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Detection of locally stationary segments in time series : algorithms and applications
Ligges, Uwe; Weihs, Claus; Hasse-Becker, Petra - 2002
Persistent link: https://www.econbiz.de/10001742163
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Stability of multivariate representation of business cycles over time
Weihs, Claus; Garczarek, Ursula - 2002
Persistent link: https://www.econbiz.de/10001742182
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Comparing classifiers in standardized partition spaces using experimental design
Garczarek, Ursula; Weihs, Claus - 2002
Persistent link: https://www.econbiz.de/10001742187
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A note on the general solution for a projection matrix in latent factor models
Groß, Jürgen; Lübke, Karsten; Weihs, Claus - 2002
Persistent link: https://www.econbiz.de/10001742192
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Univariate characterization of the German business cycle 1955-1994
Weihs, Claus; Garczarek, Ursula - 2002
Persistent link: https://www.econbiz.de/10001742304
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Outliers and influence points in German business cycles
Zucknick, Manuela; Weihs, Claus; Garczarek, Ursula - 2002
Persistent link: https://www.econbiz.de/10001742307
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Direct minimization of error rates in multivariate classification
Röhl, Michael Claus; Weihs, Claus - 1999
Persistent link: https://www.econbiz.de/10001473589
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Variance reduction with Monte Carlo estimates of error rates in multivariate classification
Weihs, Claus; Calzolari, Giorgio; Röhl, Michael Claus - 1999
Persistent link: https://www.econbiz.de/10001473600
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Descriptive studies on stylized facts of the German business cycle
Theis, Winfried; Vogtländer, Kai; Weihs, Claus - 1999
Persistent link: https://www.econbiz.de/10001473607
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Clustering techniques for the detection of business cycles
Theis, Winfried; Weihs, Claus - 1999
Persistent link: https://www.econbiz.de/10001473611