Contact information of Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen
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Content
2004
- 2004,68 Determination of Relevant Frequencies and Modeling Varying Amplitudes of Harmonic Processes
by Theis, Winfried & Weihs, Claus
- 2004,67 Identification of Musical Instruments by means of the Hough-Transformation
by Klefenz, Frank & Röver, Christian & Weihs, Claus
- 2004,66 Importance Assessment of Correlated Predictors in Business Cycles Classification
by Enache, Daniel & Weihs, Claus
- 2004,65 KMC/EDAM : A new approach for the visualization of K-Means Clustering results
by Weihs, Claus & Luebke, Karsten & Raabe, Nils
- 2004,64 Robust Trend Estimation for AR(1) Disturbances
by Fried, Roland & Gather, Ursula
- 2004,63 Pareto-Optimality and Desirability Indices
by Trautmann, Heike & Weihs, Claus
- 2004,62 Pricing of options under different volatility models
by Herzberg, Markus & Sibbertsen, Philipp
- 2004,61 A Nonparametric Multivariate Control Chart Based on Data Depth
by Messaoud, Amor & Weihs, Claus & Hering, Franz
- 2004,60 Monitoring of the BTA Deep Hole Drilling Process Using Residual Control Charts
by Weihs, Claus & Theis, Winfried & Messaoud, Amor & Hering, Franz
- 2004,59 Breakdown and Groups II
by Davies, P. Laurie & Gather, Ursula
- 2004,58 A rule of thumb for the economic capital of a large credit portfolio
by Weißbach, Rafael
- 2004,57 Uniform approximation of eigenvalues in Laguerre and Hermite beta-ensembles by roots of orthogonal polynomials
by Imhof, Lorens A. & Dette, Holger
- 2004,56 A Simple Method For Estimating Conditional Probabilities For SVMs
by Rüping, Stefan
- 2004,55 Learning feature extraction for learning from audio data
by Mierswa, Ingo & Morik, Katharina
- 2004,54 Regression depth and support vector machine
by Christmann, Andreas
- 2004,53 Online signal extraction by robust linear regression
by Gather, Ursula & Schettlinger, Karen & Fried, Roland
- 2004,52 Non-parametric vertical box control chart for monitoring the mean
by Rafajlowicz, Ewaryst & Pawlak, Mirosław & Steland, Ansgar
- 2004,51 A central limit theorem for realised power and bipower variations of continuous semimartingales
by Barndorff-Nielsen, Ole Eiler & Graversen, Svend Erik & Jacod, Jean & Podolskij, Mark
- 2004,50 Random walks with drift : a sequential approach
by Steland, Ansgar
- 2004,49 Insurance: an R-Program to Model Insurance Data
by Marin-Galiano, Marcos & Christmann, Andreas
- 2004,48 Specification tests indexed by bandwidths
by Dette, Holger & Hetzler, Benjamin
- 2004,47 On Nearly Balanced Designs for Sensory Trials
by Kunert, Joachim & Sailer, Oliver
- 2004,46 Modified repeated median filters
by Bernholt, Thorsten & Fried, Roland & Gather, Ursula & Wegner, Ingo
- 2004,45 Recognizing mathematical talent : an approach using discriminant analysis
by Gebel, Meike & Sibbertsen, Philipp
- 2004,44 Methods and algorithms for robust filtering
by Fried, Roland & Gather, Ursula
- 2004,43 The desirability index as an instrument for multivariate process control
by Trautmann, Heike
- 2004,42 On the estimation of a monotone conditional variance in nonparametric regression
by Dette, Holger & Pilz, Kay F.
- 2004,41 Comparison of the toxicokinetics of daidzein and bisphenol A in pregnant and non-pregnant DA/Han rats
by Selinski, Silvia & Degen, Gisela H.
- 2004,40 Optimal designs for dose-response models with restricted design spaces
by Dette, Holger & Biedermann, Stefanie & Zhu, Wei
- 2004,39 Comparing Time Series from Experiments with and without Spiralling
by Busse, Anja M. & Theis, Winfried
- 2004,38 Bootstrap tests for the error distribution in linear and nonparametric regression models
by Nagel, Eva-Renate & Dette, Holger & Neumeyer, Natalie
- 2004,37 Lyapunov exponent for stochastic time series
by Weihs, Claus & Busse, Anja M.
