Jürgen Franke

Available identifiers

zbMath Open franke.jurgenWikidataQ1717160 ScholiaQ1717160MaRDI QIDQ610155

List of research outcomes

Publication	Date of Publication	Type
Adaptive quantile computation for Brownian bridge in change-point analysis	2022-01-26	Paper
Statistics of Financial Markets	2019-09-26	Paper
Nonparametric estimates for conditional quantiles of time series	2018-11-12	Paper
Statistics of financial markets. An introduction	2015-02-16	Paper
Changepoints in times series of counts	2014-02-25	Paper
Structural Adaptive Smoothing Procedures	2013-09-25	Paper
On geometric ergodicity of CHARME models	2011-04-06	Paper
Nonparametric changepoint detection for time series	2010-12-15	Paper
Statistics of financial markets. An introduction.	2010-12-03	Paper
https://portal.mardi4nfdi.de/entity/Q3580321	2010-08-12	Paper
Nonparametric Modeling in Financial Time Series	2009-11-27	Paper
Estimating market risk with neural networks	2008-05-14	Paper
A note on the identifiability of the conditional expectation for the mixtures of neural networks	2008-04-28	Paper
Statistics of financial markets. An introduction.	2008-01-30	Paper
On the identification of large multilinear systems	2007-12-16	Paper
Bootstrap autoregressive order selection	2007-05-15	Paper
Properties of the nonparametric autoregressive bootstrap	2005-05-20	Paper
Statistics of financial markets. An introduction.	2004-10-04	Paper
https://portal.mardi4nfdi.de/entity/Q4445258	2004-01-28	Paper
Bootstrapping nonparametric estimators of the volatility function.	2004-01-26	Paper
https://portal.mardi4nfdi.de/entity/Q4425019	2003-09-09	Paper
Bootstrap of kernel smoothing in nonlinear time series	2003-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q4545041	2002-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q4494426	2002-04-11	Paper
https://portal.mardi4nfdi.de/entity/Q2752735	2001-10-17	Paper
https://portal.mardi4nfdi.de/entity/Q4356562	1997-10-01	Paper
https://portal.mardi4nfdi.de/entity/Q4289972	1995-01-19	Paper
BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS	1993-06-29	Paper
On bootstrapping kernel spectral estimates	1992-09-27	Paper
Minimax-robust prediction of discrete time series	1985-01-01	Paper
A Levinson-Durbin recursion for autoregressive-moving average processes	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3709713	1985-01-01	Paper
ARMA processes have maximal entropy among time series with prescribed autocovariances and impulse responses	1985-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3685903	1984-01-01	Paper
ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3216548	1984-01-01	Paper
Optimal navigation with random terminal time in the presence of phase constraints	1982-01-01	Paper
The intuitive dynamic programming approach to optimal stochastic navigation	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3946688	1980-01-01	Paper

Research outcomes over time

This page was built for person: Jürgen Franke