Browsing All of EconStor by Author Küchler, Uwe
Showing results 1 to 14 of 14
| Year of Publication | Title | Author(s) |
| 1998 | Delay estimation for some stationary diffusion-type processes | Küchler, Uwe; Kutoyants, Yuri A. |
| 1998 | A note on limit theorems for multivariate martingales | Küchler, Uwe; Sørensen, Michael M. |
| 1998 | On sequential parameter estimation for some linear stochastic differential equations with time delay | Küchler, Uwe; Vasiliev, Vjatscheslav A. |
| 1998 | On stationary solutions of delay differential equations driven by a Lévy process | Gushchin, Alexander A.; Küchler, Uwe |
| 1999 | Coherent risk measures, valuation bounds, and (my,p)-portfolio optimization | Jaschke, Stefan R.; Küchler, Uwe |
| 2001 | Über die stabilität des Euler-Schemas für eine Affine Stochastische Differentialgleichung mit Gedächtnis | Gilsing, Hagen; Küchler, Uwe; Platen, Eckhard |
| 2001 | Weak discrete time approximation of stochastic differential equations with time delay | Küchler, Uwe; Platen, Eckhard |
| 2001 | On parametric statistical models for stationary solutions of affine stochastic delay differential equations | Gushchin, Alexander A.; Küchler, Uwe |
| 2001 | On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations | Küchler, Uwe; Vasiliev, Vjatscheslav A. |
| 2003 | On integrals with respect to Levy processes | Küchler, Uwe |
| 2003 | On Large Deviations in Testing Ornstein-Uhlenbeck Type Models with Delay | Küchler, Uwe; Gapeev, Pavel V. |
| 2003 | On oscillations of the geometric Brownian motion with time delayed drift | Küchler, Uwe; Gushchin, Alexander A. |
| 2003 | On Markovian Short Rates in Term Structure Models Driven by Jump-Diffusion Processes | Gapeev, Pavel V.; Küchler, Uwe |
| 2003 | Markovian short rates in a forward rate model with a general class of Lévy processes | Küchler, Uwe; Naumann, Eva |
