On the estimation of jumps of continuous-time stochastic processes
2013
Dissertation
210 Seiten
Statistical Modelling of Extremes in Space and Time Using Max-Stable Processes
2013
Dissertation
192 Seiten
Eigenvalues of Large Random Matrices with Dependent Entries and Strong Solutions of SDEs
2012
Dissertation
137 Seiten
Estimation of Continuous-Time ARMA Models and Random Matrices with Dependent Entries
2011
Dissertation
265 Seiten