Lehrstuhl IV: Analysis, Stochastik : [11]


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Collection's Items (Sorted by Submit Date in Descending order): 1 to 11 of 11
Issue DateTitleAuthor(s)
2019Limit theorems for multipower variations of Lévy driven and fractional-Lévy-motion driven processesWoerner, Jeannette; Pessik, Andre; Dehling, Herold
2019Estimation of stopping times for some stopped random processesVoit, Michael; Schulmann, Viktor; Woerner, Jeannette
2016Oszillierende Ornstein-Uhlenbeck Prozesse und Modellierung von ElektrizitätspreisenWoerner, Jeannette; Kobe, Daniel; Müller, Gernot
2015Kernel based nonparametric coefficient estimation in diffusion modelsWoerner, Jeannette H. C.; Funke, Benedikt; Dehling, Herold
2015Limit theorems of the power variation of fractional Lévy processesWoerner, Jeannette; Glaser, Sven; Voit, Michael
2013-06-07Statistical analysis for jumps in certain semimartingale modelsWoerner, Jeannette H. C.; Palmes, Christian; Voit, Michael
2013-04-15Limit Theorems on HypergroupsVoit, Michael; Grundmann, Waldemar; Hazod, Wilfried
2010-11-09Bounded short-rate models with Ehrenfest and Jacobi processesVoit, Michael; Kaplun, Alexander; Woerner, Jeannette
2010-03-31T08:14:44ZZerlegbarkeitseigenschaften von Verteilungen auf lokalkompakten GruppenHazod, W.; Kosfeld, Katrin; Voit, M.
2004-07-26Characterizations of limit laws of residual life time distributions by generalizations of the lack of memory propertyHazod, W.; Saad, Ramadan; Scheffler, H.-P.
2004-04-06Stetige Faltungshalbgruppen und Grenzwertsätze auf HypergruppenHazod, W.; Menges, Sonja; Heyer, H.
Collection's Items (Sorted by Submit Date in Descending order): 1 to 11 of 11