- 2004,36 Design of experiments for the Monod model : robust and efficient designs
by Pepelyshev, Andrey & Melas, Viatcheslav B. & Strigul, Nikolay & Dette, Holger
- 2004,35 How to confuse with statistics or: the use and misuse of conditional probabilities
by Gigerenzer, Gerd & Krämer, Walter
- 2004,34 Validating multiple structural change models : A case study
by Kleiber, Christian & Zeileis, Achim
- 2004,33 The cost for the default of a loan : Linking theory and practice
by Sibbertsen, Philipp & Weißbach, Rafael
- 2004,32 Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
by Vetter, Mathias & Podolskij, Mark & Dette, Holger
- 2004,31 The Power of the KPSS-Test for Cointegration when Residuals are Fractionally Integrated
by Sibbertsen, Philipp & Krämer, Walter
- 2004,30 Application and Use of Multivariate Control Charts In a BTA Deep Hole Drilling Process
by Hering, Franz & Weihs, Claus & Theis, Winfried & Messaoud, Amor
- 2004,29 A Note on the Dimension of the Projection Space in a Latent Factor Regression Model with Application to Business Cycle Classification
by Weihs, Claus & Luebke, Karsten
- 2004,28 Nonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noise
by Scholz, Achim & Neumeyer, Natalie & Munk, Axel
- 2004,27 On the Equivalence of Optimality Design Criteria for the Placebo-Treatment Problem
by Wong, Weng Kee & Dette, Holger & Zhu, Wei
- 2004,26 On a Heuristic Analysis of Highly Fractionated 2n Factorial Experiments
by Kunert, Joachim & Auer, Corinna
- 2004,25 Optimal designs for 3D shape analysis with spherical harmonic descriptors
by Pepelyshev, Andrey & Melas, Viatcheslav B. & Dette, Holger
- 2004,24 Optimal design for goodness-of-fit of the Michaelis-Menten enzyme kinetic function
by Wong, Weng Kee & Melas, Viatcheslav B. & Dette, Holger
- 2004,23 Uncertainty of the optimum influence factor levels in multicriteria optimization using the concept of desirability
by Trautmann, Heike & Weihs, Claus
- 2004,22 A General Kernel Functional Estimator with Generalized Bandwidth : Strong Consistency and Applications
by Weißbach, Rafael
- 2004,21 A comparative study of monotone nonparametric kernel estimates
by Pilz, Kay F. & Dette, Holger
- 2004,20 Locally D-optimal Designs for Exponential Regression
by Wong, Weng Kee & Melas, Viatcheslav B. & Dette, Holger
- 2004,19 Some robust design strategies for percentile estimation in binary response models
by Dette, Holger & Biedermann, Stefanie & Pepelyshev, Andrey
- 2004,18 The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities
by Braess, Dietrich & Dette, Holger
- 2004,17 A note on the Bickel-Rosenblatt test in autoregressive time series
by Bachmann, Dirk & Dette, Holger
- 2004,16 On a strategy to develop robust and simple tariffs from motor vehicle insurance data
by Christmann, Andreas
- 2004,15 Finite sample of the Durbin-Watson test against fractionally integrated disturbances
by Kleiber, Christian & Krämer, Walter
- 2004,14 Hierarchical Bayes statistical analyses for a calibration experiment
by Landes, Reid & Loutzenhiser, Peter & Vardeman, Stephen
- 2004,13 On the functional approach to optimal designs for nonlinear models
by Melas, Viatcheslav B.
- 2004,12 A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation
by Weißbach, Rafael & Gefeller, Olaf
- 2004,11 A computer intensive method for choosing the ridge parameter
by Lübke, Karsten & Czogiel, Irina & Weihs, Claus
- 2004,10 Repeated median and hybrid filters
by Fried, Roland & Bernholt, Thorsten & Gather, Ursula
- 2004,09 NP-optimal kernels for nonparametric sequential detection rules
by Steland, Ansgar
- 2004,08 Efficient design of experiment for exponential regression models
by Dette, Holger & Martinez Lopez, Ignacio & Ortiz Rodriguez, Isabel M. & Pepelyshev, Andrey
- 2004,07 Qualitätsvergleiche bei Kreditausfallprognosen
by Krämer, Walter
- 2004,06 Statistics, dynamics and quality: Improving BTA-deep-hole drilling
by Theis, Winfried & Webber, Oliver & Weihs, Claus
- 2004,05 Modelling correlations in portfolio credit risk
by Rosenow, Bernd & Weißbach, Rafael & Altrock, Frank
- 2004,04 A sufficient condition related to mistaken intuition about adjusted sums-of-squares in linear regression
by Morris, Max D. & Vardeman, Stephen B.
