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1. Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes

URL:
http://mediatum.ub.tum.de/node?id=1079231
http://mediatum.ub.tum.de/doc/1079231/document.pdf  

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2. Time series regression on integrated continuous-time processes with heavy and light tails

URL:
http://mediatum.ub.tum.de/node?id=1079234
http://mediatum.ub.tum.de/doc/1079234/document.pdf  

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3. Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration

URL:
http://mediatum.ub.tum.de/node?id=1079279
http://mediatum.ub.tum.de/doc/1079279/document.pdf  

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4. Extremes of regularly varying Lévy driven mixed moving average processes.

URL:
http://mediatum.ub.tum.de/node?id=1097591
http://mediatum.ub.tum.de/doc/1097591/document.pdf  

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5. Extremes of subexponential Lévy driven moving average processes

URL:
http://mediatum.ub.tum.de/node?id=1072095
http://mediatum.ub.tum.de/doc/1072095/document.pdf  

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6. Extremes of Lévy Driven Mixed MA Processes with Convolution Equivalent Distributions.

URL:
http://mediatum.ub.tum.de/node?id=1072649
http://mediatum.ub.tum.de/doc/1072649/document.pdf  

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7. Asymptotic Results for Sample Autocovariance Functions and Extremes of Integrated Generalized Ornstein-Uhlenbeck Processes.

URL:
http://mediatum.ub.tum.de/node?id=1079196
http://mediatum.ub.tum.de/doc/1079196/document.pdf  

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8. A fluid cluster Poisson input process can look like a fractional Brownian motion even in the slow growth aggregation regime

URL:
http://mediatum.ub.tum.de/node?id=1072653
http://mediatum.ub.tum.de/doc/1072653/document.pdf  

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9. Spectral Estimates for High-Frequency Sampled CARMA Processes

URL:
http://mediatum.ub.tum.de/node?id=1113431
http://mediatum.ub.tum.de/doc/1113431/document.pdf  

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10. On the Limit Behavior of the Periodogram of High-Frequency Sampled Stable CARMA Processes

URL:
http://mediatum.ub.tum.de/node?id=1099081
http://mediatum.ub.tum.de/doc/1099081/document.pdf  

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