Browsing All of EconStor by Author Sibbertsen, Philipp

Jump to a point in the index:

Or type in a year:

Showing results 1 to 20 of 80
next >

Year of Publication	Title	Author(s)
1998	S-estimators in the linear regression model with long-memory error terms	Sibbertsen, Philipp
1999	S-estimation in the nonlinear regression model with long-memory error terms	Sibbertsen, Philipp
2000	Testing for structural change in the presence of long memory	Krämer, Walter; Sibbertsen, Philipp
2000	Robust CUSUM-M test in the presence of long-memory disturbances	Sibbertsen, Philipp
2000	On robust local polynominal estimation with long-memory errors	Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Sibbertsen, Philipp
2000	Nonparametric M-estimation with long-memory errors	Beran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp
2000	On robust local polynomial estimation with long-memory errors	Beran, Jan; Feng, Yuanhua; Gosh, Sucharita; Sibbertsen, Philipp
2000	Nonparametric M-Estimation with Long-Memory Errors	Beran, Jan; Gosh, Sucharita; Sibbertsen, Philipp
2001	Long-memory in volatilities of German stock returns	Sibbertsen, Philipp
2001	Robust tests on fractional cointegration	Peters, Andrea; Sibbertsen, Philipp
2001	Long-memory versus structural breaks: An overview	Sibbertsen, Philipp
2001	Long memory vs. structural change in financial time series	Krämer, Walter; Sibbertsen, Philipp; Kleiber, Christian
2001	Persistenz und saisonale Abhängigkeiten in Abflüssen des Rheins	Lohre, Michael; Sibbertsen, Philipp
2001	Log-periodogram estimation of the memory parameter of a long-memory process under trend	Sibbertsen, Philipp
2002	Generating schemes for long memory processes: Regimes, aggregation and linearity	Davidson, James; Sibbertsen, Philipp
2003	Distinguishing between long-range dependence and deterministic trends	Sibbertsen, Philipp; Venetis, Ioannis
2003	An introduction to Markov chains for interested high school students	Halverscheid, Stefan; Sibbertsen, Philipp
2004	The cost for the default of a loan : Linking theory and practice	Sibbertsen, Philipp; Weißbach, Rafael
2004	Pricing of options under different volatility models	Herzberg, Markus; Sibbertsen, Philipp
2004	Recognizing mathematical talent : an approach using discriminant analysis	Gebel, Meike; Sibbertsen, Philipp

Showing results 1 to 20 of 80
next >