- 2003,33 The expected sample variance of uncorrelated random variables with a common mean and applications in unbalanced random effects models
by Vardeman, Stephen B. & Wendelberger, Joanne R.
2003
- 2004,03 Jump-preserving monitoring of dependent time series using pilot estimators
by Steland, Ansgar
- 2004,02 A note on testing the covariance matrix for large dimension
by Birke, Melanie & Dette, Holger
- 2004,01 A note on nonparametric estimation of the effective dose in quantal bioassay
by Dette, Holger & Neumeyer, Natalie & Pilz, Kay F.
- 2003,44 Comparison of the empirical bayes and the significance analysis of microarrays
by Schwender, Holger & Krause, Andreas & Ickstadt, Katja
- 2003,43 Development programs for one-shot systems using multiple-state design reliability models
by Shevasuthislip, Suntichai & Vardeman, Stephen B.
- 2003,42 Sheppard's correction for variances and the quantization noise model
by Vardeman, Stephen B.
- 2003,41 Design of experiments for microbiological models
by Dette, Holger & Melas, Viatcheslav B. & Strigul, Nikolay
- 2003,40 HY-A-PARCH: A stationary A-PARCH model with long memory
by Schoffer, Olaf
- 2003,39 Likelihood-based statistical estimation from quantized data
by Vardeman, Stephen B. & Lee, Chiang-Sheng
- 2003,38 Calibration, error analysis, and ongoing measurement process monitoring for mass spectrometry
by Vardeman, Stephen B. & Wendelberger, Joanne R. & Wang, Lily
- 2003,37 Locally E-optimal designs for exponential regression models
by Dette, Holger & Melas, Viatcheslav B. & Pepelyshev, Andrey
- 2003,36 Bayesian and maximin optimal designs for heteroscedastic regression models
by Dette, Holger & Haines, Linda M. & Imhof, Lorens A.
- 2003,35 Maximin optimal designs for the compartmental model
by Biedermann, Stefanie & Dette, Holger & Pepelyshev, Andrey
- 2003,34 Engineering statistics
by Vardeman, Stephen B.
- 2003,32 Finite sample performance of sequential designs for model identification
by Dette, Holger & Kwiecien, Robert
- 2003,31 Has the accuracy of German macroeconomic forecasts improved?
by Heilemann, Ullrich & Stekler, H. O.
- 2003,30 Robust filtering of time series with trends
by Fried, Roland H.
- 2003,29 Numerical construction of maximin optimal designs for binary response models
by Biedermann, Stefanie & Dette, Holger
- 2003,28 On detecting jumps in time series: Nonparametric setting
by Pawlak, Mirek & Rafajlowicz, Ewaryst & Steland, Ansgar
- 2003,27 Optimal sequential kernel detection for dependent processes
by Steland, Ansgar
- 2003,26 A simple nonparametric estimator of a monotone regression function
by Dette, Holger & Neumeyer, Natalie & Pilz, Kay F.
- 2003,25 A note on testing symmetry of the error distribution in linear regression models
by Neumeyer, Natalie & Dette, Holger & Nagel, Eva-Renate
- 2003,24 Evaluating probability forecasts in terms of refinement and strictly proper scoring rules
by Krämer, Walter
- 2003,23 Comparing the accuracy of default predictions in the rating industry: The case of Moody's vs. S&P
by Krämer, Walter & Güttler, André
- 2003,22 A power comparison between nonparametric regression tests
by Zhang, Chunming & Dette, Holger
- 2003,21 Efficient experimental design for the Behrens-Fisher problem with application to bioassay
by Dette, Holger & O'Brien, Timothy E.
- 2003,20 Comparison of separable components in different samples
by Neumeyer, Natalie & Sperlich, Stefan
- 2003,19 Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
by Steland, Ansgar
- 2003,18 An investigation of humus disintegration by spatial-temporal regression analysis
by Fried, Roland H.
- 2003,17 An introduction to Markov chains for interested high school students
by Halverscheid, Stefan & Sibbertsen, Philipp
- 2003,16 Distinguishing between long-range dependence and deterministic trends
by Sibbertsen, Philipp & Venetis, Ioannis
- 2003,15 On robustness properties of convex risk minimization methods for pattern recognition
by Christmann, Andreas & Steinwart, Ingo
- 2003,14 Application of the disposition model to breast cancer data
by Odai, Reginald N. O. & Urfer, Wolfgang & Kötting, Joachim & Bonney, George E.
