Vicky Fasen

Modeling network traffic by a cluster Poisson input process with heavy and light-tailed file sizes

Vicky Fasen, V. Fasen, 2010, Queueing Syst. Theory Appl..

Four theorems and a financial crisis

Paul Embrechts, Bikramjit Das, Vicky Fasen, 2013, Int. J. Approx. Reason..

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

Vicky Fasen, V. Fasen, 2013 .

Time consistency of multi-period distortion measures

Vicky Fasen, Adela Svejda, 2012 .