Durchsuchen nach Schriftenreihen
- Schriftenreihe (1025)
- Beiträge zur Statistik (76)
- Beiträge (59)
- Beiträge zur Statistik (76)
01 Stein Estimation in High Dimensions and the Bootstrap. Beran, Rudolf 1993
02 Statistical Methods in Spectral Estimation. Dahlhaus, Rainer 1993
03 The Excess Mass Approach in Statistics. Müller, D. W. 1992
04 Fitting Time Series Models to Nonstationary Processes. Dahlhaus, Rainer 1997
06 A Conditional Least Squares Approach to Bilinear Time Series Estimation. Grahn, Thorsten 1993
07 Measuring Mass Concentration and Estimating DensityContour Clusters - an Excess Mass Approach. Polonik, Wolfgang 1995
09 Edgeworth Expansions for Spectral Mean Estimates with Applications to Whittle Estimates. Janas, Daniel 1993
10 Locally Adaptive Regression Splines. Geer, van de, Sara ; Mammen, Enno 1997
11 Bootstrap, Wild Bootstrap and Generalized Bootstrap. Mammen, Enno 1995
12 Combinatorial Stochastic Processes. Dümbgen, Lutz 1994
13 A frequency domain bootstrap for ration statistics in time series analysis. Dahlhaus, Rainer ; Janas, Daniel 1996
14 Consistency for Non-Linear Functions of the Periodogram of Tapered Data. Janas, Daniel ; Sachs von, Rainer 1995
15 Density Estimation under Qualitative Assumptionsin Higher Dimensions. Polonik, Wolfgong 1995
16 Minimax Tests for Convex Cones. Dümbgen, Lutz 1995
17 A Generalized Fractionally Differencing Approach inLong-Memory Modelling. Giraitis, Liudas ; Leipus, Remigijus 1993
18 The Asymptotic Properties of Burg Estimators. Hainz, Günter 1994
19 Perturbation Inequalities and Confidence Sets for Functions of a Scatter Matrix. Dümbgen, Lutz 1998
20 Minimum Volume Sets and Generalized Quantile Processes. Polonik, Wolfgang 1997
21 Asymptotically Optimal Estimation in Misspecified Time Series Models. Dahlhaus, Rainer ; Wefelmeyer, Wolfgang 1996
22 Bootstrap Variable-Selection and Confidence Sets. Beran, Rudolf 1994
23 The Asymptotic Behavior of Tyler's M-Estimator of Scatter in High Dimension. Dümbgen, Lutz 1997
24 A Central Limit Theorem for the Empirical Process of a Long Memory Linear Sequence. Giraitis, Liudas ; Surgailis, Donatas 1994
25 The Change-point Problem for Dependent Observations. Giraitis, Liudas ; Leipus, Remigijus ; Surgailis, Donatas 1994
26 Empirical Spectral Processes and their Applications to StationaryPoint Processes. Eichler, Michael 1995
27 On the Kullback-Leibler Information Divergence of LocallyStationary Processes. Dahlhaus, Rainer 1996
28 Rate Optimal Semiparametric Estimationof the Memory Parameter of the Gaussian Time Series with Long Range Dependence. Giraitis, Liudas ; Robinson, Peter M. ; Samarov, Alexander 1995
29 A Backward-Induction Algorithm for Computing the best ConvexContrast of two Bivariate Samples. Müller, D.W. 1995
30 Discrete Evolutionary Spectra and their Application to a Theoryof Pitch Perception. Thumfart, Andreas 1995
31 Modulation Estimators and Confidence Sets. Beran, Rudolf ; Dümbgen, Lutz 1997
32 New Goodness-of-Fit Tests and their Application toNonparametric Confidence Sets. Dümbgen, Lutz 1998
33 Concentration and Goodness-of-Fit in Higher Dimensions: (Asymptotically) Distribution-Free Methods. Polonik, Wolfgang 1999