- 2003,13 An experiment to compare the combined array and the product array for robust parameter design
by Kunert, Joachim & Auer, Corinna & Erdbrügge, Martina & Göbel, Roland
- 2003,12 Outlier identification rules for generalized linear models
by Kuhnt, Sonja & Pawlitschko, Jörg
- 2003,11 Testing for symmetric error distribution in nonparametric regression models
by Neumeyer, Natalie & Dette, Holger
- 2003,10 Maximin and Bayesian optimal designs for regression models
by Dette, Holger & Haines, Linda M. & Imhof, Lorens A.
- 2003,09 An note on the maximization of matrix valued Hankel determinants with application
by Dette, Holger & Studden, W. J.
- 2003,08 On robust and efficient designs for risk estimation in epidemiologic studies
by Dette, Holger
- 2003,07 Approximating data and statistical procedures. I. Approximating data
by Davies, P. L.
- 2003,06 Latent variable analysis and partial correlation graphs for multivariate time series
by Fried, Roland & Didelez, Vanessa
- 2003,05 Estimation of the mean AUC of the xenoestrogens daidzein, bisphenol A, and p-tert-octylphenol
by Selinski, Silvia & Degen, Gisela H.
- 2003,04 Support vector machines and learning about time
by Rüping, Stefan & Morik, Katharina
- 2003,03 A note on maximin and Bayesian D-optimal designs in weighted polynomial regression
by Biedermann, Stefanie & Dette, Holger
- 2003,02 Dimension reduction for time series from intensive care
by Lanius, Vivian & Gather, Ursula
- 2003,01 Prediction of notes from vocal time series produced by singing voice
by Garczarek, Ursula & Weihs, Claus & Ligges, Uwe
2002
- 2002,70 Nonparametric analysis of replicated microarray experiments
by Gannoun, Ali & Saracco, Jérôme & Urfer, Wolfgang & Bonney, George E.
- 2002,69 Model selection strategies for experiments with dispersion effects: Transformations vs. generalized linear Models
by Erdbrügge, Martina
- 2002,68 On the online detection of monotonic trends in time series
by Fried, Roland & Imhoff, Michael
- 2002,67 Outliers and influence points in German business cycles
by Zucknick, Manuela & Weihs, Claus & Garczarek, Ursula
- 2002,66 Correlated Weibull regression model for multivariate binary data
by Odai, Reginald N. O. & Joachim, Kötting & Kwagyan, John & Bonney, George E. & Urfer, Wolfgang
- 2002,65 Univariate characterization of the German business cycle 1955-1994
by Weihs, Claus & Garczarek, Ursula
- 2002,64 Optimal designs for a class of nonlinear regression models
by Dette, Holger & Melas, Viatcheslav B. & Pepelyshev, Andrey
- 2002,63 A note on one-sided nonparametric analysis of covariance by ranking residuals
by Neumeyer, Natalie & Dette, Holger
- 2002,62 Implementing a new method for discriminant analysis when group covariance matrices are nearly singular
by Theis, Winfried & Röver, Christian & Pouwels, Britta
- 2002,61 Sequence-structure alignment using a statistical analysis of core models and dynamic programming
by Brunnert, Marcus & Fischer, Paul & Urfer, Wolfgang
- 2002,60 Design of experiments for static influences on harmonic processes
by Theis, Winfried
- 2002,59 Deriving a lower bound for the proportion of perceivers in replicated difference tests by means of multiple test theory
by Meyners, Michael
- 2002,58 Methods to analyse sensory profiling data - a comparison
by Meyners, Michael
- 2002,57 Breakdown and groups
by Davies, P. Laurie & Gather, U.
- 2002,56 The robustness of the F-test to spatial autocorrelation among regression disturbances
by Krämer, Walter
- 2002,55 The one-way-table
by Davies, Laurie
- 2002,54 Statistical procedures and robust statistics
by Davies, P. Laurie
- 2002,53 Densities, spectral densities and modality
by Davies, P. Laurie & Kovac, A.
