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
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