76 results on '"Veraart, Almut E.D."'
Search Results
2. Simulation methods and error analysis for trawl processes and ambit fields
3. Inference and forecasting for continuous-time integer-valued trawl processes
4. Limit theorems for the realised semicovariances of multivariate Brownian semistationary processes
5. A weak law of large numbers for realised covariation in a Hilbert space setting
6. A multi-factor approach to modelling the impact of wind energy on electricity spot prices
7. Hybrid simulation scheme for volatility modulated moving average fields
8. Modeling, simulation and inference for multivariate time series of counts using trawl processes
9. Modelling spatial heteroskedasticity by volatility modulated moving averages
10. On the class of distributions of subordinated Lévy processes and bases
11. On stochastic integration for volatility modulated Lévy-driven Volterra processes
12. Nonparametric estimation of trawl processes:Theory and Applications
13. Asymptotic theory for the inference of the latent trawl model for extreme values
14. A weak law of large numbers for realised covariation in a Hilbert space setting
15. Turbulence Modelling
16. A central limit theorem for the realised covariation of a bivariate Brownian semistationary process
17. Risk premia in energy markets
18. Stationary and multi-self-similar random fields with stochastic volatility
19. Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes
20. Time Change
21. INFERENCE FOR THE JUMP PART OF QUADRATIC VARIATION OF ITÔ SEMIMARTINGALES
22. Integer-valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes.
23. Hermite Processes: Definition and Basic Properties
24. Statistical Inference for Stochastic (Partial) Differential Equations with Hermite Noise
25. The Wiener Integral with Respect to the Hermite Process and the Hermite Ornstein-Uhlenbeck Process
26. Hermite Sheets and SPDEs
27. Multiple Stochastic Integrals
28. The Abstract Cauchy Problem in L r -Spaces with Weights
29. Conclusion and Outlook
30. Stochastic Differential Equations
31. Introduction
32. Bayes and Minimax Optimality
33. Exact Support Recovery Under Dependence
34. Uniform Relative Stability for Gaussian Arrays
35. Fundamental Statistical Limits in Genome-Wide Association Studies
36. A Panorama of Phase Transitions
37. Risks, Procedures, and Error Models
38. Introduction and Guiding Examples
39. Uniform Markov Chains
40. Permanental Sequences with Kernels That Have Uniformly Bounded Row Sums
41. Birth and Death Processes with Emigration Related to First Order Gaussian Autoregressive Sequences
42. Markov Chains with Potentials That Are the Covariances of Higher Order Gaussian Autoregressive Sequences
43. Introduction
44. Relating Permanental Sequences to Gaussian Sequences
45. Construction of Fréchet Means and Multicouplings
46. The Wasserstein Space
47. Phase Variation and Fréchet Means
48. Fréchet Means in the Wasserstein Space
49. Optimal Transport
50. Markov renewal methods in RESTART problems in complex systems
Catalog
Books, media, physical & digital resources
Discovery Service for Jio Institute Digital Library
For full access to our library's resources, please sign in.