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mediaTUM GesamtbestandEinrichtungenSchools und FakultätenFakultät für MathematikZentrum MathematikArbeitsgruppe Mathematische StatistikAbschlussarbeitenDiplomarbeiten2009

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Christoph Ferstl
Cointegration in discrete and continuous time
Diplomarbeit
2009

Hengyu Du
Bayesian analysis of regression models for longitudinal ordinal responses in cross sectional setups
Diplomarbeit
2009

Florian Ueltzhöfer
Non-parametric estimation of Lévy densities from observations on a discrete time grid
Diplomarbeit
2009

Christina Steinkohl
Analysis of Multivariate High Frequency Wind Speed Data using Time Series Methods and Techniques from Extreme Value Theory
Diplomarbeit
2009

Irene Schreiber
Equities, Credits and Volatilities: A Multivariate AR-GARCH Analysis of the European Market
Diplomarbeit
2009

Julia Pfettner
Statistical Inference and Model Selection for death rate models in life insurance
Diplomarbeit
2009

Oliver Pfaffel
Option Pricing in Multivariate Stochastic Volatility Models of OU Type
Diplomarbeit
2009

Stephan Nicklas
Estimation of multivariate CARMA models
Diplomarbeit
2009

Jasper Niklas Lanzendörfer
Joint estimation of parameters in multivariate normal regression with correlated errors using pair-copula constructions and an application to finance
Diplomarbeit
2009

Maria Graf
Parametric and Nonparametric Estimation of Positive Ornstein-Uhlenbeck Type Processes
Diplomarbeit
2009

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