Covariation estimation for multi-dimensional Lévy processes based on high-frequency observations
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- Extent
-
Online-Ressource
- Language
-
Deutsch
- Notes
-
Berlin, Humboldt-Universität zu Berlin, Dissertation, 2021
- Keyword
-
Lévy-Prozess
Sprungprozess
Diffusionsprozess
Dichteschätzung
- Event
-
Veröffentlichung
- (where)
-
Berlin
- (who)
-
Humboldt-Universität zu Berlin
- (when)
-
2023
- Creator
- Contributor
-
Reiss, Markus
Jakob, Shöl
Michael, Neumann
- DOI
-
10.18452/25302
- URN
-
urn:nbn:de:kobv:11-110-18452/26854-0
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:49 AM CEST
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
- Papagiannouli, Aikaterini
- Reiss, Markus
- Jakob, Shöl
- Michael, Neumann
- Humboldt-Universität zu Berlin
Time of origin
- 2023
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