11 Treffer für Schlagwort = "Lévy-Prozess"

• Approximation and error analysis of forward-backward SDEs driven by general Lévy processes using shot noise series representations Massing, Till Philipp Georg Elektronische Ressource, [Dortmund] : SFB 823, 2021

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

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

• A law of large numbers for the power variation of fractional Lévy processes Glaser, Sven Elektronische Ressource, [Dortmund] : SFB 823, 2013

• Low-frequency estimation of continuous-time moving average Lévy processes Belomestny, Denis ; Panov, Vladimir ; Woerner, Jeannette Elektronische Ressource, 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 Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, September 22, 2016

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

• On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process Hoffmann, Michael Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, February 23, 2018

• Stable limit theorem for U-statistic processes indexed by a random walk Franke, Brice ; Wendler, Martin Elektronische Ressource, [Dortmund] : SFB 823, [2012]

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

• Weak convergence of the empirical truncated distribution function of the Lévy measure of an Itos semimartingale Hoffmann, Michael ; Vetter, Mathias Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, June 24, 2015