33 Titel

• Accurate and (almost) tuning parameter free inference in cointegrating regressions Reichold, Karsten ; Jentsch, Carsten Elektronische Ressource, [Dortmund] : SFB 823, 2020

• Bootstrap for dependent Hilbert space-valued random variables with application to von Mises statistics Dehling, Herold ; Sharipov, Olimjon ; Wendler, Martin Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, March 19, 2014

• Bootstrap for U-statistics a new approach Sharipov, Olimjon ; Tewes, Johannes ; Wendler, Martin Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, May 29, 2015

• Combining cumulative sum change-point detection tests for assessing the stationarity of univariate time series Bücher, Axel ; Fermanian, Jean-David ; Kojadinovic, Ivan Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, September 13, 2017

• Confidence surfaces for the mean of locally stationary functional time series Dette, Holger ; Wu, Weichi Elektronische Ressource, [Dortmund] : SFB 823, 2021

• A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing Bücher, Axel ; Kojadinovic, Ivan Elektronische Ressource, [Dortmund] : SFB 823, 2013

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

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

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

• Efficient global optimization: Motivation, variations and applications Weihs, Claus ; Herbrandt, Swetlana ; Bauer, Nadja ; Friedrichs, Klaus ; Horn, Daniel Elektronische Ressource, Dortmund : Universitätsbibliothek Dortmund, 2016