1

Random matrix theory in statistics: A review

Year:
2014
Language:
english
File:
PDF, 821 KB
english, 2014
2

Structural breaks in time series

Year:
2012
Language:
english
File:
PDF, 609 KB
english, 2012
3

Rescaled range analysis in the presence of stochastic trend

Year:
2007
Language:
english
File:
PDF, 181 KB
english, 2007
7

Extreme value distribution of a recursive-type detector in a linear model

Year:
2008
Language:
english
File:
PDF, 547 KB
english, 2008
9

Mean shift testing in correlated data

Year:
2011
Language:
english
File:
PDF, 520 KB
english, 2011
11

NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES

Year:
2008
Language:
english
File:
PDF, 214 KB
english, 2008
15

Bericht über das Kölner Versicherungsmathematische Kolloquium im Sommersemester 2004

Year:
2004
Language:
german
File:
PDF, 351 KB
german, 2004
16

LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS

Year:
2014
Language:
english
File:
PDF, 266 KB
english, 2014
17

Selection from a Stable Box

Year:
2008
Language:
english
File:
PDF, 967 KB
english, 2008
19

ON IMAGE SEGMENTATION USING INFORMATION THEORETIC CRITERIA

Year:
2011
Language:
english
File:
PDF, 2.22 MB
english, 2011
20

Local bandwidth selection via second derivative segmentation

Year:
2012
Language:
english
File:
PDF, 372 KB
english, 2012
23

Delay time in sequential detection of change

Year:
2004
Language:
english
File:
PDF, 246 KB
english, 2004
29

A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS

Year:
2007
Language:
english
File:
PDF, 163 KB
english, 2007
31

Testing for parameter stability in RCA(1) time series

Year:
2006
Language:
english
File:
PDF, 217 KB
english, 2006
32

On the Marčenko–Pastur law for linear time series

Year:
2015
Language:
english
File:
PDF, 1011 KB
english, 2015
33

Selection from a stable box

Year:
2008
Language:
english
File:
PDF, 159 KB
english, 2008
34

Near-Integrated Random Coefficient Autoregressive Time Series

Year:
2008
Language:
english
File:
PDF, 2.01 MB
english, 2008
35

Change-point monitoring in linear models

Year:
2006
Language:
english
File:
PDF, 369 KB
english, 2006
37

Reaction times of monitoring schemes for ARMA time series

Year:
2015
Language:
english
File:
PDF, 256 KB
english, 2015
38

Segmenting mean-nonstationary time series via trending regressions

Year:
2012
Language:
english
File:
PDF, 871 KB
english, 2012
40

Testing for changes in polynomial regression

Year:
2008
Language:
english
File:
PDF, 291 KB
english, 2008
41

On image segmentation using information theoretic criteria

Year:
2011
Language:
english
File:
PDF, 949 KB
english, 2011
42

Mitteilungen der schriftleitung

Year:
2004
Language:
german
File:
PDF, 333 KB
german, 2004
43

Estimation in Random Coefficient Autoregressive Models

Year:
2006
Language:
english
File:
PDF, 158 KB
english, 2006
48

Piecewise quantile autoregressive modeling for nonstationary time series

Year:
2017
Language:
english
File:
PDF, 366 KB
english, 2017