Denis Belomestny
Jeannette Woerner
This project develops novel procedures for generalized moving average processes and generalized diffusions of McKean-Vlasov- and Dunkl type. It focuses on instationary and non-linear processes and allows for a complex dependence structure in space and time including long range dependence. Among its goals are parametric and non-parametic estimating procedures for both low and high frequency data which combine methods from stochastic and time series analysis and generalized Fourier techniques.