Periodic ARMA, Ornstein-Uhlenbeck and CARMA processes as periodic time series

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Erstveröffentlichung
2018-08-03
DOI
10.18725/OPARU-8697
Dissertation


Authors
Mohamed Alkadour, Abdulkahar
Referee
Lindner, Alexander
Kreiß, Jens-Peter
Faculties
Fakultät für Mathematik und Wirtschaftswissenschaften
Institutions
Institut für Finanzmathematik
License
Standard
https://oparu.uni-ulm.de/xmlui/license_v3
Abstract
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 series
Dewey Decimal Group
DDC 510 / Mathematics
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Citation 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

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