7 Treffer für Schlagwort = "Zeitreihenanalyse"

• Detecting smooth changes in locally stationary processes Vogt, Michael ; Dette, Holger [Dortmund] : SFB 823, October 3, 2013

• Detection of multiple structural breaks in multivariate time series Dette, Holger ; Preuß, Philip ; Puchstein, Ruprecht [Dortmund] : SFB 823, 2013

• Discriminating between long-range dependence and non-stationarity Preuß, Philip ; Vetter, Mathias [Dortmund] : SFB 823, September 24, 2012

• Extreme value copula estimation based on block maxima of a multivariate stationary time series Bücher, Axel ; Segers, Johan [Dortmund] : SFB 823, November 13, 2013

• A fluctuation test for constant Spearman’s rho Wied, Dominik ; Dehling, Herold ; Kampen, Maarten W. van ; Vogel, Daniel [Dortmund] : SFB 823, 2011

• Online monitoring of dynamic networks using flexible multivariate control charts Flossdorf, Jonathan ; Fried, Roland ; Jentsch, Carsten [Dortmund] : SFB 823, [2022]

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