25 Treffer für Schlagwort = "Prozess"

• 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

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

• Block-recursive non-Gaussian structural vector autoregressions Keweloh, Sascha Alexander ; Hetzenecker, Stephan Johannes ; Seepe, Andre [Dortmund] : SFB 823, 2021

• 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

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

• 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

• A feasible approach to incorporate information in higher moments in structural vector autoregressions Keweloh, Sascha Alexander [Dortmund] : SFB 823, 2021

• 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

• Locally stationary multiplicative volatility modelling Walsh, Christopher ; Vogt, Michael [Dortmund] : SFB 823, 2021

• Measuring stationarity in long-memory processes Sen, Kemal ; Preuß, Philip ; Dette, Holger [Dortmund] : SFB 823, 2013

• Modelling interventions in INGARCH processes Liboschik, Tobias ; Kerschke, Pascal ; Fokianos, Konstantinos ; Fried, Roland [Dortmund] : SFB 823, 2013

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

• A note on weak convergence of the sequential multivariate empirical process under strong mixing Bücher, Axel [Dortmund] : SFB 823, April 18, 2013

• On local power properties of frequency domain based tests for stationarity Paparoditis, Efstathios ; Preuß, Philip [Dortmund] : SFB 823, April 7, 2013