Statistical analysis for jumps in certain semimartingale models

Simple item page
dc.contributor.advisorWoerner, Jeannette H. C.
dc.contributor.authorPalmes, Christian
dc.contributor.refereeVoit, Michael
dc.date.accepted2013-05-28
dc.date.accessioned2013-06-07T06:00:07Z
dc.date.available2013-06-07T06:00:07Z
dc.date.issued2013-06-07
dc.identifier.urihttp://hdl.handle.net/2003/30367
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-5466
dc.language.isoende
dc.subjectCopulaen
dc.subjectExtreme value theoryen
dc.subjectJump analysisen
dc.subjectLévy processesen
dc.subjectSemimartingaleen
dc.subjectStatisticsen
dc.subject.ddc510
dc.titleStatistical analysis for jumps in certain semimartingale modelsen
dc.typeTextde
dc.type.publicationtypedoctoralThesisde
dcterms.accessRightsopen access

Files

Original bundle
Now showing 1 - 1 of 1
Thumbnail Image
Name:
Dissertation.pdf
Size:
1011.65 KB
Format:
Adobe Portable Document Format
Description:
DNB
Download
License bundle
Now showing 1 - 1 of 1
No Thumbnail Available
Name:
license.txt
Size:
1.85 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

Lehrstuhl IV: Analysis, Stochastik