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 |
University Bibliography | ja | uulm.unibibliographie |