In many fields of applied statistics samples from several locations in an investigation area are taken repeatedly over time. Especially in environmental monitoring the chemical and physical conditions in water, air and soil are measured using fixed and possibly mobile monitoring stations. The...

Noisy observations form the basis for almost every scientific research and especially in environmental monitoring. The Noise is often an effect of imprecise instruments which cause measurement errors. If the noise variance is known it is possible to filter out the contaminating noise from the...

The major focus of this paper is to determine whether the accuracy of German macroeconomic forecasts has improved over time. We examine 1-year-ahead forecasts of real GDP and inflation for 1967 to 2001 made by three major German forecasting groups and the OECD. We examine the accuracy of the...

This paper deals with the problem of the discrimination between wellpredictable and not-well-predictable time series. One criterion for the separation is given by the size of the Lyapunov exponent, which was originally defined for deterministic systems. However, the Lyapunov exponent can also be...