Ross Maller

1. A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
   2004/08/31 by Claudia Klüppelberg, Alexander Lindner, Ross Maller · 11 citations
   Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Stochastic processes and financial applications #Complex Systems and Time Series Analysis
2. Convergence to stable limits for ratios of trimmed Levy processes and\n their jumps
   2017/08/25 by Yuguang Ipsen, Ipsen, Yuguang F., Péter Kevei +3 · 1 citation
   Computer Science · Economics, Econometrics and Finance · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
3. Negative Binomial Construction of Random Discrete Distributions on the Infinite Simplex
   2018/02/07 by Yuguang Ipsen, Ross Maller, Ipsen, Yuguang Fan +1 · 1 citation
   Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Statistical Methods and Inference #Point processes and geometric inequalities