AmSys - Programmdarstellung

Time Series and Statistics of Stochastic Processes

Chair: Rainer Dahlhaus

1	Estimating the distribution of jumps in regular affine models: uniform rates of convergence Denis Belomestny 1 1 WIAS, Stochastic Algorithms and Nonparametric Statistics, Berlin

2	MAXIMUM LIKELIHOOD ESTIMATION FOR LÉVY DRIVEN ORNSTEIN-UHLENBECK PROCESSES Hilmar Mai 1 1 Humboldt Universität zu Berlin, Institut für Mathematik, Berlin

3	Quasi-maximum likelihood estimation for multivariate CARMA processes Eckhard Schlemm 1 1 Technische Universität München, Zentrum Mathematik, München