5 Treffer für Schlagwort = "Lévy-Prozess"

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

• Nonparametric inference on Lévy measures and copulas Bücher, Axel ; Vetter, Mathias [Dortmund] : SFB 823, May 2, 2012

• Stable limit theorem for U-statistic processes indexed by a random walk Franke, Brice ; Wendler, Martin [Dortmund] : SFB 823, [2012]