Roland Fried

From MaRDI portal
Person:245556

Available identifiers

zbMath Open fried.rolandMaRDI QIDQ245556

List of research outcomes

PublicationDate of PublicationType
Regional extreme value index estimation and a test of tail homogeneity2023-12-18Paper
Robust control charts for the mean of a locally linear time series2022-02-23Paper
QANOVA: quantile-based permutation methods for general factorial designs2022-02-10Paper
An asymptotic test for constancy of the variance under short-range dependence2022-02-07Paper
Robust scale estimation under shifts in the mean2022-01-25Paper
Statistical analysis of multivariate discrete-valued time series2022-01-03Paper
On robust estimation of negative binomial INARCH models2021-12-16Paper
Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis2021-06-01Paper
On variance estimation under shifts in the mean2021-01-15Paper
Distance-based variable generation with applications to the FACT experiment2020-12-03Paper
A robust method for shift detection in time series2020-10-21Paper
Periodicity detection in irregularly sampled light curves by robust regression and outlier detection2020-10-14Paper
Interventions in log-linear Poisson autoregression2020-10-08Paper
Modeling attendance at Spanish professional football league2020-09-30Paper
On the Online Detection of Monotonic Trends in Time Series2020-09-23Paper
Pattern Detection in Intensive Care Monitoring Time Series with Autoregressive Models: Influence of the Model Order2020-09-22Paper
Graphical and phase space models for univariate time series2020-07-21Paper
Combining Graphical Models and PCA for Statistical Process Control2020-07-15Paper
Fast and Robust Filtering of Time Series with Trends2020-07-15Paper
Control charts for the mean based on robust two-sample tests2020-04-22Paper
Threshold optimization for classification in imbalanced data in a problem of gamma-ray astronomy2019-11-27Paper
Estimation methods for the LRD parameter under a change in the mean2019-05-08Paper
Fast and robust estimators of variance components in the nested error model2018-03-07Paper
Tukey's M-estimator of the Poisson parameter with a special focus on small means2017-08-08Paper
Change-Point Detection Under Dependence Based on Two-Sample U-Statistics2017-07-05Paper
Robust change-point detection in panel data2016-11-08Paper
Two-sample homogeneity tests based on divergence measures2016-08-04Paper
Modelling interventions in INGARCH processes2016-05-06Paper
Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure2016-03-22Paper
Multivariate generalized linear-statistics of short range dependent data2016-03-11Paper
Retrospective Bayesian outlier detection in INGARCH series2016-02-23Paper
Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median2015-11-12Paper
ROBUST FITTING OF INARCH MODELS2015-03-04Paper
On robust cross-validation for nonparametric smoothing2015-02-27Paper
Spatial sign correlation2015-02-20Paper
https://portal.mardi4nfdi.de/entity/Q53262422013-07-31Paper
Estimation of the variance of partial sums of dependent processes2013-01-25Paper
On the online estimation of local constant volatilities2012-12-30Paper
On the online estimation of local constant volatilities2012-11-01Paper
Cumulative disease progression models for cross-sectional data: A review and comparison2012-10-02Paper
Robust nonparametric tests for the two-sample location problem2012-05-08Paper
Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location2012-03-13Paper
Elliptical graphical modelling2011-12-28Paper
Robust nonparametric tests for the two-sample location problem2011-06-30Paper
Interventions in INGARCH processes2011-04-06Paper
Robust forecasting with exponential and Holt-Winters smoothing2011-01-06Paper
On Robust Gaussian Graphical Modeling2010-12-08Paper
Real‐time signal processing by adaptive repeated median filters2010-08-20Paper
Online analysis of time series by the \(Q_n\) estimator2010-03-30Paper
Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation.2009-08-17Paper
Computing the update of the repeated median regression line in linear time2009-07-09Paper
Weighted Repeated Median Smoothing and Filtering2009-06-12Paper
On rank tests for shift detection in time series2009-06-02Paper
On the robust detection of edges in time series filtering2009-06-02Paper
Repeated median and hybrid filters2008-12-11Paper
https://portal.mardi4nfdi.de/entity/Q53865712008-05-14Paper
https://portal.mardi4nfdi.de/entity/Q54572272008-04-14Paper
Partial Correlation Graphs and Dynamic Latent Variables for Physiological Time Series2008-03-06Paper
Bayesian design in queues: an application to aeronautic maintenance2007-07-23Paper
Online signal extraction by robust linear regression2007-05-29Paper
Robust location estimation under dependence2007-04-18Paper
Latent variable analysis and partial correlation graphs for multivariate time series2005-08-01Paper
https://portal.mardi4nfdi.de/entity/Q46802712005-06-07Paper
Robust filtering of time series with trends2004-12-20Paper
Robust signal extraction for on-line monitoring data.2004-05-27Paper
https://portal.mardi4nfdi.de/entity/Q44584212004-03-17Paper
https://portal.mardi4nfdi.de/entity/Q44584432004-03-17Paper
Decomposability and selection of graphical models for multivariate time series2004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44562782004-03-16Paper
https://portal.mardi4nfdi.de/entity/Q44098022003-07-01Paper
Autoregressive Linear Mixed Models for Investigating Humus Disintegration2002-07-01Paper
Recursive linear mixed models:some results on shared parameter estimation2002-04-25Paper
https://portal.mardi4nfdi.de/entity/Q42526981999-06-22Paper

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