Jürgen Franke

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Person:610155

Available identifiers

zbMath Open franke.jurgenWikidataQ1717160 ScholiaQ1717160MaRDI QIDQ610155

List of research outcomes





PublicationDate of PublicationType
Adaptive quantile computation for Brownian bridge in change-point analysis2022-01-26Paper
Statistics of Financial Markets2019-09-26Paper
Nonparametric estimates for conditional quantiles of time series2018-11-12Paper
Statistics of financial markets. An introduction2015-02-16Paper
Changepoints in times series of counts2014-02-25Paper
Structural Adaptive Smoothing Procedures2013-09-25Paper
On geometric ergodicity of CHARME models2011-04-06Paper
Nonparametric changepoint detection for time series2010-12-15Paper
Statistics of financial markets. An introduction.2010-12-03Paper
https://portal.mardi4nfdi.de/entity/Q35803212010-08-12Paper
Nonparametric Modeling in Financial Time Series2009-11-27Paper
Estimating market risk with neural networks2008-05-14Paper
A note on the identifiability of the conditional expectation for the mixtures of neural networks2008-04-28Paper
Statistics of financial markets. An introduction.2008-01-30Paper
On the identification of large multilinear systems2007-12-16Paper
Bootstrap autoregressive order selection2007-05-15Paper
Properties of the nonparametric autoregressive bootstrap2005-05-20Paper
Statistics of financial markets. An introduction.2004-10-04Paper
https://portal.mardi4nfdi.de/entity/Q44452582004-01-28Paper
Bootstrapping nonparametric estimators of the volatility function.2004-01-26Paper
https://portal.mardi4nfdi.de/entity/Q44250192003-09-09Paper
Bootstrap of kernel smoothing in nonlinear time series2003-03-09Paper
https://portal.mardi4nfdi.de/entity/Q45450412002-08-13Paper
https://portal.mardi4nfdi.de/entity/Q44944262002-04-11Paper
https://portal.mardi4nfdi.de/entity/Q27527352001-10-17Paper
https://portal.mardi4nfdi.de/entity/Q43565621997-10-01Paper
https://portal.mardi4nfdi.de/entity/Q42899721995-01-19Paper
BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS1993-06-29Paper
On bootstrapping kernel spectral estimates1992-09-27Paper
Minimax-robust prediction of discrete time series1985-01-01Paper
A Levinson-Durbin recursion for autoregressive-moving average processes1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37097131985-01-01Paper
ARMA processes have maximal entropy among time series with prescribed autocovariances and impulse responses1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36859031984-01-01Paper
ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32165481984-01-01Paper
Optimal navigation with random terminal time in the presence of phase constraints1982-01-01Paper
The intuitive dynamic programming approach to optimal stochastic navigation1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39466881980-01-01Paper

Research outcomes over time

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