28 Treffer für Schlagwort = "Test"

• Change point testing for the drift parameters of a periodic mean reversion process Dehling, Herold ; Franke, Brice ; Kott, Thomas ; Kulperger, Reg Dortmund : Universitätsbibliothek Dortmund, November 3, 2012

• Comparing cartel behavior: a simulation analysis with the system of cartel markers (SCM) Preißler-Jebe, Jan Hendrik ; Blanckenburg, Korbinian von ; Geist, Alexander Münster, 2010

• A completely automated optimization strategy for global minimum variance portfolios based on a new test for structural breaks Berens, Tobias ; Wied, Dominik ; Ziggel, Daniel [Dortmund] : SFB 823, 2013

• CUSUM-Type testing for changing parameters in a spatial autoregressive model of stock returns Wied, Dominik [Dortmund] : SFB 823, 2011

• Detecting heteroskedasticity in nonparametric regression using weighted empirical processes Chown, Justin ; Müller, Ursula U. Dortmund : Universitätsbibliothek Dortmund, [2016]

• Discriminating between GARCH and stochastic volatility via nonnested hypotheses testing Messow, Philip [Dortmund] : SFB 823, July 3, 2013

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

• Group invariance, likelihood ratio tests, and the incidental parameter problem in a high-dimensional linear model Hallin, Marc ; Moreira, Marcelo J. ; Onatski, Alexei [Dortmund] : SFB 823, January 14, 2013

• Higher-order statistics for DSGE models Mutschler, Willi Münster : Center for Quantitative Economics, 2015

• A likelihood ratio approach to sequential change point detection Dette, Holger ; Gösmann, Josua Dortmund : Universitätsbibliothek Dortmund, February 21, 2018

• Missing numbers progress monitoring test level 5a a mathematics curriculum-based measurement (CBM) on the online platform www.levumi.de Anderson, Sven ; Schurig, Michael ; DeVries, Jeffrey ; Gebhardt, Markus Dortmund : Technische Universität Dortmund, [2020]

• Misspecification testing in a class of conditional distributional models Rothe, Christoph ; Wied, Dominik [Dortmund] : SFB 823, 2011

• Multiple break detection in the correlation structure of financial returns Galeano, Pedro ; Wied, Dominik [Dortmund] : SFB 823, 2011

• New backtests for unconditional coverage of the expected shortfall Löser, Robert ; Wied, Dominik ; Ziggel, Daniel Dortmund : Universitätsbibliothek Dortmund, October 13, 2016

• Nonparametric change-point tests for long range dependent data Dehling, Herold ; Rooch, Aeneas ; Taqqu, Murad S. [Dortmund] : SFB 823, 2011

• Nonparametric tests for constant tail dependence with an application to energy and finance Bücher, Axel ; Jäschke, Stefan ; Wied, Dominik [Dortmund] : SFB 823, August 13, 2013

• 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

• Nonparametric tests for tail monotonicity Berghaus, Betina ; Bücher, Axel [Dortmund] : SFB 823, 2013

• Rank-based tests of the cointegrating rank in semiparametric error correction models Hallin, Marc ; Akker, Ramon van den ; Werker, Bas J. M. [Dortmund] : SFB 823, November 16, 2012

• Robust inference under timevarying volatility a real-time evaluation of professional forecasters Demetrescu, Matei ; Hanck, Christoph ; Kruse, Robinson [Dortmund] : SFB 823, 2021