Browsing Publikationen by Person "Lindner, Alexander"
Now showing items 1-3 of 3
Dissertation(Universität Ulm, 2019-06-28)Given 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.
CARMA models with random coefficients and inference for renewal sampled Lévy driven moving average processes Dissertation(Universität Ulm, 2018-08-24)This thesis covers miscellaneous topics in the field of time series analysis and stochastic processes and consists of four topics where the first two are connected by the appearance of random coefficients and the last two ...
Dissertation(Universität Ulm, 2018-08-03)In this work we are interested in the existence of the periodic strictly and periodic weakly stationary solutions of the Periodic ARMA, Ornstein-Uhlenbeck and CARMA models.