Browsen in EconStor gesamt nach Autor:innen Meyer, Marco
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Erscheinungsjahr | Titel | Autor:innen |
2015 | Baxter's inequality and sieve bootstrap for random fields | Meyer, Marco; Jentsch, Carsten; Kreiss, Jens-Peter |
2016 | Empirical characteristic functions-based estimation and distance correlation for locally stationary processes | Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, Carina |
2020 | Tucker S. McElroy, Dimitris N. Politis (2020): Time series: a first course with bootstrap starter | Meyer, Marco |
2021 | Simultaneous inference for autocovariances based on autoregressive sieve bootstrap | Braumann, Alexander; Kreiss, Jens‐Peter; Meyer, Marco |