- Weitere Titel
-
Parameterschätzung von mehrdimensionalen Lévyprozessen
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
-
Online-Ressource
- Sprache
-
Englisch
- Anmerkungen
-
München, Technische Universität München, Diss., 2011
- Ereignis
-
Veröffentlichung
- (wo)
-
München
- (wer)
-
Universitätsbibliothek der TU München
- (wann)
-
2011
- Urheber
-
Esmaeili, Habib
- Beteiligte Personen und Organisationen
-
Klüppelberg, Claudia
Hubalek, Friedrich
Lindner, Alexander M.
- URN
-
urn:nbn:de:bvb:91-diss-20110518-1007123-1-7
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Hochschulschrift
Beteiligte
- Esmaeili, Habib
- Klüppelberg, Claudia
- Hubalek, Friedrich
- Lindner, Alexander M.
- Universitätsbibliothek der TU München
Entstanden
- 2011
Ähnliche Objekte (12)
Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation
Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated Processes
Nonparametric regression estimation for multivariate null recurrent processes
Parameter estimation for stochastic processes
Estimation of Cointegrated Multivariate Continuous-Time Autoregressive Moving Average Processes
Nonparametric adaptive estimation for discretely observed Lévy processes
Nonparametric adaptive estimation for discretely observed Lévy processes
Multivariate multifractal models : estimation of parameters and applications to risk management
Multivariate multifractal models : estimation of parameters and applications to risk management
Superefficient Estimation of Multivariate Trend
Multivariate Density Estimation and Visualization
Multivariate mixed poisson processes
Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation
Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated Processes
Nonparametric regression estimation for multivariate null recurrent processes
Parameter estimation for stochastic processes
Estimation of Cointegrated Multivariate Continuous-Time Autoregressive Moving Average Processes
Nonparametric adaptive estimation for discretely observed Lévy processes
Nonparametric adaptive estimation for discretely observed Lévy processes
Multivariate multifractal models : estimation of parameters and applications to risk management
Multivariate multifractal models : estimation of parameters and applications to risk management
Superefficient Estimation of Multivariate Trend
Multivariate Density Estimation and Visualization
Multivariate mixed poisson processes
Financial modelling applying multivariate Lévy processes: new insights into estimation and simulation
Gaussian Semiparametric Estimation of Multivariate Fractionally Integrated Processes
Nonparametric regression estimation for multivariate null recurrent processes
Parameter estimation for stochastic processes
Estimation of Cointegrated Multivariate Continuous-Time Autoregressive Moving Average Processes
Nonparametric adaptive estimation for discretely observed Lévy processes
Nonparametric adaptive estimation for discretely observed Lévy processes
Multivariate multifractal models : estimation of parameters and applications to risk management
Multivariate multifractal models : estimation of parameters and applications to risk management
Superefficient Estimation of Multivariate Trend
Multivariate Density Estimation and Visualization