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Christoph Ferstl
Cointegration in discrete and continuous time
Diplomarbeit
2009

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

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

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

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

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

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

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Stephan Nicklas
Estimation of multivariate CARMA models
Diplomarbeit
2009

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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

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