The one-way analysis of variance is concerned with comparing the locations of several one-dimensional samples. This paper gives a simple unified semi-graphical and semi-analytical approach to the problem based on approximation intervals for the locations of the samples. The intervals are...

Methods of dimension reduction are very helpful and almost a necessity if we want to analyze high-dimensional time series since otherwise modelling affords many parameters because of interactions at various time-lags. We use a dynamic version of Sliced Inverse Regression (SIR; Li (1991)), which...

In this paper, hidden Markov models (HMMs) are discussed in the context of molecular biological sequence analysis. The statistics relevant in the HMM approach are described in detail. An HMM based method is used to analyze two proteins that contain short protein repeats (SPRs). As a benchmark, a...

In this paper we derive asymptotic x2-tests for general linear hypotheses on variance components using repeated variance components models. In two examples, the two-way nested classification model and the two-way crossed classification model with interaction, we explicitly investigate the...

Voting and non-voting shares of ten German companies are analyzed for fractional cointegration. It turns out that seven pairs of price series are fractionally cointegrated, which means that for each pair there is a linear combination of the two series that is a long-memory process. If two stocks...