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Browsing All of EconStor by Author Neumann, Michael H.

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Showing results 1 to 11 of 11

Year of Publication	Title	Author(s)
1997	On robustness of model-based bootstrap schemes in nonparametric time series analysis	Neumann, Michael H.
1997	Teaching wavelets in XploRe	Klinke, Sigbert; Golubev, Yuri; Härdle, Wolfgang; Neumann, Michael H.
1997	Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations	Neumann, Michael H.
1997	Problems related to bootstrapping impulse responses of autoregressive processes	Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H.
1998	Properties of the nonparametric autoregressive bootstrap	Franke, Jürgen; Kreiss, Jens-Peter; Mammen, Enno; Neumann, Michael H.
1998	A nonparametric test for the stationary density	Neumann, Michael H.; Paparoditis, Efstathios
2000	Bootstrap inference in single equation error correction models	Herwartz, Helmut; Neumann, Michael H.
2007	A robust bootstrap approach to the Hausman test in stationary panel data models	Herwartz, Helmut; Neumann, Michael H.
2013	A model specification test for GARCH(1,1) processes	Leucht, Anne; Neumann, Michael H.; Kreiss, Jens-Peter
2014	Dependent wild bootstrap for the empirical process	Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H.
2023	Estimation and bootstrap for stochastically monotone Markov processes	Neumann, Michael H.

Showing results 1 to 11 of 11