MetadatenAuthor details: | Jan Gairing, Michael HögeleGND, Tetiana Kosenkova, Alexei Michajlovič KulikORCiDGND |
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URN: | urn:nbn:de:kobv:517-opus-69781 |
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ISSN: | 2193-6943 |
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Publication series (Volume number): | Preprints des Instituts für Mathematik der Universität Potsdam (3 (2014) 2) |
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Publisher: | Universitätsverlag Potsdam |
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Place of publishing: | Potsdam |
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Publication type: | Preprint |
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Language: | English |
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Year of first publication: | 2014 |
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Publication year: | 2014 |
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Publishing institution: | Universität Potsdam |
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Publishing institution: | Universitätsverlag Potsdam |
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Release date: | 2014/03/03 |
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Tag: | empirical Wasserstein distance; goodness-of-fit; index of stability; time series with heavy tails |
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Volume: | 3 |
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Issue: | 2 |
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Number of pages: | 18 |
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Organizational units: | Mathematisch-Naturwissenschaftliche Fakultät / Institut für Mathematik |
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DDC classification: | 5 Naturwissenschaften und Mathematik / 51 Mathematik / 510 Mathematik |
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MSC classification: | 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G51 Processes with independent increments; Lévy processes |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Gxx Stochastic processes / 60G52 Stable processes |
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| 60-XX PROBABILITY THEORY AND STOCHASTIC PROCESSES (For additional applications, see 11Kxx, 62-XX, 90-XX, 91-XX, 92-XX, 93-XX, 94-XX) / 60Jxx Markov processes / 60J75 Jump processes |
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| 62-XX STATISTICS / 62Mxx Inference from stochastic processes / 62M10 Time series, auto-correlation, regression, etc. [See also 91B84] |
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| 62-XX STATISTICS / 62Pxx Applications [See also 90-XX, 91-XX, 92-XX] / 62P12 Applications to environmental and related topics |
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Collection(s): | Universität Potsdam / Schriftenreihen / Preprints des Instituts für Mathematik der Universität Potsdam, ISSN 2193-6943 / 2014 |
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License (German): | Keine öffentliche Lizenz: Unter Urheberrechtsschutz |
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