The Fascination of Probability, Statistics and their Applications
Editor
- Mark Podolskij(University of Aarhus, Department of Mathematics)Robert Stelzer(Ulm University, Institute of Mathematical Finance)Steen Thorbjørnsen(University of Aarhus, Department of Mathematics)Almut E. D. Veraart(Imperial College London, Department of Mathematics Huxley Building, Room 551)
Abstract
No abstract is available for this item.Individual chapters are listed in the "Chapters" tab
Suggested Citation
- Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), 2016. "The Fascination of Probability, Statistics and their Applications," Springer Books, Springer, number 978-3-319-25826-3, March.
Handle: RePEc:spr:sprbok:978-3-319-25826-3
DOI: 10.1007/978-3-319-25826-3Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a for a similarly titled item that would be available.Book Chapters
The following chapters of this book are listed in IDEAS- Michael Sørensen, 2016. "On the Size Distribution of Sand," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 1-13, Springer.
- Björn Birnir, 2016. "From Wind-Blown Sand to Turbulence and Back," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 15-27, Springer.
- José Ulises Márquez & Jürgen Schmiegel, 2016. "Modelling Turbulent Time Series by BSS-Processes," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 29-52, Springer.
- Gérard Letac, 2016. "Associated Natural Exponential Families and Elliptic Functions," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 53-83, Springer.
- Per Aslak Mykland & Jianming Ye, 2016. "Cumulants and Bartlett Identities in Cox Regression," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 85-97, Springer.
- Martin Drapatz & Alexander Lindner, 2016. "Exchangeability and Infinite Divisibility," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 99-126, Springer.
- Peter Tankov, 2016. "Lévy Copulas: Review of Recent Results," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 127-151, Springer.
- Fred Espen Benth & Asma Khedher, 2016. "Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 153-189, Springer.
- Jorge M. Ramirez & Enirque A. Thomann & Edward C. Waymire, 2016. "Continuity of Local Time: An Applied Perspective," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 191-207, Springer.
- Bohan Chen & Carsten Chong & Claudia Klüppelberg, 2016. "Simulation of Stochastic Volterra Equations Driven by Space–Time Lévy Noise," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 209-229, Springer.
- Victor Pérez-Abreu & Alfonso Rocha-Arteaga, 2016. "On the Process of the Eigenvalues of a Hermitian Lévy process," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 231-249, Springer.
- Neil Shephard & Justin J. Yang, 2016. "Likelihood Inference for Exponential-Trawl Processes," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 251-281, Springer.
- Thibault Jaisson & Mathieu Rosenbaum, 2016. "The Different Asymptotic Regimes of Nearly Unstable Autoregressive Processes," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 283-301, Springer.
- Alessandra Luati & Tommaso Proietti, 2016. "Generalised Partial Autocorrelations and the Mutual Information Between Past and Future," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 303-315, Springer.
- Jean Jacod & Viktor Todorov, 2016. "Efficient Estimation of Integrated Volatility in Presence of Infinite Variation Jumps with Multiple Activity Indices," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 317-341, Springer.
- Masayuki Uchida & Nakahiro Yoshida, 2016. "Model Selection for Volatility Prediction," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 343-360, Springer.
- Peter Reinhard Hansen & Guillaume Horel & Asger Lunde & Ilya Archakov, 2016. "A Markov Chain Estimator of Multivariate Volatility from High Frequency Data," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 361-394, Springer.
- Paul Embrechts & Edgars Jakobsons, 2016. "Dependence Uncertainty for Aggregate Risk: Examples and Simple Bounds," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 395-417, Springer.
- Mark H. A. Davis, 2016. "A Beaufort Scale of Predictability," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 419-434, Springer.
- Bernt Øksendal & Agnès Sulem & Tusheng Zhang, 2016. "A Stochastic HJB Equation for Optimal Control of Forward-Backward SDEs," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 435-446, Springer.
- José Manuel Corcuera & José Fajardo & Wim Schoutens & Arturo Valdivia, 2016. "CoCos with Extension Risk. A Structural Approach," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 447-464, Springer.
- Giulia Di Nunno & Erik Hove Karlsen, 2016. "Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 465-499, Springer.
- Søren Asmussen & Lester Lipsky & Stephen Thompson, 2016. "Markov Renewal Methods in Restart Problems in Complex Systems," Springer Books, in: Mark Podolskij & Robert Stelzer & Steen Thorbjørnsen & Almut E. D. Veraart (ed.), The Fascination of Probability, Statistics and their Applications, pages 501-527, Springer.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprbok:978-3-319-25826-3. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/b/spr/sprbok/978-3-319-25826-3.html