6 Titel

• Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility Belomestny, Denis ; Panov, Vladimir Elektronische Ressource, [Dortmund] : SFB 823, 2011

• Estimation of the activity of jumps for time-changed Lévy processes Belomestny, Denis ; Panov, Vladimir Elektronische Ressource, [Dortmund] : SFB 823, September 25, 2012

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

• A new method for adaptive spectral complexity reduction of music signals Krymova, Ekaterina ; Nagathil, Anil ; Belomestny, Denis ; Martin, Rainer Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, 2016

• Sieve maximum likelihood estimation in a semi-parametric regression model with errors in variables Belomestny, Denis ; Klochkov, Egor ; Spokojnyj, Vladimir G. Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, March 29, 2016

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