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Gruppieren nach: Dokumenttyp | Erscheinungsjahr | Keine Sortierung
Springe zu: 2022 | 2017 | 2016 | 2015 | 2014 | 2012 | 2011 | 2010
Anzahl der Einträge: 13.

2022

Jentsch, Carsten ; Reichmann, Lena (2022) Generalized binary vector autoregressive processes. Open Access Journal of Time Series Analysis Oxford 43 2 285-311 [Zeitschriftenartikel]
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2017

Jentsch, Carsten ; Weiß, Christian (2017) Bootstrapping INAR models. Open Access Working Paper Series Mannheim 17-02 [Arbeitspapier]
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Vorschau

2016

Jentsch, Carsten ; Lunsford, Kurt G. (2016) Proxy SVARs : asymptotic theory, bootstrap inference, and the effects of income tax changes in the United States. Open Access Working Paper Series Mannheim 16-10 [Arbeitspapier]
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Vorschau

Jentsch, Carsten ; Leucht, Anne ; Meyer, Marco ; Beering, Carina (2016) Empirical characteristic functions-based estimation and distance correlation for locally stationary processes. Open Access Working Paper Series Mannheim 16-15 [Arbeitspapier]
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Vorschau

2015

Meyer, Marco ; Jentsch, Carsten ; Kreiss, Jens-Peter (2015) Baxter`s inequality and sieve bootstrap for random fields. Open Access Working Paper Series Mannheim 15-06 [Arbeitspapier]
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Vorschau

2014

Brüggemann, Ralf ; Jentsch, Carsten ; Trenkler, Carsten ORCID: 0000-0003-1846-1764 (2014) Inference in VARs with Conditional Heteroskedasticity of Unknown Form. Open Access Working Paper Series Mannheim 14-21 [Arbeitspapier]
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Vorschau

Jentsch, Carsten ; Leucht, Anne (2014) Bootstrapping Sample Quantiles of Discrete Data. Open Access Working Paper Series Mannheim 14-15 [Arbeitspapier]
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Vorschau

Jentsch, Carsten ; Paparoditis, Efstathios ; Politis, Dimitris N. (2014) Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes. Open Access Working Paper Series Mannheim 14-18 [Arbeitspapier]
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Vorschau

2012

Jentsch, Carsten ; Kreiss, Jens-Peter ; Mantalos, Panagiotis ; Paparoditis, Efstathios (2012) Hybrid bootstrap aided unit root testing. Computational Statistics Berlin [u.a.] 27 4 779-797 [Zeitschriftenartikel]

Jentsch, Carsten ; Pauly, Markus (2012) A note using periodogram-based distances for comparing spectral densities. Statistics & Probability Letters Amsterdam 82 1 158-164 [Zeitschriftenartikel]

2011

Jentsch, Carsten ; Mammen, Enno (2011) Discussion: Bootstrap methods for dependent data : a review. Journal of the Korean Statistical Society Amsterdam [u.a.] 40 4 391-392 [Zeitschriftenartikel]

Jentsch, Carsten ; Politis, Dimitris N. The multivariate linear process bootstrap. 1-4 In: Proceedings of the 17th European Young Statisticians Meeting, EYSM, 5-9 September 2011, Lisbon, Portugal (2011) Lisboa 17th European Young Statisticians Meeting (Lisbon, Portugal) [Konferenzveröffentlichung]

2010

Jentsch, Carsten ; Kreiss, Jens-Peter (2010) The multiple hybrid bootstrap - Resampling multivariate linear processes. Journal of Multivariate Analysis : JMVA Amsterdam [u.a.] 101 10 2320-2345 [Zeitschriftenartikel]

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