8 Treffer für Ort = "Dortmund"

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

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

• Estimation of integrated volatility of volatility with applications to goodness-of-fit testing Vetter, Mathias [Dortmund] : SFB 823, 2011

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

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

• On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes Christensen, Kim ; Podolskij, Mark ; Vetter, Mathias [Dortmund] : SFB 823, 2011

• A test for stationarity based on empirical processes Preuß, Philip ; Vetter, Mathias ; Dette, Holger [Dortmund] : SFB 823, 2011

• Testing semiparametric hypotheses in locally stationary processes Preuß, Philip ; Vetter, Mathias ; Dette, Holger [Dortmund] : SFB 823, 2011