Boris Buchmann - Concepedia

Author

Boris Buchmann

Australian National University ORCID

Also Known As

B. Buchmann, BORIS BUCHMANN, Boris Buchmann, Buchmann, Boris

Publications

327

Citations

H-Index

Concepts

All Affiliations

Australian National University Technical University of Munich Chinese University of Hong Kong Australian Mathematical Sciences Institute Leibniz University Hannover

About

Boris Buchmann is an author at Australian National University specializing in probability theory, engineering, and stochastic processes.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	7	7	213
2	Business	1	1	14
3	Finance	1	1	14
4	Physics	1	1	10
5	Combinatorial Optimization	1	1	78

Boris Buchmann

Publications

278

Citations

H-Index

Page 1

	Year	Citations
Decompounding: an estimation problem for Poisson random sums Boris Buchmann, Rudolf Grübel The Annals of Statistics Mathematical ProgrammingInsurance MathematicsDensity EstimationEngineeringStatistical Inference	2003	78
Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence Boris Buchmann, Ngai Hang Chan The Annals of Statistics Parameter EstimationStrong DependenceOrdinary Least SquaresEngineeringLeast Squares Estimators	2007	42
Decompounding poisson random sums: Recursively truncated estimates in the discrete case Boris Buchmann, Rudolf Grübel Annals of the Institute of Statistical Mathematics EngineeringDiscrete CaseAnalytic CombinatoricsStatistical InferenceProbability Theory	2004	30
Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing Boris Buchmann, Benjamin D. Kaehler, Ross Maller, Stochastic Processes and their Applications Option PricingMultivariate SubordinationDerivative PricingProbability TheoryGamma Convolutions	2016	23
Fractional integral equations and state space transforms Boris Buchmann, Claudia Klüppelberg Bernoulli Fractional Brownian MotionFractional Integral EquationsStationary DensitiesEngineeringFractional-order System	2006	22
Distributional representations and dominance of a Lévy process over its maximal jump processes Boris Buchmann, Yuguang Fan, Ross Maller Bernoulli	2016	18
Integrated functionals of normal and fractional processes Boris Buchmann, Ngai Hang Chan The Annals of Applied Probability Spectral TheoryFractional Brownian MotionEngineeringFractional-order SystemIntegrable Probability	2009	14
Unified asymptotic theory for nearly unstable AR(<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si8.gif" display="inline" overflow="scroll"><mml:mi>p</mml:mi></mml:math>) processes Boris Buchmann, Ngai Hang Chan Stochastic Processes and their Applications Math XmlnsNumerical StabilityAsymptotic TheoryAsymptotic FormulaUnstable Ar	2012	14
Limit experiments of GARCH Boris Buchmann, Gernot Müller Bernoulli Volatility ModelingEngineeringFinanceTheoretical High-energy PhysicLimit Experiments	2012	14
Maxima of stochastic processes driven by fractional Brownian motion Boris Buchmann, Claudia Klüppelberg Advances in Applied Probability Fractional Brownian MotionEngineeringStochastic ProcessesState Space TransformationsStochastic Calculus	2005	13

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