Statistical analysis for jumps in certain semimartingale models

dc.contributor.advisor	Woerner, Jeannette H. C.
dc.contributor.author	Palmes, Christian
dc.contributor.referee	Voit, Michael
dc.date.accepted	2013-05-28
dc.date.accessioned	2013-06-07T06:00:07Z
dc.date.available	2013-06-07T06:00:07Z
dc.date.issued	2013-06-07
dc.identifier.uri	http://hdl.handle.net/2003/30367
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-5466
dc.language.iso	en	de
dc.subject	Copula	en
dc.subject	Extreme value theory	en
dc.subject	Jump analysis	en
dc.subject	Lévy processes	en
dc.subject	Semimartingale	en
dc.subject	Statistics	en
dc.subject.ddc	510
dc.title	Statistical analysis for jumps in certain semimartingale models	en
dc.type	Text	de
dc.type.publicationtype	doctoralThesis	de
dcterms.accessRights	open access

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