Estimation and Numerical Simulation of the Linear Fractional Stable Motion and Related Processes

Assessment committee:

• Senior Lecturer Mikko Pakkanen, Department of Mathematics, Imperial College London, UK
• Professor Alexander Schnurr, Department Mathematik, Universität Siegen, Germany
• Lektor Andreas Basse-O’Connor, Department of Mathematics, Aarhus University (chair)

Main supervisor: Mark Podolskij

Language:The PhD dissertation will be defended in English

• Announcement at GSST
• PhD Dissertation
• Local list of PhD presentations (in Danish)