Browsen in EconStor gesamt nach Autor:innen Kreiss, Jens-Peter
Zeige Ergebnisse 1 bis 7 von 7
| Erscheinungsjahr | Titel | Autor:innen |
| 1997 | Bootstrap of kernel smoothing in nonlinear time series | Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno |
| 1998 | Properties of the nonparametric autoregressive bootstrap | Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno; Neumann, Michael H. |
| 2001 | Autoregressive aided periodogram bootstrap for time series | Kreiss, Jens-Peter; Paparoditis, Efstathios |
| 2001 | Bootstrap methods for time series | Härdle, Wolfgang; Horowitz, Joel L.; Kreiss, Jens-Peter |
| 2009 | A non-stationary approach for financial returns with nonparametric heteroscedasticity | Gürtler, Marc; Kreiss, Jens-Peter; Rauh, Ronald |
| 2013 | A model specification test for GARCH(1,1) processes | Leucht, Anne; Neumann, Michael H.; Kreiss, Jens-Peter |
| 2015 | Baxter's inequality and sieve bootstrap for random fields | Meyer, Marco; Jentsch, Carsten; Kreiss, Jens-Peter |
