3 Treffer für Schlagwort = "Lévy-Prozess"

• Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes Hoffmann, Michael ; Vetter, Mathias ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, September 22, 2016

• On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process Hoffmann, Michael Dortmund : Universitätsbibliothek Dortmund, February 23, 2018

• Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itos semimartingale Hoffmann, Michael ; Vetter, Mathias Dortmund : Universitätsbibliothek Dortmund, June 24, 2015