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Delay estimation for some stationary diffusion-type processes
Küchler, Uwe; Kutoyants, Yu. A. - 1998
Persistent link: https://www.econbiz.de/10000992277
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Estimation par la distance minimale pour un processus de type diffusion avec retards
Kutoyants, Yu. A. - In: Publications de l'Institut de Statistique de … 38 (1994) 2, pp. 3-18
Persistent link: https://www.econbiz.de/10001165298
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Minimum distance estimation for diffusion random fields
Kutoyants, Yu. A. - In: Publications de l'Institut de Statistique de … 39 (1995) 3, pp. 3-20
Persistent link: https://www.econbiz.de/10001196440
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Markovian short rates in a forward rate model with a general class of Lévy processes
Küchler, Uwe (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919022
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On integrals with respect to Lévy processes
Küchler, Uwe (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001919126
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Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 1999
Persistent link: https://www.econbiz.de/10001404962
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Coherent risk measures, valuation bounds, and (m, r)-portfolio optimization
Jaschke, Stefan R.; Küchler, Uwe - 1999
Persistent link: https://www.econbiz.de/10001425817
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On stationary solutions of delay differential equations driven by a Lévy process
Gushchin, Alexander A.; Küchler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000998087
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On sequential parameter estimation for some linear stochastic diffential equations with time delay
Küchler, Uwe; Vasiliev, Vjatscheslav A. - 1998
Persistent link: https://www.econbiz.de/10000998119
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Weak discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 2001
Persistent link: https://www.econbiz.de/10001597004