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

Mathias Mørck Ljungdahl
PhD defence
Friday, 6 November, 2020 | 14:00– | Aud. D1 (1531-113)
Contact: Randi Mosegaard

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.