Browsing All of EconStor by Author Sibbertsen, Philipp

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Year of PublicationTitleAuthor(s)
1998S-estimators in the linear regression model with long-memory error termsSibbertsen, Philipp
1999S-estimation in the nonlinear regression model with long-memory error termsSibbertsen, Philipp
2000Testing for structural change in the presence of long memoryKrämer, Walter; Sibbertsen, Philipp
2000Robust CUSUM-M test in the presence of long-memory disturbancesSibbertsen, Philipp
2000On robust local polynominal estimation with long-memory errorsBeran, Jan; Feng, Yuanhua; Ghosh, Sucharita; Sibbertsen, Philipp
2000Nonparametric M-estimation with long-memory errorsBeran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp
2000On robust local polynomial estimation with long-memory errorsBeran, Jan; Feng, Yuanhua; Gosh, Sucharita; Sibbertsen, Philipp
2000Nonparametric M-Estimation with Long-Memory ErrorsBeran, Jan; Gosh, Sucharita; Sibbertsen, Philipp
2001Long-memory in volatilities of German stock returnsSibbertsen, Philipp
2001Long-memory versus structural breaks: An overviewSibbertsen, Philipp
2001Robust tests on fractional cointegrationPeters, Andrea; Sibbertsen, Philipp
2001Persistenz und saisonale Abhängigkeiten in Abflüssen des RheinsLohre, Michael; Sibbertsen, Philipp
2001Long memory vs. structural change in financial time seriesKrämer, Walter; Sibbertsen, Philipp; Kleiber, Christian
2001Log-periodogram estimation of the memory parameter of a long-memory process under trendSibbertsen, Philipp
2002Generating schemes for long memory processes: Regimes, aggregation and linearityDavidson, James; Sibbertsen, Philipp
2003Distinguishing between long-range dependence and deterministic trendsSibbertsen, Philipp; Venetis, Ioannis
2003An introduction to Markov chains for interested high school studentsHalverscheid, Stefan; Sibbertsen, Philipp
2004The cost for the default of a loan : Linking theory and practiceSibbertsen, Philipp; Weißbach, Rafael
2004Pricing of options under different volatility modelsHerzberg, Markus; Sibbertsen, Philipp
2004Recognizing mathematical talent : an approach using discriminant analysisGebel, Meike; Sibbertsen, Philipp