Dirk-Philip Brandes | DeepAI

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Featured Co-authors

Robert Stelzer
6 publications
Imma Valentina Curato
5 publications

research

∙ 07/01/2020

Inheritance of strong mixing and weak dependence under renewal sampling

Let X be a continuous-time strongly mixing or weakly dependent process a...

0 Dirk-Philip Brandes, et al. ∙

research

∙ 04/06/2018

On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence

We consider a Lévy driven continuous time moving average process X sampl...

0 Dirk-Philip Brandes, et al. ∙