29 Treffer für Schlagwort = "Zeitreihenanalyse"

• Quantile correlations: Uncovering temporal dependencies in financial time series Schmitt, Thilo A. ; Schäfer, Rudi ; Dette, Holger ; Guhr, Thomas Dortmund : Universitätsbibliothek Dortmund, August 5, 2014

• Quantile cross-spectral measures of dependence between economic variables Baruník, Jozef ; Kley, Tobias Dortmund : Universitätsbibliothek Dortmund, October 23, 2015

• Quantile spectral analysis for locally stationary time series Skowronek, Stefan ; Volgushev, Stanislav ; Kley, Tobias ; Dette, Holger ; Hallin, Marc Dortmund : Universitätsbibliothek Dortmund, April 20, 2014

• Robust estimation of (partial) autocorrelation Dürre, Alexander ; Fried, Roland ; Liboschik, Tobias Dortmund : Universitätsbibliothek Dortmund, April 7, 2014

• Sequential change point detection in high dimensional time series Gösmann, Josua ; Stöhr, Christina ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, 2020

• A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing Delft, Anne van ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, December 3, 2018

• Statistical inference for high dimensional panel functional time series Zhou, Zhou ; Dette, Holger Dortmund : Universitätsbibliothek Dortmund, [February 2020]

• Two-sample tests for relevant differences in the eigenfunctions of covariance operators Aue, Alexander ; Dette, Holger ; Rice, Gregory Dortmund : Universitätsbibliothek Dortmund, [September 2019]

• Weak convergence of the weighted sequential empirical process of some long-range dependent data Buchsteiner, Jannis Dortmund : Universitätsbibliothek Dortmund, [2014]