6 Treffer für Schlagwort = "Korrelation"

• An asymptotic test for constancy of the variance under short-range dependence Schmidt, Sarah ; Wornowizki, Max ; Fried, Roland ; Dehling, Herold Dortmund : Universitätsbibliothek Dortmund, [February 21, 2020]

• Identifying different areas of inhomogeneous mineral subsoil spatial fluctuation approaches Arnold, Matthias ; Raabe, Nils ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, October 22, 2012

• Multiple break detection in the correlation structure of financial returns Galeano, Pedro ; Wied, Dominik [Dortmund] : SFB 823, 2011

• Quantile correlations: Uncovering temporal dependencies in financial time series Schmitt, Thilo A. ; Schäfer, Rudi ; Dette, Holger ; Guhr, Thomas Dortmund : Universitätsbibliothek Dortmund, August 5, 2014

• Residual-based inference on moment hypotheses, with an application to testing for constant correlation Demetrescu, Matei ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, July 21, 2016

• Testing for structural changes in large portfolios Posch, Peter N. ; Ullmann, Daniel ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, August 2015