Low-frequency estimation of continuous-time moving average Lévy processes

to connected objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Discussion Paper / SFB823 ; 46, 2016

Classification: Mathematik

Event: Veröffentlichung

(where): Dortmund

(who): Universitätsbibliothek Dortmund

(when): 2016

Creator: Belomestny, Denis
Panov, Vladimir
Woerner, Jeannette

Handle: 2003/35197

URN: urn:nbn:de:101:1-201609091031

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:46 AM CEST

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Associated

Belomestny, Denis
Panov, Vladimir
Woerner, Jeannette
Universitätsbibliothek Dortmund

Time of origin

2016

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Low-frequency estimation of continuous-time moving average Lévy processes

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Other Objects (12)

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Bootstrap for continuous-time autoregressive moving average processes

Estimation of Cointegrated Multivariate Continuous-Time Autoregressive Moving Average Processes

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Extremes of Lévy driven moving average processes with applications in finance

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Time frequency autoregressive moving average modeling

Majorization involving the cyclic moving average

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

Spatial autoregressive fractionally integrated moving average model

Infinite-dimensional and continuous-time moving average processes

Bootstrap for continuous-time autoregressive moving average processes

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Social class as a moving average

Time frequency autoregressive moving average modeling

Majorization involving the cyclic moving average

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

Spatial autoregressive fractionally integrated moving average model

Infinite-dimensional and continuous-time moving average processes

Bootstrap for continuous-time autoregressive moving average processes

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

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