Publications

• Buchmann, B. and Muller, G. On the limit experiments of randomly thinned GARCH(1,1) in deficiency. Submitted for publication. - download
• Buchmann, B. and Chan, N.H. Integrated functionals of normal and fractional processes. The Annals of Applied Probability 18 (2008). (to appear). - download.
• Buchmann, B. and Szimayer, A. Weighted supnorms in the nonparametric inference for Lévy Processes. Monash University and Fraunhofer ITWM (2008). Submitted for publication. - download.
• Buchmann, B., Maller, R.A. and Szimayer, A. An almost sure functional fimit theorem at zero for a class of Lévy processes normed by the square root function, and applications. and their applications. To appear in Probability Theory and Related Fields (2008). - download.
• Buchmann, B. and Chan, N.H. Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence. Annals of Statistics 35 No. 5, 2001-2017 (2007). - download.
• Buchmann, B. and Weber, S. A continuous time approximation of an evolutionary stock price model. International Journal of Theoretical and Applied Finance 10, no. 7, 1229 - 1253 (2007). - download.
• Buchmann, B. and Klüppelberg, C. Fractional integral equations and state space transforms. Bernoulli 12, no. 3, 431--456 (2006). - download.
• Buchmann, B. and Klüppelberg, C. Maxima of stochastic processes driven by fractional Brownian motion. Advances in Applied Probability 37, no.~3, 743--764 (2005). - download.
• Buchmann, B. and Grübel, R. Decompounding Poisson random sums: recursively truncated estimates in the discrete case. Ann. Inst. Statist. Math. 56, no. 4, 743--756 (2004). - download.
• Buchmann, B. and Grübel, R. Decompounding: an estimation problem for Poisson random sums. Annals of Statistics 31, no. 4, 1054--1074 (2003). - download.
• Buchmann, B. Decompounding: an estimation problem for the compound Poisson distribution Phd thesis. Leibniz University of Hannover, Germany, 2001. (English). download.