Graduiertenkolleg Angewandte Algorithmische Mathematik
Graduiertenseminar
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Graduiertenkolleg Angewandte Algorithmische Mathematik Graduiertenseminar |
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| In this talk we start with an introduction to the theory of statistical equivalence of experiments. We talk about methods which can be used to prove statistical equivalence and investigate this question for Compound Poisson processes and some corresponding discretized experiments. The extension of these insights to the COGARCH model is still work in progress, but we talk about first results and conclude with some conjectures. |
| Andrea Kampfer (kampfer |
ma.tum.de)