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AuthorRoth, Stefandc.contributor.author
Date of accession2019-06-28T09:33:57Zdc.date.accessioned
Available in OPARU since2019-06-28T09:33:57Zdc.date.available
Year of creation2018dc.date.created
Date of first publication2019-06-28dc.date.issued
AbstractGiven a low frequency sample of an infinitely divisible moving average random field, we study the problem of nonparametric estimation of the Lévy-characteristics of the underlying infinitely divisible integrator random measure.dc.description.abstract
Languageendc.language.iso
PublisherUniversität Ulmdc.publisher
LicenseStandarddc.rights
Link to license texthttps://oparu.uni-ulm.de/xmlui/license_v3dc.rights.uri
Keywordinfinitely divisible random measuredc.subject
Keywordstationary random fielddc.subject
KeywordLévy densitydc.subject
Keywordlinear integral equationdc.subject
Keywordnon-parametric low frequency estimationdc.subject
KeywordLévy-Kchintchin representationdc.subject
Keywordrandom fielddc.subject
KeywordLévy processdc.subject
KeywordFourier transformdc.subject
Dewey Decimal GroupDDC 510 / Mathematicsdc.subject.ddc
LCSHRandom fieldsdc.subject.lcsh
LCSHLévy processesdc.subject.lcsh
LCSHMoving averagedc.subject.lcsh
LCSHFourier transformationsdc.subject.lcsh
LCSHCentral limit theoremdc.subject.lcsh
LCSHRandom measuresdc.subject.lcsh
TitleAn inverse problem for infinitely divisible moving average random fieldsdc.title
Resource typeDissertationdc.type
Date of acceptance2019-02-14dcterms.dateAccepted
RefereeSpodarev, Evgenydc.contributor.referee
RefereeLindner, Alexanderdc.contributor.referee
DOIhttp://dx.doi.org/10.18725/OPARU-15632dc.identifier.doi
PPN1668163926dc.identifier.ppn
URNhttp://nbn-resolving.de/urn:nbn:de:bsz:289-oparu-15689-5dc.identifier.urn
GNDFourier-Transformationdc.subject.gnd
GNDLévy-Prozessdc.subject.gnd
GNDLineare Integralgleichungdc.subject.gnd
GNDGleitender Durchschnittdc.subject.gnd
FacultyFakultät für Mathematik und Wirtschaftswissenschaftenuulm.affiliationGeneral
InstitutionInstitut für Stochastikuulm.affiliationSpecific
InstitutionInstitut für Finanzmathematikuulm.affiliationSpecific
Grantor of degreeFakultät für Mathematik und Wirtschaftswissenschaftenuulm.thesisGrantor
DCMI TypeTextuulm.typeDCMI
CategoryPublikationenuulm.category
University Bibliographyjauulm.unibibliographie


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