Estimation and calibration of Lévy-driven moving average processes via Fourier methods
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource, 106 Seiten
- Sprache
-
Deutsch
- Anmerkungen
-
Duisburg, Essen, Universität Duisburg-Essen, Dissertation, 2023
- Schlagwort
-
Lévy-Prozess
Gleitendes Mittel
Stochastischer Prozess
- Ereignis
-
Veröffentlichung
- (wo)
-
Duisburg, Essen
- (wer)
-
Universität Duisburg-Essen
- (wann)
-
2023
- Urheber
- Beteiligte Personen und Organisationen
-
Belomestny, Denis
- DOI
-
10.17185/duepublico/81274
- URN
-
urn:nbn:de:hbz:465-20231130-131455-1
- Rechteinformation
-
Open Access unbekannt; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:54 MEZ
Datenpartner
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Beteiligte
- Orlova, Tatiana
- Belomestny, Denis
- Universität Duisburg-Essen
Entstanden
- 2023
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