Estimation and calibration of Lévy-driven moving average processes via Fourier methods
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource, 106 Seiten
- Language
-
Deutsch
- Notes
-
Duisburg, Essen, Universität Duisburg-Essen, Dissertation, 2023
- Keyword
-
Lévy-Prozess
Gleitendes Mittel
Stochastischer Prozess
- Event
-
Veröffentlichung
- (where)
-
Duisburg, Essen
- (who)
-
Universität Duisburg-Essen
- (when)
-
2023
- Creator
- Contributor
-
Belomestny, Denis
- DOI
-
10.17185/duepublico/81274
- URN
-
urn:nbn:de:hbz:465-20231130-131455-1
- Rights
-
Open Access unbekannt; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:54 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Orlova, Tatiana
- Belomestny, Denis
- Universität Duisburg-Essen
Time of origin
- 2023
Other Objects (12)
Extremes of Lévy driven moving average processes with applications in finance
Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
Moving Sum versus Exponentially Weighted Moving Average Tests
Social class as a moving average
Time frequency autoregressive moving average modeling
Known Moving-Average Transformations and Autoregressive Processes
Moving-Average Transformations in Classical Linear Models
Testing for fundamental vector moving average representations
Spatial autoregressive fractionally integrated moving average model
A Dynamic Analysis of Moving Average Rules
CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes
Moving-Average approximations of random epsilon-correlated processes
Extremes of Lévy driven moving average processes with applications in finance
Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
Moving Sum versus Exponentially Weighted Moving Average Tests
Social class as a moving average
Time frequency autoregressive moving average modeling
Known Moving-Average Transformations and Autoregressive Processes
Moving-Average Transformations in Classical Linear Models
Testing for fundamental vector moving average representations
Spatial autoregressive fractionally integrated moving average model
A Dynamic Analysis of Moving Average Rules
CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes
Moving-Average approximations of random epsilon-correlated processes
Extremes of Lévy driven moving average processes with applications in finance
Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting
Moving Sum versus Exponentially Weighted Moving Average Tests
Social class as a moving average
Time frequency autoregressive moving average modeling
Known Moving-Average Transformations and Autoregressive Processes
Moving-Average Transformations in Classical Linear Models
Testing for fundamental vector moving average representations
Spatial autoregressive fractionally integrated moving average model
A Dynamic Analysis of Moving Average Rules
CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes