464 Titel in Alle Pflichtdokumente → 500 Naturwissenschaften und Mathematik → 510 Mathematik

• Beyond inequality: a novel measure of skewness and its properties Krämer, Walter ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, [2016]

• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics Dehling, Herold ; Sharipov, Olimjon ; Wendler, Martin Dortmund : Universitätsbibliothek Dortmund, March 19, 2014

• Bootstrap for U-statistics a new approach Sharipov, Olimjon ; Tewes, Johannes ; Wendler, Martin Dortmund : Universitätsbibliothek Dortmund, May 29, 2015

• Bridge estimators and the adaptive Lasso under heteroscedasticity Wagener, Jens ; Dette, Holger [Dortmund] : SFB 823, 2011

• Capturing the power options smile by an additive two-factor model for overlapping futures prices Piccirilli, Marco ; Schmeck, Maren Diane ; Vargiolu, Tiziano Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, September 2019

• A case for standard theory? Kuzmics, Christoph ; Rodenburger, Daniel Bielefeld : Center for Mathematical Economics (IMW), June 2015

• Censored quantile regression processes under dependence and penalization Volgushev, Stanislav ; Wagener, Jens ; Dette, Holger [Dortmund] : SFB 823, [2012]

• Cephoids Minkowski sums of deGua Simplices : theory and applications Rosenmüller, Joachim Bielefeld, Germany : Center for Mathematical Economics (IMW), Bielefeld University, Dezember 2019

• 'Change in space’-point estimation, Part I: Lower bound for rates of consistency Brauer, Marcel ; Rohde, Angelika Dortmund : Universitätsbibliothek Dortmund, [2016]

• Change point analysis in non-stationary processes - a mass excess approach Dette, Holger ; Wu, Weichi Dortmund : Universitätsbibliothek Dortmund, January 28, 2018

• Change point analysis of second order characteristics in non-stationary time series Dette, Holger ; Wu, Weichi ; Zhou, Zhou Dortmund : Universitätsbibliothek Dortmund, March 27, 2015

• Change point detection in autoregressive models with no moment assumptions Akashi, Fumiya ; Dette, Holger ; Liu, Yan Dortmund : Universitätsbibliothek Dortmund, [2016]

• Change point estimation based on the Wilcoxon test in the presence of long-range dependence Betken, Annika Dortmund : Universitätsbibliothek Dortmund, [2016]

• Change point testing for the drift parameters of a periodic mean reversion process Dehling, Herold ; Franke, Brice ; Kott, Thomas ; Kulperger, Reg Dortmund : Universitätsbibliothek Dortmund, November 3, 2012

• Change-point detection under dependence based on two-sample U-statistics Dehling, Herold ; Fried, Roland ; García, Isabel ; Wendler, Martin [Dortmund] : SFB 823, April 9, 2013

• A class of extended one-step methods for solving delay differential equations Ibrahim, Fatma A. M. ; Azzouz Salama Azzouz, Abdel-Hay ; Turek, Stefan Dortmund : TU Dortmund, Fakultät für Mathematik, [2013]

• Combinatorial optimal control of semilinear elliptic PDEs Buchheim, Christoph ; Meyer, Christian ; Kuhlmann, Renke Dortmund : Technische Universität Dortmund, Fakultät für Mathematik, [2015]

• Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series Bücher, Axel ; Fermanian, Jean-David ; Kojadinovic, Ivan Dortmund : Universitätsbibliothek Dortmund, September 13, 2017

• A comparative study of mixed least squares FEMs for the incompressible Navier Stokes equation Schwarz, Alexander ; Nickaeen, Masoud ; Serdas, Serdar ; Ouazzi, Abderrahim ; Schröder, Jörg ; Turek, Stefan Dortmund : TU Dortmund, Fakultät für Mathematik, [2013]

• Comparing spectral densities of stationary time series with unequal sample sizes Preuß, Philip ; Hildebrandt, Thimo [Dortmund] : SFB 823, 2011