Doktoranden

  • Linus Dowidat

  • Alexander Braumann

  • Maissaa Markabi

  • Daniel Rademacher (2021): Spectral Inference for Functional Time Series in Hilbert Space

  • Jonas Krampe (2018): Spectral-density-driven Bootstrap and Time Series Modeling on Dynamic Networks

  • Gang Feng (2015): Bootstrap Methods for Univariate and Multivariate Volatility

  • Marco Meyer (2014): The Autoregressive Sieve Bootstrap for Random Fields and Multivariate Stochastic Processes

  • Tobias Niebuhr (2014): Bootstrap for Continuous-Time Autoregressive Moving Average Processes

  • Thorsten Fink (2013): Statistical Inference for Autoregressive Models - with Random Coefficients and with Functional Realizations

  • Anna-Lisa Hauswaldt (2013): Evaluation of Measurement Data in Analytical Chemistry
  • Carsten Jentsch (2010): The Multiple Hybrid Bootstrap and Frequency Domain Testing for Periodic Stationarity

  • Kenichi Shimizu (2009): Bootstrapping Stationary ARMA-GARCH Models

  • Ingmar Windmüller (2008): Autoregressive-Aided Block Bootstrap

  • Volker Rehbock (2008): Goodness-of-Fit Tests for Copulas of Dependent Observations

  • Andreas Dürkes (2006): Nonparametric Modelling and Estimation of Stochastic Volatility

  • Frank Palkowski (2005): Bootstrap für heteroskedastische Zeitreihen

  • Stefanie Achmus (2000): Nichtparametrische additive Modelle

  • Oliver Hein (1999): Financial Engineering - Computer, Algebra and Simulation

  • Martin Moser (1997): Bootstrap Ordnungswahl und M-Schätzung in linearer Autoregression

  • Gisela Maercker (1996): Statistical Inference in Conditional Heteroskedastic Autoregressive Models

  • Gordon Lien (1994): Zeitreihen mit Trend