8 Treffer für Schlagwort = "Zeitreihe"

• 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

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

• Detecting long-range dependence in non-stationary time series Preuß, Philip ; Sen, Kemal ; Dette, Holger [Dortmund] : SFB 823, 2013

• Dynamic functional principal components Hörmann, Siegfried ; Kidzinski, Lukasz ; Hallin, Marc [Dortmund] : SFB 823, [2012]

• Factor models in high-dimensional time series a time domain approach Hallin, Marc ; Lippi, Marco [Dortmund] : SFB 823, March 13, 2013

• Modelling interventions in INGARCH processes Liboschik, Tobias ; Kerschke, Pascal ; Fokianos, Konstantinos ; Fried, Roland [Dortmund] : SFB 823, 2013

• On local power properties of frequency domain based tests for stationarity Paparoditis, Efstathios ; Preuß, Philip [Dortmund] : SFB 823, April 7, 2013

• Testing for structural change in spatial regions at unknown positions Arnold, Matthias ; Wied, Dominik [Dortmund] : SFB 823, May 10, 2012