| Author | Mohamed Alkadour, Abdulkahar | dc.contributor.author |
| Date of accession | 2018-08-03T10:44:52Z | dc.date.accessioned |
| Available in OPARU since | 2018-08-03T10:44:52Z | dc.date.available |
| Year of creation | 2018 | dc.date.created |
| Date of first publication | 2018-08-03 | dc.date.issued |
| 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. | dc.description.abstract |
| Language | en | dc.language.iso |
| Publisher | Universität Ulm | dc.publisher |
| License | Standard | dc.rights |
| Link to license text | https://oparu.uni-ulm.de/xmlui/license_v3 | dc.rights.uri |
| Keyword | Periodic time series | dc.subject |
| Dewey Decimal Group | DDC 510 / Mathematics | dc.subject.ddc |
| LCSH | Time-series analysis | dc.subject.lcsh |
| LCSH | Stochastic analysis | dc.subject.lcsh |
| LCSH | Probabilities | dc.subject.lcsh |
| Title | Periodic ARMA, Ornstein-Uhlenbeck and CARMA processes as periodic time series | dc.title |
| Resource type | Dissertation | dc.type |
| Date of acceptance | 2018-07-05 | dcterms.dateAccepted |
| Referee | Lindner, Alexander | dc.contributor.referee |
| Referee | Kreiß, Jens-Peter | dc.contributor.referee |
| DOI | http://dx.doi.org/10.18725/OPARU-8697 | dc.identifier.doi |
| PPN | 1029162344 | dc.identifier.ppn |
| URN | http://nbn-resolving.de/urn:nbn:de:bsz:289-oparu-8754-4 | dc.identifier.urn |
| GND | Zeitreihenanalyse | dc.subject.gnd |
| Faculty | Fakultät für Mathematik und Wirtschaftswissenschaften | uulm.affiliationGeneral |
| Institution | Institut für Finanzmathematik | uulm.affiliationSpecific |
| Grantor of degree | Fakultät für Mathematik und Wirtschaftswissenschaften | uulm.thesisGrantor |
| DCMI Type | Text | uulm.typeDCMI |
| Category | Publikationen | uulm.category |
