E-LIB Suche - Ergebnisse für: Woerner, C.H

1

Simple Kinematics and Traffic Flow:

Woerner, C.H ; Romero, S ; Romero, A
The Physics teacher. 37 (1999) 6 - p. 354 , 1999

Exemplare: Zentrale;

2

Wigner- and Marchenko–Pastur-Type Limit Theorems for Jacobi..:

Auer, Martin ; Voit, Michael ; Woerner, Jeannette H. C.
Journal of Theoretical Probability. 37 (2024) 2 - p. 1674-1709 , 2024

Link: https://doi.org/10.1007/..

3

Limit theorems for Bessel and Dunkl processes of large dime..:

Voit, Michael ; Woerner, Jeannette H.C.
Stochastic Processes and their Applications. 143 (2022) - p. 207-253 , 2022

Link: https://doi.org/10.1016/..

4

Inference for fractional Ornstein-Uhlenbeck type processes ..:

Shevchenko, Radomyra ; Woerner, Jeannette H. C.
Stochastic Analysis and Applications. 40 (2021) 4 - p. 589-609 , 2021

Link: https://doi.org/10.1080/..

5

Martingale estimation functions for Bessel processes:

Hufnagel, Nicole ; Woerner, Jeannette H. C.
Statistical Inference for Stochastic Processes. 25 (2021) 2 - p. 337-353 , 2021

Link: https://doi.org/10.1007/..

6

Ordinal patterns in long‐range dependent time series:

Betken, Annika ; Buchsteiner, Jannis ; Dehling, Herold...
Scandinavian Journal of Statistics. 48 (2020) 3 - p. 969-1000 , 2020

Link: https://doi.org/10.1111/..

7

Functional central limit theorems for multivariate Bessel p..:

Voit, Michael ; Woerner, Jeannette H. C.
Stochastic Analysis and Applications. 39 (2020) 1 - p. 136-156 , 2020

Link: https://doi.org/10.1080/..

8

A mathematical analysis of the Gumbel test for jumps in sto..:

Palmes, Christian ; Woerner, Jeannette H. C.
Stochastic Analysis and Applications. 34 (2016) 5 - p. 852-881 , 2016

Link: https://doi.org/10.1080/..

9

Estimating drift parameters in a fractional Ornstein Uhlenb..:

Dehling, Herold ; Franke, Brice ; Woerner, Jeannette H. C.
Statistical Inference for Stochastic Processes. 20 (2016) 1 - p. 1-14 , 2016

Link: https://doi.org/10.1007/..

10

The Gumbel test and jumps in the volatility process:

Palmes, Christian ; Woerner, Jeannette H. C.
Statistical Inference for Stochastic Processes. 19 (2015) 2 - p. 235-258 , 2015

Link: https://doi.org/10.1007/..

11

Statistical analysis for jumps in certain semimartingale mo..:

Palmes, Christian , 2013

Link: http://nbn-resolving.de/..

12

Well-balanced Lévy driven Ornstein–Uhlenbeck processes:

Schnurr, Alexander ; Woerner, Jeannette H. C.
Statistics & Risk Modeling. 28 (2011) 4 - p. 343-357 , 2011

Link: https://doi.org/10.1524/..

13

BIPOWER VARIATION FOR GAUSSIAN PROCESSES WITH STATIONARY IN..:

BARNDORFF-NIELSEN, OLE E. ; CORCUERA, JOSÉ MANUEL ; PODOLSKIJ, MARK.
Journal of Applied Probability. 46 (2009) 1 - p. 132-150 , 2009

Link: https://www.jstor.org/st..

14

Convergence of Certain Functionals of Integral Fractional P..:

Corcuera, José Manuel ; Nualart, David ; Woerner, Jeannette H. C.
Journal of Theoretical Probability. 22 (2008) 4 - p. 856-870 , 2008

Link: https://doi.org/10.1007/..

15

A Functional Central Limit Theorem for the Realized Power V..:

Corcuera, José Manuel ; Nualart, David ; Woerner, Jeannette H. C.
Stochastic Analysis and Applications. 25 (2007) 1 - p. 169-186 , 2007

Link: https://doi.org/10.1080/..