Browsing Fakultät für Mathematik und Informatik (inkl. GAUSS) by Advisor "Denker, Manfred Prof. Dr."
Now showing items 1-8 of 8
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Almost sure behavior for increments of U-statistics
(2007-10-09)This thesis is concerned with a new type of almost sure behavior which was introduced by Erdös and Renyi. They found that the maxima of partial sums of independent and identically distributed ... -
Estimation Problems Related to Random Matrix Ensembles
(2006-08-03)Statistical estimation theory for certain classes of random matrix ensembles is developed. We give a brief historical overview of random matrix theory, state some existing theoretical results ... -
Extreme-Value Analysis of Self-Normalized Increments
(2007-06-20)We prove a distributional convergence version of Levy's theorem on the continuity modulus of the Brownian motion. The result is extended to totally skewed alpha-stable processes. -
Generalized Multinomial CRR Option Pricing Model and its Black-Scholes type limit
(2006-01-20)We construct the generalized discrete-time model of the underlying stock price process which serves as a better approximation to the stock price process than classical random walk. The ... -
L^2-Spektraltheorie für Markov-Operatoren
(2008-02-11)We analyze the spectral properties of Markov operators induced by Markov chains with general state space on certain L2-spaces. Especially we are interested in the question, whether the ... -
Limit theorems for statistical functionals with applications to dimension estimation
(2004-08-09)This thesis deals with two different types of limit theorems: classical limit theorems and almost sure limit theorems (ASLT).We prove classical limit theorems for a special statistical ... -
Maximum Likelihood Analysis for Bivariate Exponential Distributions
(2007-09-05)A generalization of Marshall-Olkin(1967) bivariate exponential model is proposed and the existence, uniqueness and asymptotic distributional properties of the maximum likelihood estimators ... -
Some remarks on the central limit theorem for stationary Markov processes
(2004-05-19)The central limit theorem for additive functionals of stationary ergodic Markov processes is investigated via the method of martingale approximations. We give a necessary and sufficient ...