Multivariate CARMA processes T Marquardt, R Stelzer Stochastic processes and their applications 117 (1), 96-120, 2007 | 102 | 2007 |

Multivariate supOU processes OE Barndorff-Nielsen, R Stelzer The Annals of Applied Probability 21 (1), 140-182, 2011 | 73 | 2011 |

A multivariate Ornstein-Uhlenbeck type stochastic volatility model C Pigorsch, R Stelzer Submitted for publication, 1-34, 2009 | 71* | 2009 |

Positive-definite matrix processes of finite variation OE Barndorff-Nielsen, R Stelzer, A Universitet PROBABILITY AND MATHEMATICAL STATISTICS-WROCLAW UNIVERSITY 27 (1), 3, 2007 | 70 | 2007 |

On strong solutions for positive definite jump diffusions E Mayerhofer, O Pfaffel, R Stelzer Stochastic processes and their applications 121 (9), 2072-2086, 2011 | 69 | 2011 |

Option pricing in multivariate stochastic volatility models of OU type J Muhle-Karbe, O Pfaffel, R Stelzer SIAM Journal on Financial Mathematics 3 (1), 66-94, 2012 | 59 | 2012 |

Stationarity and geometric ergodicity of BEKK multivariate GARCH models F Boussama, F Fuchs, R Stelzer Stochastic Processes and their Applications 121 (10), 2331-2360, 2011 | 59 | 2011 |

Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy processes OLEE BARNDORFF‐NIELSEN, R Stelzer Scandinavian journal of statistics 32 (4), 617-637, 2005 | 58 | 2005 |

The multivariate supOU stochastic volatility model OE Barndorff‐Nielsen, R Stelzer Mathematical Finance 23 (2), 275-296, 2013 | 52 | 2013 |

On the definition, stationary distribution and second order structure of positive semidefinite Ornstein–Uhlenbeck type processes C Pigorsch, R Stelzer Bernoulli 15 (3), 754-773, 2009 | 33 | 2009 |

Quasi maximum likelihood estimation for strongly mixing state space models and multivariate Lévy-driven CARMA processes E Schlemm, R Stelzer Electronic Journal of Statistics 6, 2185-2234, 2012 | 32 | 2012 |

Multivariate COGARCH (1, 1) processes R Stelzer Bernoulli 16 (1), 80-115, 2010 | 31 | 2010 |

On Markov-Switching Arma Processes—Stationarity, Existence Of Moments, And Geometric Ergodicity R Stelzer Econometric Theory 25 (01), 43-62, 2009 | 30 | 2009 |

Multivariate CARMA processes, continuous-time state space models and complete regularity of the innovations of the sampled processes E Schlemm, R Stelzer Bernoulli 18 (1), 46-63, 2012 | 28 | 2012 |

Mixing conditions for multivariate infinitely divisible processes with an application to mixed moving averages and the supOU stochastic volatility model F Fuchs, R Stelzer ESAIM: Probability and Statistics 17, 455-471, 2013 | 25 | 2013 |

Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails RA Davis, O Pfaffel, R Stelzer Stochastic Processes and their Applications 124 (1), 18-50, 2014 | 24 | 2014 |

On the relation between the vec and BEKK multivariate GARCH models R Stelzer Econometric Theory 24 (4), 1131-1136, 2008 | 23 | 2008 |

Multivariate continuous time stochastic volatility models driven by a Lévy process RJ Stelzer Universitätsbibliothek der TU München, 2007 | 19 | 2007 |

Tail behavior of multivariate Lévy-driven mixed moving average processes and supOU stochastic volatility models M Moser, R Stelzer Advances in Applied Probability 43 (4), 1109-1135, 2011 | 18 | 2011 |

Moment based estimation of supOU processes and a related stochastic volatility model R Stelzer, T Tosstorff, M Wittlinger Statistics & Risk Modeling 32 (1), 1-24, 2015 | 13 | 2015 |