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Publications
2024
- Published
Discrete mixture representations of spherical distributions
Baringhaus, L. & Grübel, R., Apr 2024, In: Statistical papers. 65, 2, p. 557-596 40 p.Research output: Contribution to journal › Article › Research › peer review
2023
- Published
A general framework for spatial GARCH models
Otto, P. & Schmid, W., Oct 2023, In: Statistical papers. 64, 5, p. 1721-1747 27 p.Research output: Contribution to journal › Article › Research › peer review
2021
- Published
A comparison of semiparametric tests for fractional cointegration
Leschinski, C., Voges, M. & Sibbertsen, P., Aug 2021, In: Statistical Papers. 62, 4, p. 1997–2030 34 p.Research output: Contribution to journal › Article › Research › peer review
- Published
Stochastic properties of spatial and spatiotemporal ARCH models
Otto, P., Schmid, W. & Garthoff, R., Apr 2021, In: Statistical papers. 62, 2, p. 623-638 16 p.Research output: Contribution to journal › Article › Research › peer review
2013
- Published
Editors' introduction
Sibbertsen, P. & Weißbach, R., Nov 2013, In: Statistical papers. 54, 4, p. 907-909 3 p.Research output: Contribution to journal › Editorial in journal › Research › peer review
- Published
Fractional integration versus level shifts: the case of realized asset correlations
Bertram, P., Kruse, R. & Sibbertsen, P., Nov 2013, In: Statistical papers. 54, 4, p. 977-991 15 p.Research output: Contribution to journal › Article › Research › peer review
2012
- Published
Testing for a break in persistence under long-range dependencies and mean shifts
Sibbertsen, P. & Willert, J., May 2012, In: Statistical papers. 53, 2, p. 357-370 14 p.Research output: Contribution to journal › Article › Research › peer review
1997
- Published
Pseudo latent models: Goodness of fit measures, residuals, estimation, testing, and simulation
Hübler, O., Sept 1997, In: Statistical papers. 38, 3, p. 271-285 15 p.Research output: Contribution to journal › Article › Research › peer review