- Sprache
-
Englisch
- Umfang
-
Online-Ressource
- Anmerkungen
-
Bochum, Ruhr-Universität Bochum, Dissertation, 2014
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Schlagwort
-
Zeitreihenanalyse
Spektralanalyse (Stochastik)
Harmonische Analyse
Kopula (Mathematik)
Stochastischer Prozess
- Urheber
- Beteiligte Personen und Organisationen
-
Dette, Holger
Dehling, Herold
Hallin, Marc
Fakultät für Mathematik
- Ereignis
-
Veröffentlichung
- (wo)
-
Bochum
- (wer)
-
Ruhr-Universität Bochum
- (wann)
-
2014
- URN
-
urn:nbn:de:hbz:294-40937
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:51 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Deutsche Nationalbibliothek. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Beteiligte
- Kley, Tobias
- Dette, Holger
- Dehling, Herold
- Hallin, Marc
- Fakultät für Mathematik
- Ruhr-Universität Bochum
Entstanden
- 2014
Ähnliche Objekte (12)
Non-crossing nonparametric estimates of quantile curves
Asymptotic properties of the algebraic moment range process
Testing equality of spectral densities
The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities
A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models
A note on a specification test for time series models based on spectral density estimation
Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
On robust and efficient designs for risk estimation in epidemiologic studies
Canonical moments, orthogonal polynomials with application to statistics
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
Confidence corridors for multivariate generalized quantile regression
Quantile spectral processes : Asymptotic analysis and inference
Non-crossing nonparametric estimates of quantile curves
Asymptotic properties of the algebraic moment range process
Testing equality of spectral densities
The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities
A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models
A note on a specification test for time series models based on spectral density estimation
Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
On robust and efficient designs for risk estimation in epidemiologic studies
Canonical moments, orthogonal polynomials with application to statistics
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
Confidence corridors for multivariate generalized quantile regression
Quantile spectral processes : Asymptotic analysis and inference
Non-crossing nonparametric estimates of quantile curves
Asymptotic properties of the algebraic moment range process
Testing equality of spectral densities
The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities
A unified asymptotic expansion for distributions of quadratic functionals in nonlinear regression models
A note on a specification test for time series models based on spectral density estimation
Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities
On robust and efficient designs for risk estimation in epidemiologic studies
Canonical moments, orthogonal polynomials with application to statistics
Strong approximation of eigenvalues of large dimensional Wishart matrices by roots of generalized Laguerre polynomials
Confidence corridors for multivariate generalized quantile regression