- 2002,52 Efficient kernel calculation for multirelational data
by Rüping, Stefan
- 2002,51 Support vector machines in relational databases
by Rüping, Stefan
- 2002,50 On the ordering of probability forecasts
by Krämer, Walter
- 2002,49 The design of replicated difference tests
by Meyners, Michael & Brockhoff, Per Bruun
- 2002,48 Modellierung der Bohrgüte in Abhängigkeit von den Fertigungsparametern beim BTA-Tiefbohren
by Theis, Winfried & Webber, Oliver
- 2002,47 The weak Pareto law and regular variation in the tails
by Krämer, Walter & Ziebach, Thorsten
- 2002,46 Generating schemes for long memory processes: Regimes, aggregation and linearity
by Davidson, James & Sibbertsen, Philipp
- 2002,45 Population toxicokinetics of ethylene: Models and validation of first order assumptions on kinetic processes
by Selinski, Silvia & Quinke, Barbara & Golka, Klaus & Bolt,Hermann M. & Urfer, Wolfgang
- 2002,44 Robust estimation of scale for local linear temporal trends
by Fried, Roland & Gather, Ursula
- 2002,43 Computing the update of the repeated median regression line in linear time
by Bernholt, Thorsten & Fried, Roland
- 2002,42 Robust estimation of Cronbach's alpha
by Christmann, Andreas & Aelst, Stefan van
- 2002,41 Nonparametric modeling approach for discovering differentially expressed genes in replicated microarray experiments
by Gannoun, Ali & Saracco, Jérôme & Urfer, Wolfgang & Bonney, George E.
- 2002,40 On optimal spatial subsample size for variance estimation
by Nordman, Daniel J. & Lahiri, Soumendra N.
- 2002,39 Testing and dating of structural changes in practice
by Zeileis, Achim & Kleiber, Christian & Krämer, Walter & Hornik, Kurt
- 2002,38 Statistical analysis of sequence-structure alignment scores
by Brunnert, Marcus & Thiele, Ralf & Mevissen, Heinz-Theodor & Urfer, Wolfgang
- 2002,37 Finite sample power of Cliff-Ord-type-tests for spatial disturbance correlation in linear regression
by Krämer, Walter
- 2002,36 Identification of conserved regions and determination of relationships in protein families by self-organizing maps
by Grimmenstein, Isabelle M. & Andrade, Miguel A. & Urfer, Wolfgang
- 2002,35 Sensitivity of graphical modeling against contamination
by Kuhnt, Sonja & Becker, Claudia
- 2002,34 Maximin and Bayesian optimal designs for linear and non-linear regression models
by Dette, Holger & Haines, Linda M. & Imhof, Lorens A.
- 2002,33 Standardized maximin E-optimal designs for the Michaelis Menten model
by Dette, Holger & Melas, Viatcheslav B. & Pepelyshev, Andrey
- 2002,32 A multiplicative concept for random utility
by Brilon, Werner & Dette, Holger
- 2002,31 A comparison of sequential and non-sequential designs for discrimination between nested regression models
by Dette, Holger & Kwiecien, Robert
- 2002,30 Die Bewertung und der Vergleich von Kreditausfall-Prognosen
by Krämer, Walter
- 2002,29 Classifying US business cycles 1948 to 1997: Meyer/Weinberg revisited
by Heilemann, Ullrich & Münch, Heinz Josef
- 2002,28 A note on the general solution for a projection matrix in latent factor models
by Groß, Jürgen & Lübke, Karsten & Weihs, Claus
- 2002,27 Hidden Markov models and neural networks: Identifying signal peptides and transmembrane protein topology
by Sousa, Lisete & Santos, Mário & Turkman, Maria Antónia Amaral & Urfer, Wolfgang
- 2002,26 The concentration centroid minimum distance clustering criterion
by Zerbst, Matthias & Tschiersch, Lars
- 2002,25 Efficient design of experiments in the Monod model
by Dette, Holger & Viatcheslav, B. Melas & Pepelyshev, Andrey & Strigul, Nikolai
- 2002,24 Quadrature formulas for matrix measures - a geometric approach
by Dette, Holger & Studden, William J.
