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Bootstrap tests for the error distribution in linear and nonparametric regression models
Neumeyer, Natalie (contributor); Dette, Holger (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002141512
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Lyapunov exponent for stochastic time series
Busse, Anja M. (contributor); Weihs, Claus (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002141497
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Estimation of integrated volatility in continuous time financial models with applications to goodness-of-fit testing
Dette, Holger (contributor); Podolskij, Mark (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142062
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Comparing time series from experiments with and without spiralling
Theis, Winfried (contributor); Busse, Anja M. (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002142269