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U- and V-statistics for Ito Semimartingales

by Christian Schmidt
PhD Dissertations | May 2015

Nowadays for many dynamic processes there is a vast amount of data available. For instance stock prices are recorded every second or even more frequently. Typically those prices are modelled by stochastic processes and hence it is of importance to have mathematical tools to obtain as much information as possible on the structure of the process out of the data.

During his studies, Christian Schmidt investigated a certain type of statistics, the so-called U- and V-statistics, in order to estimate characteristic parameters of the underlying stochastic process.

Format available: PDF (847 KB)
Thesis advisor: Mark Podolskij