Periodic ARMA, Ornstein-Uhlenbeck and CARMA processes as periodic time series
Dissertation
Authors
Mohamed Alkadour, Abdulkahar
Referee
Lindner, AlexanderKreiß, Jens-Peter
Faculties
Fakultät für Mathematik und WirtschaftswissenschaftenInstitutions
Institut für FinanzmathematikAbstract
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.
Date created
2018
Subject Headings
Zeitreihenanalyse [GND]Time-series analysis [LCSH]
Stochastic analysis [LCSH]
Probabilities [LCSH]
Keywords
Periodic time seriesDewey Decimal Group
DDC 510 / MathematicsMetadata
Show full item recordCitation example
Mohamed Alkadour, Abdulkahar (2018): Periodic ARMA, Ornstein-Uhlenbeck and CARMA processes as periodic time series. Open Access Repositorium der Universität Ulm. Dissertation. http://dx.doi.org/10.18725/OPARU-8697