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

• Abelian theorems for stochastic volatility models with application to the estimation of jump activity of volatility Belomestny, Denis ; Panov, Vladimir [Dortmund] : SFB 823, 2011

• Accurate and (almost) tuning parameter free inference in cointegrating regressions Reichold, Karsten ; Jentsch, Carsten [Dortmund] : SFB 823, 2020

• An adaptive discrete Newton method for regularization-free Bingham model Fatima, Arooj ; Turek, Stefan ; Ouazzi, Abderrahim ; Afaq, Muhammad Aaqib [Dortmund] : [Technische Universität Dortmund, Fakultät für Mathematik], January 2021

• The adaptive Lasso in high dimensional sparse heteroscedastic models Wagener, Jens ; Dette, Holger [Dortmund] : SFB 823, 2011

• An adaptive time stepping scheme for rate-independent systems with non-convex energy Andreia, Merlin ; Meyer, Christian [Dortmund] : [Technische Universität Dortmund, Fakultät für Mathematik], April 2022

• Additive inverse regression models with convolution-type operators Bissantz, Nicolai ; Dette, Holger ; Hildebrandt, Thimo [Dortmund] : SFB 823, March 13, 2013

• Approximation and error analysis of forward-backward SDEs driven by general Lévy processes using shot noise series representations Massing, Till Philipp Georg [Dortmund] : SFB 823, 2021

• Asymptotics of improved generalized moments estimators for spatial autoregressive error models Drinkuth, Carsten ; Arnold, Matthias [Dortmund] : SFB 823, 2013

• The benchden package benchmark densities for nonparametric density estimation Mildenberger, Thoralf ; Weinert, Henrike [Dortmund] : SFB 823, 2011

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

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

• Commutative properties for conservative space-time DG discretizations of optimal control problems involving the viscous Burgers equation Kerkhoff, Xenia ; May, Sandra [Dortmund] : [Technische Universität Dortmund, Fakultät für Mathematik], March 2021

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

• Comparison of classical and sequential design of experiments in note onset detection Bauer, Nadja ; Schiffner, Julia ; Weihs, Claus [Dortmund] : SFB 823, 2011

• Confidence bands for multivariate and time dependent inverse regression models Proksch, Katharina ; Bissantz, Nicolai ; Dette, Holger [Dortmund] : SFB 823, June 12, 2012

• Confidence surfaces for the mean of locally stationary functional time series Dette, Holger ; Wu, Weichi [Dortmund] : SFB 823, 2021

• Convergence analysis of a local stationarity scheme for rate-independent systems and application to damage Sievers, Michael [Dortmund] : [Technische Universität Dortmund, Fakultät für Mathematik], April 2021

• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Bücher, Axel ; Kojadinovic, Ivan [Dortmund] : SFB 823, 2013

• Design for regression models with correlated errors Dette, Holger ; Pepelyshev, Andrey ; Žigljavskij, Anatolij Aleksandrovič [Dortmund] : SFB 823, [2012]