7 Treffer für Verfasser = "Dette, Holger"

• Are deviations in a gradually varying mean relevant? a testing approach based on sup-norm estimators Bücher, Axel ; Dette, Holger ; Heinrichs, Florian Dortmund : Universitätsbibliothek Dortmund, [February 2020]

• Detecting deviations from second-order stationarity in locally stationary functional time series Bücher, Axel ; Dette, Holger ; Heinrichs, Florian Dortmund : Universitätsbibliothek Dortmund, August 9, 2018

• Minimum distance estimation of Pickands dependence function for multivariate distributions Berghaus, Betina ; Bücher, Axel ; Dette, Holger [Dortmund] : SFB 823, July 27, 2012

• Multiplier bootstrap of tail copulas - with applications Bücher, Axel ; Dette, Holger [Dortmund] : SFB 823, 2011

• Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process Bücher, Axel ; Hoffmann, Michael ; Vetter, Mathias ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, December 16, 2014

• A portmanteau-type test for detecting serial correlation in locally stationary functional time series Bücher, Axel ; Dette, Holger ; Heinrichs, Florian [Dortmund] : SFB 823, 2020

• A test for Archimedeanity in bivariate copula models Bücher, Axel ; Dette, Holger ; Volgushev, Stanislav [Dortmund] : SFB 823, 2011