Servicenavigation

Discussion Papers

Discussion papers SFB 823 in 2018

• 37/18: Kevin Leckey, Dennis Malcherczyk, Christine H. Müller
  Generalized sign tests based on sign depth

• 36/18: Sascha Alexander Keweloh
  A generalized method of moments estimator for structural vector autoregressions based on higher moments

• 35/18: Holger Dette, Kirsten Schorning, Maria Konstantinou
  Optimal designs for series estimation in nonparametric regression with correlated data

• 34/18: Justin Chown, Nicolai Bissantz, Holger Dette
  Goodness-of-fit testing the error distribution in multivariate indirect regression

• 33/18: Anne van Delft, Holger Dette
  A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing

• 32/18: Claudio Durastanti, Tim Patschkowski
  Aliasing effects for random fields over spheres of arbitrary dimension

• 31/18: Manuel Frondel, Marco Horvath, Colin Vance, Alexander Kihm
  Increased market transparency in Germany's gasoline market: The death of rockets and feathers?

• 30/18: Nadja Malevich, Christine H. Müller, Michael Kansteiner, Dirk Biermann, Manuel Ferreira, Wolfgang Tillmann
  Statistical analysis of the lifetime of diamond impregnated tools for core drilling of concrete

• 29/18: Sermad Abbas, Roland Fried, Jens Heinrich, Melanie Horn, Mirko Jakubzik,
  Johanna Kohlenbach, Reinhard Maurer, Anne Michels, Christine H. Müller
  Detection of anomalous sequences in crack data of a bridge monitoring

• 28/18: Holger Dette, Theresa Schüler, Mathias Vetter
  Multiscale change point detection for dependent data

• 27/18: Martin Wagner, Karsten Reichold
  Panel cointegrating polynomial regressions: Group-mean fully modified OLS estimation and inference

• 26/18: Rafael Weißbach, Lucas Radloff
  Consistency for the negative binomial regression with fixed covariate

• 25/18: Axel Bücher, Peter N. Posch, Philipp Schmidtke
  Using the extremal index for value-at-risk-backtesting

• 24/18: Stephan Sommer
  Switching to green electricity: Spillover effects on household consumption

• 23/18: Mark Andor, Christopher Parmeter, Stephan Sommer
  Combining uncertainty with uncertainty to get certainty? Efficiency analysis for regulation purposes

• 22/18: Robert M. de Jong, Martin Wagner
  Panel cointegrating polynomial regression analysis and the environmental Kuznets curve

• 21/18: Holger Dette, Kevin Kokot, Stanislav Volgushev
  Testing relevant hypothesis in functional time series via self-normalization

• 20/18: Nadja Malevich, Christine H. Müller
  Optimal designs for inspection times of interval-censored data

• 19/18: Axel Bücher, Stanislav Volgushev, Nan Zou
  On second order conditions in the multivariate block maxima and peak over threshold method

• 18/18: Oliver Stypka, Martin Wagner
  The Phillips unit root tests for polynomials of integrated processes

• 17/18: Axel Bücher, Holger Dette, Florian Heinrichs
  Detecting deviations from second-order stationarity in locally stationary functional time series

• 16/18: Manuel Frondel, Marco Horvath
  The U. S. fracking boom: Impact on oil prices

• 15/18: Katharina Dyballa, Kornelius Kraft
  Foreign competition and executive compensation in the manufacturing industry - A comparison between Germany and the U.S.

• 14/18: Kira Alhorn, Kirsten Schorning, Holger Dette
  Optimal designs for frequentist model averaging

• 13/18: Manuel Frondel, Gerhard Kussel, Stephan Sommer
  The price response of residential electricity demand in Germany: A dynamic approach

• 12/18: Maurice Hansen
  On axiomizing and extending the quasi-arithmetic mean

• 11/18: Oleg Badunenko, Harald Tauchmann
  Simar and Wilson two-stage efficiency analysis for Stata

• 10/18: Carina Gerstenberger
  Robust discrimination between long-range dependence and a change in mean

• 9/18: Julia Reynolds, Leopold Sögner, Martin Wagner, Dominik Wied
  Deviations from triangular arbitrage parity in foreign exchange and bitcoin markets

• 8/18: Joachim Kunert, Johanna Mielke
  Efficient designs for the estimation of mixed and self carryover effects

• 7/18: Justin Chown, Cédric Heuchenne, Ingrid Van Keilegom
  The nonparametric location-scale mixture cure model

• 6/18: Mark Andor, Manuel Frondel, Stephan Sommer
  Equity and the willingness to pay for green electricity: Evidence from Germany

• 5/18: Pramita Bagchi, Subhra Sankar Dhar
  A study on the least square estimator of multiple isotonic regression function

• 4/18: Michael Hoffmann
  On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process

• 3/18: Johanna Mielke, Joachim Kunert
  Universally optimal crossover designs for the estimation of mixed-carryover effects with an application to biosimilar development
  
  
• 2/18: Holger Dette, Josua Gösmann
  A likelihood ratio approach to sequential change point detection

• 1/18: Holger Dette, Weichi Wu
  Change point analysis in non-stationary processes - a mass excess approach