The following pages link to Jürgen Franke (Q610155):
Displaying 40 items.
- On bootstrapping kernel spectral estimates (Q1192961) (← links)
- Bootstrapping nonparametric estimators of the volatility function. (Q1421318) (← links)
- Bootstrap of kernel smoothing in nonlinear time series (Q1611560) (← links)
- Nonparametric estimates for conditional quantiles of time series (Q1621960) (← links)
- Adaptive quantile computation for Brownian bridge in change-point analysis (Q2072415) (← links)
- Statistics of financial markets. An introduction (Q2255401) (← links)
- On the identification of large multilinear systems (Q2463652) (← links)
- A note on the identifiability of the conditional expectation for the mixtures of neural networks (Q2483449) (← links)
- (Q2752735) (← links)
- On a Mixture Model for Directional Data on the Sphere (Q2791833) (← links)
- Structural Adaptive Smoothing Procedures (Q2847945) (← links)
- Nonparametric changepoint detection for time series (Q3061524) (← links)
- (Q3216548) (← links)
- Minimax-robust prediction of discrete time series (Q3322936) (← links)
- Bootstrap autoregressive order selection (Q3438351) (← links)
- (Q3580321) (← links)
- Nonparametric Modeling in Financial Time Series (Q3646987) (← links)
- (Q3685903) (← links)
- ON THE ROBUST PREDICTION AND INTERPOLATION OF TIME SERIES IN THE PRESENCE OF CORRELATED NOISE (Q3696351) (← links)
- (Q3709713) (← links)
- A Levinson-Durbin recursion for autoregressive-moving average processes (Q3729864) (← links)
- ARMA processes have maximal entropy among time series with prescribed autocovariances and impulse responses (Q3734925) (← links)
- Optimal navigation with random terminal time in the presence of phase constraints (Q3921748) (← links)
- The intuitive dynamic programming approach to optimal stochastic navigation (Q3921749) (← links)
- (Q3946688) (← links)
- (Q4289972) (← links)
- (Q4356562) (← links)
- (Q4425019) (← links)
- (Q4445258) (← links)
- (Q4494426) (← links)
- (Q4545041) (← links)
- Properties of the nonparametric autoregressive bootstrap (Q4677009) (← links)
- BOOTSTRAPPING STATIONARY AUTOREGRESSIVE MOVING‐AVERAGE MODELS (Q4696582) (← links)
- Statistics of Financial Markets (Q5234385) (← links)
- Estimating market risk with neural networks (Q5386287) (← links)
- On geometric ergodicity of CHARME models (Q5391310) (← links)
- Changepoints in times series of counts (Q5397949) (← links)
- Statistics of financial markets. An introduction. (Q5893983) (← links)
- Statistics of financial markets. An introduction. (Q5917546) (← links)
- Statistics of financial markets. An introduction. (Q5920416) (← links)
