20 Treffer für Schlagwort = "Prozess"

• A nonparametric test for stationarity in functional time series Delft, Anne van ; Bagchi, Pramita ; Characiejus, Vaidotas ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, September 1, 2017

• Bayesian prediction for stochastic processes Hermann, Simone Dortmund : Universitätsbibliothek Dortmund, June 2, 2016

• Change point analysis of second order characteristics in non-stationary time series Dette, Holger ; Wu, Weichi ; Zhou, Zhou Dortmund : Universitätsbibliothek Dortmund, March 27, 2015

• Comparison between classical annual maxima and peak over threshold approach concerning robustness Fischer, Svenja ; Schumann, Andreas H. Dortmund : Universitätsbibliothek Dortmund, [2014]

• Estimating drift parameters in a fractional Ornstein Uhlenbeck Process with periodic mean Dehling, Herold ; Franke, Brice ; Woerner, Jeannette Dortmund : Universitätsbibliothek Dortmund, September 9, 2015

• Limit theorems for locally stationary processes Kawka, Rafael Dortmund : Universitätsbibliothek Dortmund, [May 2019]

• Low-frequency estimation of continuous-time moving average Lévy processes Belomestny, Denis ; Panov, Vladimir ; Woerner, Jeannette Dortmund : Universitätsbibliothek Dortmund, August 9, 2016

• 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

• On second order conditions in the multivariate block maxima and peak over threshold method Bücher, Axel ; Volgushev, Stanislav ; Zou, Nan Dortmund : Universitätsbibliothek Dortmund, [2018]

• Optimal designs in regression with correlated errors Dette, Holger ; Pepelyšev, Andrej ; Žigljavskij, Anatolij Aleksandrovič Dortmund : Universitätsbibliothek Dortmund, [2015]

• Oscillating Ornstein-Uhlenbeck processes and modelling of electricity prices Kobe, Daniel ; Woerner, Jeannette Dortmund : Universitätsbibliothek Dortmund, 22nd September 2015

• Quantile correlations: Uncovering temporal dependencies in financial time series Schmitt, Thilo A. ; Schäfer, Rudi ; Dette, Holger ; Guhr, Thomas Dortmund : Universitätsbibliothek Dortmund, August 5, 2014

• The sequential empirical process of a random walk in random scenery Wendler, Martin Dortmund : Universitätsbibliothek Dortmund, October 3, 2014

• The sequential empirical process of nonlinear long-range dependent random vectors Buchsteiner, Jannis Dortmund : Universitätsbibliothek Dortmund, [2015]

• Statistical skorohod embedding problem and its generalizations Belomestny, Denis ; Schoenmakers, John Dortmund : Universitätsbibliothek Dortmund, September 4, 2014

• Subsampling for general statistics under long range dependence Betken, Annika ; Wendler, Martin Dortmund : Universitätsbibliothek Dortmund, September 18, 2015

• Testing for change in stochastic volatility with long range dependence Betken, Annika ; Kulik, Rafal Dortmund : Universitätsbibliothek Dortmund, November 6, 2016

• Tests based on simplicial depth for AR (1) models with explosion Leucht, Anne ; Kustosz, Christoph ; Müller, Christine H. Dortmund : Universitätsbibliothek Dortmund, October 7, 2014

• 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