34 A Tribute to J. Bertin's Graphical Data Analysis. de Falguerolles, Antoine ; Friedrich, Felix ; Sawitzki, Günther 1996
35 Generalized Durbin-Levinson and Burg Algorithms. Brockwell, Peter J. ; Dahlhaus, Rainer 1998
36 Optimal Smoothing in Adaptive Location Estimation. Mammen, Enno ; Park, Byeong U. 1997
38 Direct Estimation of Low Dimensional Components in Additive Models. Fan, Jianqing ; Härdle, Wolfgang ; Mammen, Enno 1998
39 Testing Parametric versus Semiparametric Modelling in Generalized Linear Models. Härdle, Wolfgang ; Mammen, Enno ; Müller, Marlene 1998
41 On Estimation of Monotone and Concave Frontier Functions. Gijbels, I. ; Park, Byeong U. ; Mammen, Enno ; Simar, Leopold 1997
42 Bootstrap of Kernel Smoothing in Nonlinear Time Series. Franke, Jürgen ; Kreiss, Jens-Peter ; Mammen, Enno 1997
43 Smoothing Splines and Shape Restrictions. Mammen, Enno ; Thomas-Agnan, Christine 1999
44 Smooth Discrimination Analysis. Mammen, Enno ; Tsybakov, Alexandre B. 1999
46 The Existence and Asymptotic Properties of a Backfitting Projection Algorithm under Weak Conditions. Mammen, Enno ; Linton, Oliver ; Nielsen, Jens Perch 1998
47 Superefficient Estimation of Multivariate Trend. Beran, Rudolf 1998
48 Local Limit Theorems for Transition Densities of Markov ChainsConverging to Diffusions. Konakov, Valentin ; Mammen, Enno 1998
49 REACT Scatterplot Smoothers: Superefficiency through Basis Economy. Beran, Rudolf 1998
50 Estimation in an Additive Model when the Components are LinkedParametrically. Carroll, Raymond J. ; Härdle, Wolfgang ; Mammen, Enno 1998
51 A General Framework for Constrained Smoothing. Mammen, Enno ; Marron, J. S. ; Turlach, Berwin A. ; Wand, M. P. 1998
52 Properties of the Nonparametric Autoregressive Bootstrap. Franke, Jürgen ; Kreiss, Jens-Peter ; Mammen, Enno ; Neumann, Michael H. 1998
53 Semiparametric Additive Indices for Binary Response and Generalized Additive Models. Härdle, Wolfgang ; Huet, Sylvie ; Mammen, Enno ; Sperlich, Stefan 1998
54 Hidden Frequency Estimation with Data Tapers. Chen, Zhao-Guo ; Wu, Ka Ho ; Dahlhaus, Rainer 2000
55 Bootstrap Autoregressive Order Selection. Franke, Jürgen ; Kreiss, Jens-Peter ; Moser, Martin 1998
56 A Likelihood Approximation for Locally Stationary Processes. Dahlhaus, Rainer 1999
57 Estimating Yield Curves by Kernel Smoothing Methods. Linton, Oliver ; Mammen, Enno ; Nielsen, Jens Perch ; Tanggaard, Carsten 1998
58 Yule-Walker Type Estimators in GARCH(1,1) Models: Asymptotic Normality and Bootstrap. Maercker, Gisela ; Moser, Martin 1999
59 Graphical Interaction Models for Multivariate Time Series. Dahlhaus, Rainer 1999
60 Locally Adaptive Fitting of Semiparametric Models to Nonstationary Time Series. Dahlhaus, Rainer ; Neumann, Michael H. 2001
61 Spectral Domain Bootstrap Tests for Stationary Time Series. Dahlhaus, R. ; Hainz, G. 1999
62 REACT Trend Estimation in Correlated Noise. Beran, Rudolf 1999
63 On double extremes of Gaussian stationary processes. Ladneva, Anna ; Piterbarg, Vladimir 2000
64 Granger causality graphs for multivariate time series. Eichler, Michael 2001