Concepedia

Boris Buchmann

BB

11

Publications

278

Citations

10

H-Index

2003

Active since

Affiliations

Australian National University(Current)

Technical University of Munich

Chinese University of Hong Kong

Australian Mathematical Sciences Institute

Leibniz University Hannover

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

Top concepts

ProbabilityEngineeringStochastic ProcessesStatisticsEstimation TheoryStochastic CalculusBrownian MotionStochastic AnalysisStatistical InferenceFinance

Publications per year

2003–2018

11

Publications

11

Decompounding: an estimation problem for Poisson random sums

Boris Buchmann, Rudolf Grübel · The Annals of Statistics · 2003 · 78 citations · Full text

Mathematical Programming, Insurance Mathematics, Density Estimation +11

Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence

Boris Buchmann, Ngai Hang Chan · The Annals of Statistics · 2007 · 42 citations · Full text

Parameter Estimation, Strong Dependence, Ordinary Least Squares +14

Decompounding poisson random sums: Recursively truncated estimates in the discrete case

Boris Buchmann, Rudolf Grübel · Annals of the Institute of Statistical Mathematics · 2004 · 30 citations

Engineering, Discrete Case, Analytic Combinatorics +9

Multivariate subordination using generalised Gamma convolutions with applications to Variance Gamma processes and option pricing

Boris Buchmann, Benjamin D. Kaehler, Ross Maller et al. · Stochastic Processes and their Applications · 2016 · 23 citations

Option Pricing, Multivariate Subordination, Derivative Pricing +3

Fractional integral equations and state space transforms

Boris Buchmann, Claudia Klüppelberg · Bernoulli · 2006 · 22 citations · Full text

Fractional Brownian Motion, Fractional Integral Equations, Stationary Densities +9

Rows per page

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