5 Treffer für Schlagwort = "Stochastik"

• Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility Belomestny, Denis ; Panov, Vladimir [Dortmund] : SFB 823, 2011

• Approximation and error analysis of forward-backward SDEs driven by general Lévy processes using shot noise series representations Massing, Till Philipp Georg [Dortmund] : SFB 823, 2021

• Efficiency gains in structural vector autoregressions by selecting informative higher-order moment conditions Keweloh, Sascha Alexander ; Hetzenecker, Stephan Johannes [Dortmund] : SFB 823, 2021

• Estimating the quadratic covariation of an asynchronously observed semimartingale with jumps Bibinger, Markus ; Vetter, Mathias [Dortmund] : SFB 823, May 14, 2013

• Unreplicated fractional factorials, analysis with the half-normal plot and randomization of the run order Kunert, Joachim ; Wilk, Adrian [Dortmund] : SFB 823, 2011