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Schriftenreihe: Preprint // Schwerpunkt mathematische Statistik und stochastische Prozesse, Univ. Hamburg


Nr. Titel Autor Jahr Band
1 Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models Omelka, Marek et al. 2019 2019,2
2 Consistent nonparametric change point detection combining CUSUM and marked empirical processes Mohr, Maria et al. 2019 2019,1
3 Bayesian inverse problems with unknown operators Trabs, Mathias 2018 2018,1
4 Paracontrolled distribution approach to stochastic Volterra equations Prömel, David J. et al. 2018 2018,3
5 On central limit theorems for power variations of the solution to the stochastic heat equation Bibinger, Markus et al. 2019 2018,4
6 Semi-parametric transformation boundary regression models Neumeyer, Natalie et al. 2019 2018,2
7 Pinned diffusions and Markov bridges Hildebrandt, Florian et al. 2017 2017,7
8 Sparse covariance matrix estimation in high-dimensional deconvolution Belomestny, Denis et al. 2018 2017,4
9 Volatility estimation for stochastic PDEs using high-frequency observations Bibinger, Markus et al. 2018 2017,3
10 A copula approach for dependence modeling in multivariate nonparametric time series Neumeyer, Natalie et al. 2018 2017,1
11 A weak convergence result for sequential empirical processes under weak dependence Mohr, Maria 2019 2017,6
12 Profiting from correlations: adjusted estimators for categorical data Niebuhr, Tobias et al. 2018 2017,5
13 Bootstrap of residual processes in regression: to smooth or not to smooth? Neumeyer, Natalie et al. 2017 2017,8
14 Specification tests in semiparametric transformation models - a multiplier bootstrap approach Kloodt, Nick et al. 2019 2017,2
15 Specification testing in nonparametric AR-ARCH models Husková, Marie et al. 2016 2016,4
16 Conditional extreme value models : fallacies and pitfalls Janßen, Anja et al. 2017 2016,3
17 Heuristic approximations for closed networks : a case study in open-pit mining Daduna, Hans et al. 2016 2016,1
18 Inference on the tail process with application to financial time series modelling Davis, Richard A. et al. 2018 2016,2
19 Bootstrapping empirical processes of cluster functionals with application to extremograms Drees, Holger 2015 2015,3
20 Monotonicity of base stock policies Cruz, Nha-Nghi de la et al. 2015 2015,2
21 Joint exceedances of random products Janßen, Anja et al. 2016 2015,1
22 Hypotheses tests in boundary regression models Drees, Holger et al. 2016 2014,7
23 Jackson networks with infinite supply and unreliable nodes Sommer, Jennifer et al. 2014 2014,3
24 Integrated models for production-inventory systems Otten, Sonja et al. 2014 2014,1
25 Randomization for markov chains with applications to networks in a random environment Krenzler, Ruslan et al. 2014 2014,2
26 Non-ergodic Jackson networks with infinite supply : local stabilization and local equilibrium analysis Sommer, Jennifer et al. 2014 2014,4
27 Heteroscedastic semiparametric transformation models : estimation and testing for validity Neumeyer, Natalie et al. 2014 2014,5
28 Efficient estimation of functionals in nonparametric boundary models Reiß, Markus et al. 2015 2014,6
29 Integrated models for production-inventory systems Krenzler, Ruslan et al. 2013 2013,5
30 The independence process in conditional quantile location-scale models and an application to testing for monotonicity Birke, Melanie et al. 2013 2013,3
31 A stochastic volatility model with flexible extremal dependence structure Janssen, Anja et al. 2013 2013,4
32 Loss systems in a random environment - embedded Markov chains analysis Krenzler, Ruslan et al. 2013 2013,2
33 The cyclic queue and the tandem queue Boxma, Onno et al. 2013 2013,1
34 Testing for a change of the innovation distribution in nonparametric autoregression : the sequential empirical process approach Selk, Leonie et al. 2012 2012,1
35 A note on nonparametric testing for Gaussian innovations in AR-ARCH models Neumeyer, Natalie et al. 2012 2012,2
36 Significance testing in quantile regression 2012 2012,3
37 Loss systems in a random environment - steady state analysis Krenzler, Ruslan et al. 2012 2012,4
38 Testing for additivity in nonparametric quantile regression Dette, Holger et al. 2011 2011,5
39 Accuracy of empirical projections of high-dimensional Gaussian matrices Rohde, Angelika 2011 2011,4
40 Estimating failure probabilities Drees, Holger et al. 2011 2011,3
41 Extreme value analysis of actuarial risks : estimation and model validation Drees, Holger 2011 2011,2
42 Estimation of high-dimensional low-rank matrices Rohde, Angelika et al. 2010 2010,1
43 Strong and weak approximation methods for stochastic differential equations : some recent developments Rößler, Andreas 2010 2010,2
44 Testing monotonicity of regression functions : an empirical process approach Birke, Melanie et al. 2010 2010,3
45 Uniform central limit theorems for multidimensional diffusions Rohde, Angelika et al. 2011 2010,6
46 Bayes-statistics for mixed Erlang-models Kremer, Erhard 2010 2010,4
47 A note on residual-based empirical likelihood kernel density estimation Muhsal, Birte et al. 2010 2010,5
48 Estimating the conditional error distribution in nonparametric regression Kiwitt, Sebastian et al. 2010 2010,7
49 Weak convergence limits for closed cyclic networks of queues with multiple bottleneck nodes Stenzel, Ole et al. 2009 2009,5
50 On the Weber problem in logistic and services networks Lange, V. et al. 2009 2009,2
51 Limit theorems for empirical processes of cluster functionals Drees, Holger et al. 2009 2009,3


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Letzte Änderung: 12.10.2015