Ekaterina Morozova, M.Sc.

Ekaterina Morozova, M.Sc.

   

Kontakt:

 
Anschrift: Universität Duisburg-Essen
Fachbereich Mathematik
Thea-Leymann-Str. 9
D-45127 Essen
Raum: WSC-W-3.29
Telefon:
Fax:
+49 (0)201 183 - 7415
+49 (0)201 183 - 2426
e-mail: ekaterina.morozova@uni-due.de

Forschung:

 
 

Promotionsprojekt:

Nichtparametrische Inferenz für zusammengesetzte Modelle und stochastische Prozesse

Publikationen:

Belomestny, D., Morozova, E., & Panov, V. (2026). Decompounding under
general mixing distributions. Bernoulli (to appear).

Morozova, E., & Panov, V. (2025). Bitcoin price modelling via analysis
of Google Trends data: Lévy-based approach. Finance Research Letters,
108301. https://doi.org/10.1016/j.frl.2025.108301

Belomestny, D., Morozova, E., & Panov, V. (2024). Nonparametric
statistical inference for compound models. Statistics, 58(4), 943–960.
https://doi.org/10.1080/02331888.2024.2382726

Belomestny, D., Morozova, E., & Panov, V. (2024). Statistical inference
for scale mixture models via Mellin transform approach. Statistics,
58(1), 209–229. https://doi.org/10.1080/02331888.2024.2309991

Morozova, E., & Panov, V. (2023). Modelling the Bitcoin prices and media
attention to Bitcoin via the jump-type processes. Applied Stochastic
Models in Business and Industry, 39(6), 772–788.
https://doi.org/10.1002/asmb.2798