article
Subject:
Dewey Decimal Classification (DDC)
(132) Physics [53*]
(42) Medicine & health [61*]
(24) Mathematics [51*]
(11) Astronomy [52*]
(9) Statistics [31*]
(4) Economics [33*]
(4) Chemical engineering [66*]
(3) Language [40*]
(3) Chemistry [54*]
(2) Computer science, knowledge & systems [00*]
(2) Library & information sciences [02*]
(2) Law [34*]
(2) Manufacturing [67*]
(1) Psychology [15*]
(1) Life sciences; biology [57*]
(1) Animals (Zoology) [59*]
(1) Literature, rhetoric & criticism [80*]
Dewey Decimal Classification (DDC):
Year of Publication
(510) 2013
(457) 2014
(371) 2012
(121) 2010
(114) 2011
(40) 2015
(25) 1996
(19) 1994
(15) 1995
(14) 1993
(10) 2005
(6) 2003
(6) 2009
(5) 1992
(4) 1997
(3) 1999
(3) 2002
(3) 2004
(3) 2008
(2) 2001
(1) 1991
(1) 2000
Year of Publication:
Content Provider
(274) Oxford Univ.: Research Archive (ORA)
(249) ArXiv.org
(214) Lausanne Ecole Polytechnique Fed.: Infoscience
(167) Glasgow Univ.
(163) CERN (Switzerland)
(116) STFC (United Kingdom)
(99) Joint Inst. for Nuclear Research: JINR Document...
(87) HAL  Hyper Article en Ligne
(86) Springer Open Choice
(64) Milan Univ.: Archivio Istituzionale della Ricerca
(59) Groningen Univ.
(46) Inst. Nat. Fisica Nucleare (INFN): OA Repository
(16) PubMed Central
(13) CiteSeerX
(9) Denmark Technical Univ.: DTU Orbit
(9) EconStor
(7) DUMAS (France)
(7) Munich LMU: Open Access
(6) London Imperial Coll.
(6) CCSD: memSIC
(4) Huddersfield Univ.
(4) Warwick Univ.: Warwick Research Archive Portal
(3) Archive Artxiker Artxiboa (CCSD)
(3) HighWire Press
(2) DataCite Metadata Store
(2) DigiZeitschriften
(2) Munich TU: mediaTUM
(2) Bielefeld Univ.: Publications
(2) Ghent Univ.
(1) Copenhagen Univ.: CURIS
(1) DESY Hamburg
(1) Göttingen Center for Retrospective Digitization...
(1) Monash Univ.: Research Repository
(1) RePEc.org
(1) Aachen RWTH: Publications
(1) Bristol Univ.: Bristol Reserach
(1) London Univ. College: UCL Discovery
(1) Lancester Univ.
(1) Aarhus Univ.: Pure
(1) Bern Univ.: BORIS
(1) Manchester Univ.: eScholar Services
(1) Minho Univ.: Repositorium
(1) Aberystwyth Univ.: Cadair
Content Provider:
Language
(908) English
(826) Unknown
(1) German
Language:
Document Type
(795) Article, Journals
(617) Text
(303) Unknown
(16) Reports, Papers, Lectures
(3) Books
(1) Theses
Document Type:
Access
(1,311) Unknown
(424) Open Access
Access:
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