3 Treffer für Verfasser = "Panov, Vladimir"

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

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

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