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Hufnagel, Nicole [Author] ; Woerner, Jeannette [Degree supervisor]; Voit, Michael [Other]

Limit theorems and statistical inference for Bessel and Dunkl processes

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Dortmund: Universitätsbibliothek Dortmund, 2022
Schulmann, Viktor [Author] ; Voit, Michael [Degree supervisor]; Woerner, Jeannette [Other]

Estimation of stopping times for some stopped random processes

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Dortmund: Universitätsbibliothek Dortmund, 2019
Shevchenko, Radomyra [Author] ; Woerner, Jeannette [Degree supervisor]; Reiß, Markus [Other]

Limit theorems and statistical inference for solutions of some stochastic (partial) differential equations

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Dortmund: Universitätsbibliothek Dortmund, 2019
Pessik, Andre [Author] ; Woerner, Jeannette [Degree supervisor]; Dehling, Herold [Other]

Limit theorems for multipower variations of Lévy driven and fractional-Lévy-motion driven processes

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Dortmund: Universitätsbibliothek Dortmund, 2019
Kobe, Daniel [Author] ; Woerner, Jeannette [Degree supervisor]; Müller, Gernot [Other]

Oszillierende Ornstein-Uhlenbeck Prozesse und Modellierung von Elektrizitätspreisen

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Dortmund: Universitätsbibliothek Dortmund, 2016
Glaser, Sven [Author] ; Woerner, Jeannette [Degree supervisor]; Voit, Michael [Other]

Limit theorems of the power variation of fractional Lévy processes

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Dortmund: Universitätsbibliothek Dortmund, 2015
Hufnagel, Nicole [Author] ; Woerner, Jeannette [Contributor]; Voit, Michael [Contributor]

Limit theorems and statistical inference for Bessel and Dunkl processes

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http://hdl.handle.net/2003/42043

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Eldorado - Repositorium der TU Dortmund, 2022-01-01
Schulmann, Viktor [Author] ; Voit, Michael [Contributor]; Woerner, Jeannette [Contributor]

Estimation of stopping times for some stopped random processes

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http://hdl.handle.net/2003/38053

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Eldorado - Repositorium der TU Dortmund, 2019-01-01
Shevchenko, Radomyra [Author] ; Woerner, Jeannette [Contributor]; Reiß, Markus [Contributor]

Limit theorems and statistical inference for solutions of some stochastic (partial) differential equations

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http://hdl.handle.net/2003/38538

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Eldorado - Repositorium der TU Dortmund, 2019-01-01
Pessik, Andre [Author] ; Woerner, Jeannette [Contributor]; Dehling, Herold [Contributor]

Limit theorems for multipower variations of Lévy driven and fractional-Lévy-motion driven processes

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http://hdl.handle.net/2003/38112

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Eldorado - Repositorium der TU Dortmund, 2019-01-01
Kobe, Daniel [Author] ; Woerner, Jeannette [Contributor]; Müller, Gernot [Contributor]

Oszillierende Ornstein-Uhlenbeck Prozesse und Modellierung von Elektrizitätspreisen

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Links

http://hdl.handle.net/2003/35359

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Eldorado - Repositorium der TU Dortmund, 2016-01-01
Glaser, Sven [Author] ; Woerner, Jeannette [Contributor]; Voit, Michael [Contributor]

Limit theorems of the power variation of fractional Lévy processes

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http://hdl.handle.net/2003/34245

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Eldorado - Repositorium der TU Dortmund, 2015-01-01
Janicke, Nico [Author] ; Woerner, Jeannette [Contributor]; Denker, Manfred [Contributor]

Bipower-variation bei Finanzmarktdaten mit unregelmaessigen Beobachtungsabstaenden ; Bipower-variation for irregulary financial data

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http://hdl.handle.net/11858/00-1735-0000-0006-B3A2-2

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Georg-August-Universität Göttingen: eDiss, 2013-01-30T23:50:55Z
Kan-Dobrowsky, Natalia [Author] ; Denker, Manfred [Contributor]; Woerner, Jeannette [Contributor]

Generalized Multinomial CRR Option Pricing Model and its Black-Scholes type limit ; Verallgemeinertes Multinomial CRR Option Preis Modell und seine Black-Scholes Typ Begrenzung

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http://hdl.handle.net/11858/00-1735-0000-0006-B401-6

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Georg-August-Universität Göttingen: eDiss, 2013-01-30T23:50:55Z
Kaplun, Alexander [Author] ; Voit, Michael [Contributor]; Woerner, Jeannette [Contributor]

Bounded short-rate models with Ehrenfest and Jacobi processes

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http://hdl.handle.net/2003/27457

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Eldorado - Repositorium der TU Dortmund, 2010-11-09
Woerner, Jeannette [Author]; Hufnagel, Nicole [Author]

Martingale estimation functions for Bessel processes

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Eldorado - Repositorium der TU Dortmund, 2021-08-04
Woerner, Jeannette H. C. [Author]

Statistical analysis for discretely observed Lévy processes ; Statistische Analyse diskret beobachteter Lévy Prozesse

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https://freidok.uni-freiburg.de/data/295

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University of Freiburg: FreiDok, 2001
Düker, Marie-Christine [Author] ; Dehling, Herold [Other]; Pipiras, Vladas [Other]; Woerner, Jeannette [Other] Fakultät für Mathematik

High-dimensional time series under long-range dependence and nonstationarity

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Bochum: Ruhr-Universität Bochum, 2020
Funke, Benedikt [Author] ; Woerner, Jeannette H. C. [Degree supervisor]; Dehling, Herold [Other]

Kernel based nonparametric coefficient estimation in diffusion models

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Dortmund: Universitätsbibliothek Dortmund, 2015
Palmes, Christian [Author] ; Woerner, Jeannette H. C. [Degree supervisor]; Voit, Michael [Degree supervisor]

Statistical analysis for jumps in certain semimartingale models

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Dortmund: Universitätsbibliothek Dortmund, 2013

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