Now showing items 121-125 of 125
Time-varying copula models for financial time series
The main objective of this thesis is an analysis of the potential time-inhomogeneity in the dependence between multiple financial time series. We focus on suitable inference techniques in the context of a special copula-based ...
Adding randomness to nonlinear semigroups: existence, uniqueness and asymptotic results
(Universität Ulm, 2018-11-15)
The origins of this thesis lie in the present author’s study of the asymptotic behavior of the weighted p-Laplacian evolution equation, which is one of the bench marks of nonlinear evolution equations and used to model ...
Modelling extremal dependence
(Universität Ulm, 2018-12-11)
A number of existing results in the field of multivariate extreme value theory are presented, such as the estimation and simulation of certain functions associated in the extreme value context. Moreover, a couple of new ...
Statistical evaluation of non-standard time-to-event outcomes in biomedical research
(Universität Ulm, 2018)