CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes

to related objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: Ulm, Universität Ulm, Dissertation, 2018

Classification: Mathematik

Keyword: Lévy processes
Ornstein-Uhlenbeck process
Central limit theorem
Autocorrelation (Statistics)
Inference
MA-Prozess
Zentraler Grenzwertsatz
Lévy-Prozess
Autokorrelation
Ornstein-Uhlenbeck-Prozess

Event: Veröffentlichung

(where): Ulm

(who): Universität Ulm

(when): 2018

Creator: Brandes, Dirk-Philip

DOI: 10.18725/OPARU-9247

URN: urn:nbn:de:bsz:289-oparu-9304-4

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:36 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Show original at data provider

Associated

Brandes, Dirk-Philip
Universität Ulm

Time of origin

2018

Other Objects (12)

Nonparametric mixed exponentially weighted moving average-moving average control chart

Arbeitspapier

Efficient computation of zeros of the moving average operator with real matricial coefficients

Efficient Computation of Zeros of the Moving Average Operator with Real Matricial Coefficients

Hochschulschrift

Moving Sum versus Exponentially Weighted Moving Average Tests

Arbeitspapier

Social class as a moving average

Time frequency autoregressive moving average modeling

Majorization involving the cyclic moving average

$Spatial autoregressive fractionally integrated moving average model$

Arbeitspapier

Spatial autoregressive fractionally integrated moving average model

Artikel

Testing for fundamental vector moving average representations

Arbeitspapier

Known Moving-Average Transformations and Autoregressive Processes

Arbeitspapier

Moving-Average Transformations in Classical Linear Models

Arbeitspapier

A Dynamic Analysis of Moving Average Rules

Nonparametric mixed exponentially weighted moving average-moving average control chart

Arbeitspapier

Efficient computation of zeros of the moving average operator with real matricial coefficients

Efficient Computation of Zeros of the Moving Average Operator with Real Matricial Coefficients

Hochschulschrift

Moving Sum versus Exponentially Weighted Moving Average Tests

Arbeitspapier

Social class as a moving average

Time frequency autoregressive moving average modeling

Majorization involving the cyclic moving average

$Spatial autoregressive fractionally integrated moving average model$

Arbeitspapier

Spatial autoregressive fractionally integrated moving average model

Artikel

Testing for fundamental vector moving average representations

Arbeitspapier

Known Moving-Average Transformations and Autoregressive Processes

Arbeitspapier

Moving-Average Transformations in Classical Linear Models

Arbeitspapier

A Dynamic Analysis of Moving Average Rules

Nonparametric mixed exponentially weighted moving average-moving average control chart

Arbeitspapier

Efficient computation of zeros of the moving average operator with real matricial coefficients

Efficient Computation of Zeros of the Moving Average Operator with Real Matricial Coefficients

Hochschulschrift

Moving Sum versus Exponentially Weighted Moving Average Tests

Arbeitspapier

Social class as a moving average

Time frequency autoregressive moving average modeling

Majorization involving the cyclic moving average

$Spatial autoregressive fractionally integrated moving average model$

Arbeitspapier

Spatial autoregressive fractionally integrated moving average model

Artikel

Testing for fundamental vector moving average representations

Arbeitspapier

Known Moving-Average Transformations and Autoregressive Processes

Arbeitspapier

Moving-Average Transformations in Classical Linear Models

Arbeitspapier

A Dynamic Analysis of Moving Average Rules

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes

Object Details

Classification and Topics

Contributors, Places and Time

Further information

Data provider

Associated

Time of origin

Other Objects (12)

Nonparametric mixed exponentially weighted moving average-moving average control chart

Efficient computation of zeros of the moving average operator with real matricial coefficients

Efficient Computation of Zeros of the Moving Average Operator with Real Matricial Coefficients

Moving Sum versus Exponentially Weighted Moving Average Tests

Social class as a moving average

Time frequency autoregressive moving average modeling

Majorization involving the cyclic moving average

Spatial autoregressive fractionally integrated moving average model

Testing for fundamental vector moving average representations

Known Moving-Average Transformations and Autoregressive Processes

Moving-Average Transformations in Classical Linear Models

A Dynamic Analysis of Moving Average Rules

Nonparametric mixed exponentially weighted moving average-moving average control chart

Efficient computation of zeros of the moving average operator with real matricial coefficients

Efficient Computation of Zeros of the Moving Average Operator with Real Matricial Coefficients

Moving Sum versus Exponentially Weighted Moving Average Tests

Social class as a moving average

Time frequency autoregressive moving average modeling

Majorization involving the cyclic moving average

Spatial autoregressive fractionally integrated moving average model

Testing for fundamental vector moving average representations

Known Moving-Average Transformations and Autoregressive Processes

Moving-Average Transformations in Classical Linear Models

A Dynamic Analysis of Moving Average Rules

Nonparametric mixed exponentially weighted moving average-moving average control chart

Efficient computation of zeros of the moving average operator with real matricial coefficients

Efficient Computation of Zeros of the Moving Average Operator with Real Matricial Coefficients

Moving Sum versus Exponentially Weighted Moving Average Tests

Social class as a moving average

Time frequency autoregressive moving average modeling

Majorization involving the cyclic moving average

Spatial autoregressive fractionally integrated moving average model

Testing for fundamental vector moving average representations

Known Moving-Average Transformations and Autoregressive Processes

Moving-Average Transformations in Classical Linear Models

A Dynamic Analysis of Moving Average Rules

Related objects

Reset password