129 Treffer für Verfasser = "Dette, Holger"

• Correcting intraday periodicity bias in realized volatility measures Dette, Holger ; Golosnoy, Vasyl ; Kellermann, Janosch Dortmund : Universitätsbibliothek Dortmund, 2020

• Design admissibility and de la Garza phenomenon in multi-factor experiments Dette, Holger ; Liu, Xin ; Yue, Rong-Xian Dortmund : Universitätsbibliothek Dortmund, [March 2020]

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

• Designing dose finding studies with an active control for exponential families Dette, Holger ; Kettelhake, Katrin ; Bretz, Frank Dortmund : Universitätsbibliothek Dortmund, October 26, 2014

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

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

• Detecting relevant changes in time series models Dette, Holger ; Wied, Dominik Dortmund : Universitätsbibliothek Dortmund, March 28, 2014

• Detecting relevant differences in the covariance operators of functional time series - a sup-norm approach Dette, Holger ; Kokot, Kevin Dortmund : Universitätsbibliothek Dortmund, 2020

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

• Detecting structural breaks in eigensystems of functional time series Dette, Holger ; Kutta, Tim Dortmund : Universitätsbibliothek Dortmund, [November 2019]

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

• Difference-in-differences estimation under non-parallel trends Dette, Holger ; Schumann, Martin Dortmund : Universitätsbibliothek Dortmund, 2020

• A distribution free test for changes in the trend function of locally stationary processes Heinrichs, Florian ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, 2020

• Dose response signal detection by parametric and least squares bootstrap Bastian, Patrick ; Dette, Holger ; Kokot, Kevin ; Bornkamp, Björn ; Bretz, Frank [Dortmund] : SFB 823, 2021

• E-optimal designs for second order response surface models Dette, Holger ; Grigoriev, Yuri Dortmund : Universitätsbibliothek Dortmund, March 12, 2014

• The effect of intraday periodicity on realized volatility measures Dette, Holger ; Golosnoy, Vasyl ; Kellermann, Janosch Dortmund : Universitätsbibliothek Dortmund, October 23, 2016

• Efficient computation of Bayesian optimal discriminating designs Dette, Holger ; Guchenko, Roman ; Melas, Vjačeslav Borisovič Dortmund : Universitätsbibliothek Dortmund, [2015]

• Efficient model-based bioequivalence testing Möllenhoff, Kathrin ; Loingeville, Florence ; Bertrand, Julie ; Nguyen Thu Thuy ; Sharan, Satish ; Sun, Guoying ; Grosser, Stella ; Zhao, Liang ; Fang, Lanyan ; Mentré, France ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, [September 2019]

• Efficient sampling in materials simulation - exploring the parameter space of grain boundaries Dette, Holger ; Gösmann, Josua ; Greiff, Christian ; Janisch, Rebecca Dortmund : Universitätsbibliothek Dortmund, 2016

• Efficient tests for bio-equivalence in functional data Dette, Holger ; Kokot, Kevin Dortmund : Universitätsbibliothek Dortmund, 2020