Suchergebnisse - Neumann, Michael H. 1962-

A wavelet based test for stationarity

Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra

Nonlinear wavelet estimation of time-varying autoregressive processes

Wavelet thresholding: beyond the Gaussian iid situation

Asymptotic results for kernel estimators of the mean vector and the heteroscedastic variance vector without replications at the design points

On the asymptotic efficiency of kernel estimators of regression

Approximationen und nichtparametrische Methoden in der Zeitreihenanalyse

Problems related to bootstrapping impulse responses of autoregressive processes

On robustness of model based bootstrap schemes in nonparametric time series analysis

Multivariate wavelet thresholding: a remedy against the curse of dimensionality?

Bootstrap confidence bands for the autoregression function

Optimal change point estimation in inverse problems

Wavelet thresholding in anisotropic function classes and application and application to adaptive estimation of evolutionary spectra

Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series

Pointwise confidence intervals in nonparametric regression with heteroscedastic error structure

Asymptotische Güteaussagen zweiter Ordnung für adaptive Schätzungen des Erwartungswertvektors

A nonparametric test for the stationary density

Approximationen und nichtparametrische Methoden in der Zeitreihenanalyse

On robustness of model-based bootstrap schemes in nonparametric time series analysis

Problems related to bootstrapping impulse responses of autoregressive processes