K. Erickson
Finance · with Maller · 2005
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 7 citations into it; #4,103 of 10,518 by trust here, #7,575 by citations
Whom K. Erickson trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts K. Erickson overall
Papers from K. Erickson's perspective
Ordered by how strongly the researchers K. Erickson trusts endorse each paper. Same corpus, a different order for every researcher.
- Modelling by L´ evy Processes for Financial Econometrics
- Continuous-time ARMA processes
- Lévy-Driven Carma Processes
- Exponential functionals of Levy processes
- Exponential Functionals of Brownian Motion and Related Processes
- Elementary fixed points of the BRW smoothing transforms with infinite number of summands
- Stability of perpetuities
- Stability and Attraction to Normality for Lévy Processes at Zero and at Infinity
- Recurrent extensions of self-similar Markov processes and Cramér’s condition II
- Information Theory, Inference, and Learning Algorithms
Their papers
- Generalised Ornstein-Uhlenbeck Processes and the Convergence of Levy Integrals (2005) — 64 citations