Aarhus Universitets segl

Heavy-Tailed Lévy-Driven Moving Averages: Estimation and Limit Theorems

Mathias Mørck Ljungdahl
Fredag 6. november 2020 14:00 Aud. D1 (1531-113)
Ph.d.-forsvar

Assessment committee:

  • Professor Doctor Evgeny Spodarev, Institute of Stochastic, Ulm University, Germany
  • Professor Doctor Denis Belomestny, Faculty of Mathematics, Duisburg-Essen University, Germany
  • Assistant Professor Andreas Basse-O'Connor (chair), Department of Mathematics, Aarhus University, Denmark

Main supervisor: Professor Mark Podolskij, Department of Mathematics, University of Luxembourg, Luxembourg

Language: The PhD dissertation will be defended in English.

Kontakt: Randi Mosegaard Revideret: 02.11.2020