CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
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Englisch
- Anmerkungen
-
Ulm, Universität Ulm, Dissertation, 2018
- Klassifikation
-
Mathematik
- Schlagwort
-
Lévy processes
Ornstein-Uhlenbeck process
Central limit theorem
Autocorrelation (Statistics)
Inference
MA-Prozess
Zentraler Grenzwertsatz
Lévy-Prozess
Autokorrelation
Ornstein-Uhlenbeck-Prozess
- DOI
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10.18725/OPARU-9247
- URN
-
urn:nbn:de:bsz:289-oparu-9304-4
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:47 MEZ
Datenpartner
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Beteiligte
- Brandes, Dirk-Philip
- Universität Ulm
Entstanden
- 2018
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