Concepedia

Vicky Fasen

VF

Statistics

Publications

12

Citations

235

H-Index

11

Active since

2005

Affiliations

Technical University of Munich(Current)

Karlsruhe Institute of Technology

Vicky Fasen is an author at Technical University of Munich specializing in stochastic processes, probability theory, and mathematics.

Publications per year

2005–2015

12

Publications

12

Extremes of regularly varying Lévy-driven mixed moving average processes

Vicky Fasen · Advances in Applied Probability · 2005 · 37 citations · Full text

Engineering, Mathematics, Financial Economics +13

High-level dependence in time series models

Vicky Fasen, Claudia Klüppelberg, Martin Schlather · Extremes · 2009 · 30 citations · Full text

Natural Sciences, Mathematics, Probability Theory +11

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

Vicky Fasen · Journal of Econometrics · 2012 · 30 citations · Full text

Engineering, Business Economics, Financial Econometrics +12

Four theorems and a financial crisis

Bikramjit Das, Paul Embrechts, Vicky Fasen · International Journal of Approximate Reasoning · 2012 · 24 citations

Social Sciences, Economics, Finance +10

Limit Theory for High Frequency Sampled MCARMA Models

Vicky Fasen · Advances in Applied Probability · 2014 · 17 citations

Natural Sciences, Mathematics, Econometrics +13

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