4 Treffer für Verfasser = "Woerner, Jeannette"

• Estimating drift parameters in a fractional Ornstein Uhlenbeck Process with periodic mean Dehling, Herold ; Franke, Brice ; Woerner, Jeannette Dortmund : Universitätsbibliothek Dortmund, September 9, 2015

• Low-frequency estimation of continuous-time moving average Lévy processes Belomestny, Denis ; Panov, Vladimir ; Woerner, Jeannette Dortmund : Universitätsbibliothek Dortmund, August 9, 2016

• An order for asymmetry in copulas, and implications for risk management Siburg, Karl Friedrich ; Stehling, Katharina ; Stoimenov, Pavel A. ; Woerner, Jeannette [Dortmund] : SFB 823, November 13, 2013

• Oscillating Ornstein-Uhlenbeck processes and modelling of electricity prices Kobe, Daniel ; Woerner, Jeannette Dortmund : Universitätsbibliothek Dortmund, 22nd September 2015