Woerner, Jeannette
Jeannette Woerner
VIAF ID: 4338147786763468220005 (Personal)
Permalink: http://viaf.org/viaf/4338147786763468220005
Preferred Forms
- 100 0 _ ‡a Jeannette Woerner
- 100 1 _ ‡a Woerner, Jeannette
4xx's: Alternate Name Forms (4)
5xx's: Related Names (1)
Works
Title | Sources |
---|---|
Estimating drift parameters in a fractional Ornstein Uhlenbeck Process with periodic mean | |
Estimation of stopping times for some stopped random processes | |
Limit theorems for multipower variations of Lévy driven and fractional-Lévy-motion driven processes | |
Low-frequency estimation of continuous-time moving average Lévy processes | |
An order for asymmetry in copulas, and implications for risk management | |
Oscillating Ornstein-Uhlenbeck processes and modelling of electricity prices | |
Statistical analysis for discretely observed Lévy processes |