• No results found

Weak Subordination of Multivariate Lévy Processes

N/A
N/A
Protected

Academic year: 2019

Share "Weak Subordination of Multivariate Lévy Processes"

Copied!
157
0
0

Loading.... (view fulltext now)

Full text

Loading

Figure

Figure 1: The relations between classes of weakly subordinated processes with arrowspointing in the direction of generalisation.
Table 4.1: RMSE using DME with quantiles q1, . . . , q4 for the WV AG model fittedto simulated data with c = 1.
Table 4.2: Expected value of estimates and RMSE (in parentheses) for the WV AGmodel fitted to simulated data with c = 1.
Figure 4.1: Scatterplots of log returns of the S&P500-FTSE100 data set and contourplots of the fitted distributions using the(right) with MOM (top), ML estimation (middle), DME (bottom)
+2

References

Related documents

[r]

Since then the share of biogas in methane use has been increasing and it is the goal of municipal government to end using natural gas in city buses and municipal vehicles

The Chemical Biology Laboratory (CBL), Center for Cancer Research (CCR), National Cancer Institute (NCI), National Institutes of Health (NIH), Department of Health and Human

The library’s collections were compared in three ways: (a) against the titles on music in the Arts & Humanities Citation Index ( A&HCI ) database, (b) against those on

[r]

But in an example in which efficient deci- sions occur where the probability of success has corners (and so is non-differentiable), the optimal contract is not linear and does

• Write concise and focused answers (long ramblings will hurt your grade). • If anything is unclear, just make and state your

From a practioner’s perspective, unit testing java programs means writing a number of tests that validates the methods exposed by a class to other classes are operating as