Items where Author is "Neumann, Michael H."

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Number of items: 3.

Article

Dahlhaus, Rainer ; Neumann, Michael H. (2001) Locally Adaptive Fitting of Semiparametric Models to Nonstationary Time Series. Stochastic Processes & Their Applications, 91. pp. 277-308. ISSN 0304-4149

Dahlhaus, Rainer ; Neumann, Michael H. ; von Sachs, Rainer (1999) Nonlinear Wavelet Estimation of Time-Varying Autoregressive Processes. Bernoulli: official journal of the Bernoulli Society for Mathematical Statistics and Probability, 5 (5). pp. 873-906. ISSN 1350-7265

Franke, Jürgen ; Kreiss, Jens-Peter ; Mammen, Enno ; Neumann, Michael H. (1998) Properties of the Nonparametric Autoregressive Bootstrap. [Working paper]

This list was generated on Thu Aug 15 13:00:25 2024 CEST.