60 Treffer für Schlagwort = "Prozess"

• A nonparametric test for stationarity in functional time series Delft, Anne van ; Bagchi, Pramita ; Characiejus, Vaidotas ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, September 1, 2017

• American options with multiple priors in continuous time Vorbrink, Jörg Bielefeld : IMW, Bielefeld University, April 2011

• Asymptotics of improved generalized moments estimators for spatial autoregressive error models Drinkuth, Carsten ; Arnold, Matthias [Dortmund] : SFB 823, 2013

• Bayesian prediction for stochastic processes Hermann, Simone Dortmund : Universitätsbibliothek Dortmund, June 2, 2016

• Bologna emeritus? 20 Jahre hochschulpolitische Integration Europas - Analyse und Kritik Blättler, Andrea C. ; Imhof, Franz-Dominik Bielefeld : wbv Media, [2019]

• Change point analysis of second order characteristics in non-stationary time series Dette, Holger ; Wu, Weichi ; Zhou, Zhou Dortmund : Universitätsbibliothek Dortmund, March 27, 2015

• Comparison between classical annual maxima and peak over threshold approach concerning robustness Fischer, Svenja ; Schumann, Andreas H. Dortmund : Universitätsbibliothek Dortmund, [2014]

• CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns Wied, Dominik [Dortmund] : SFB 823, 2011

• Detecting smooth changes in locally stationary processes Vogt, Michael ; Dette, Holger [Dortmund] : SFB 823, October 3, 2013

• Detection of multiple structural breaks in multivariate time series Dette, Holger ; Preuß, Philip ; Puchstein, Ruprecht [Dortmund] : SFB 823, 2013

• Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing Messow, Philip [Dortmund] : SFB 823, July 3, 2013

• Discriminating between long-range dependence and non-stationarity Preuß, Philip ; Vetter, Mathias [Dortmund] : SFB 823, September 24, 2012

• Effects of the Bologna Reform on educational outcomes micro evidence from Germany Hahm, Sabrina ; Kluve, Jochen Bochum ; Dortmund ; Duisburg ; Essen : Rheinische-Westfälisches Institut für Wirtschaftsforschung, 2016

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

• Estimation of the activity of jumps for time-changed Lévy processes Belomestny, Denis ; Panov, Vladimir [Dortmund] : SFB 823, September 25, 2012

• Estimation of the bispectrum for locally stationary processes Paparoditis, Efstathios ; Preuß, Philip [Dortmund] : SFB 823, December 6, 2013

• Existence of arrow-debreu equilibrium with generalized stochastic differential utility Beißner, Patrick Bielefeld : IMW, Bielefeld University, April 2011

• Generalized Kuhn-Tucker conditions for N-Firm stochastic irreversible investment under limited resources Chiarolla, Maria B. ; Ferrari, Giorgio ; Riedel, Frank Bielefeld : IMW, Bielefeld University, March 2012

• Inference on the Lévy measure in case of noisy observations Vetter, Mathias [Dortmund] : SFB 823, April 16, 2013

• A law of large numbers for the power variation of fractional Lévy processes Glaser, Sven [Dortmund] : SFB 823, 2013