- 2002,23 Application of hidden Markov models for the identification of short protein repeats
by Bongardt, Friedhelm & Vetter, Ingrid & Urfer, Wolfgang
- 2002,22 Scatterplot3d - an R package for visualizing multivariate data
by Ligges, Uwe & Mächler, Martin
- 2002,21 Comparing classifiers in standardized partition spaces using experimental design
by Garczarek, Ursula & Weihs, Claus
- 2002,20 Stability of multivariate representation of business cycles over time
by Weihs, Claus & Garczarek, Ursula
- 2002,19 An inductive logic programming approach to the classification of phases in business cycles
by Morik, Katharina & Rüping, Stefan
- 2002,18 Incremental learning with support vector machines
by Rüping, Stefan
- 2002,17 Decomposability and selection of graphical models for multivariate time series
by Fried, Roland & Didelez, Vanessa
- 2002,16 A confidence interval to combined univariate economic forecasts
by Hartung, Joachim & Argaç, Doğan
- 2002,15 Determination of optimal prediction oriented multivariate latent factor models using loss functions
by Weihs, Claus & Hothorn, Torsten
- 2002,14 Canonical moments, orthogonal polynomials with application to statistics
by Dette, Holger
- 2002,13 Clustering of business cycles in optimal directions found by SIR and DAME
by Becker, Claudia & Theis, Winfried
- 2002,12 Robust and efficient designs for the Michaelis-Menten model
by Dette, Holger & Biedermann, Stefanie
- 2002,11 Detection of locally stationary segments in time series: Algorithms and applications
by Ligges, Uwe & Weihs, Claus & Hasse-Becker, Petra
- 2002,10 The advanced-maximum-linkage clustering-algorithm
by Tschiersch, Lars & Zerbst, Matthias
- 2002,09 Lorenz ordering of order statistics from log-logistic and related distributions
by Kleiber, Christian
- 2002,08 Strategies for multi-response parameter design using loss functions and joint optimization plots
by Erdbrügge, Martina & Kuhnt, Sonja
- 2002,07 Monitoring structural change in dynamic econometric models
by Zeileis, Achim & Leisch, Friedrich & Kleiber, Christian & Hornik, Kurt
- 2002,06 Concepts of outlyingness for Various data structures
by Gather, Ursula & Kuhnt, Sonja & Pawlitschko, Jörg
- 2002,05 Some methodological aspects of validation of models in nonparametric regression
by Dette, Holger & Munk, Axel
- 2002,04 Regression approach to the linear combination of multivariate forecasts
by Troschke, Sven-Oliver
- 2002,03 Scalar mean square error optimal linear combination of multivariate forecasts
by Troschke, Sven-Oliver
- 2002,02 Robust signal extraction for on-line monitoring data
by Davies, P. Laurie & Fried, Roland & Gather, Ursula
2001
- 2002,01 A note on a specification test for time series models based on spectral density estimation
by Dette, Holger & Spreckelsen, Ingrid
- 2001,49 Secondary structure classification of amino-acid sequences using state-space modeling
by Brunnert, Marcus & Krahnke, Tillmann & Urfer, Wolfgang
- 2001,47 Relating principal component analysis on merged data sets to a regression approach
by Meyners, Michael & Qannari, El Mostafa
- 2001,46 A note on the matrix valued q-d algorithm and matrix orthogonal polynomials on [0,1] and [0,∞]
by Dette, Holger & Studden, William J.
- 2001,45 The complexity of computing the MCD-estimator
by Bernholt, Thorsten & Fischer, Paul
- 2001,44 On the number of perceivers in a triangle test with replications
by Meyners, Michael
- 2001,43 SVM kernels for time series analysis
by Rüping, Stefan
- 2001,42 Long-memory in volatilities of German stock returns
by Sibbertsen, Philipp
- 2001,41 Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
by Dette, Holger
- 2001,40 Outlier detection in experimental data using a modified Hampel identifier
by Selinski, Silvia & Becker, Claudia
- 2001,39 Log-periodogram estimation of the memory parameter of a long-memory process under trend
by Sibbertsen, Philipp
- 2001,38 Persistenz und saisonale Abhängigkeiten in Abflüssen des Rheins
by Lohre, Michael & Sibbertsen, Philipp
- 2001,37 Long memory vs. structural change in financial time series
by Krämer, Walter & Sibbertsen, Philipp & Kleiber, Christian
- 2001,36 Robust estimation of the location parameter from a two-parameter exponential distribution
by Pawlitschko, Jörg
- 2001,35 E-optimal designs in Fourier regression models on a partial circle
by Dette, Holger & Melas, Viatcheslav B.
- 2001,34 Some comments on specification tests in nonparametric absolutely regular processes
by Dette, Holger & Spreckelsen, Ingrid
- 2001,33 A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models
by Dette, Holger & Grigoriev, Yuri
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