Institut für Statistik Forschung
Abgeschlossene Dissertationen

Abgeschlossene Dissertationen

  • Essays on Time Series Analysis in the Context of Climate Change
    Teresa Flock
    Year: 2023
  • Essays on Time Series Analysis and Statistical Machine Learning
    Johanna Meier
    Year: 2023
  • Essays on Fractional Cointegration and Long Memory Time Series
    Mwasi Mboya
    Year: 2022
  • Essays on Persistence and Volatility in Financial Time Series
    Tristan Hirsch
    Year: 2022
  • Essays on Applied Time Series in Macroeconomics and Finance
    Theoplasti Kolaiti
    Year: 2022
  • Studien zu hochschulpolitischen Fragestellungen
    Britta Stöver
    Year: 2020
  • Essays on Long Memory Estimation and Testing for Structural Breaks under Long-Range Dependent Errors
    Simon Wingert
    Year: 2020
  • Essays on Financial Time Series with a Focus on High-Frequency Data
    Janis Becker
    Year: 2020
  • Essays on Testing for Nonlinearity in Time Series - Issues in Nonlinear Cointegration, Structural Breaks and Change in Persistence
    Claudia Grote
    Year: 2020
  • Essays on Structural Change Tests under Long Memory
    Kai Rouven Wenger
    Year: 2020
  • Essays on Fractional Cointegration and Seasonal Long Memory
    Michelle Laura Voges
    Year: 2019
  • Essays on fractional cointegration and spurious long memory
    Alia Afzal
    Year: 2019
  • Essays on Spurious Long Memory Time Series
    Marie Theres Busch
    Year: 2018
  • Essays on Robust Long Memory Inference
    Michael Wolfgang Will
    Year: 2018
  • Essays on Nonlinearities in Time Series: Regime Switching, Outlying Observations, and Changes in Persistence
    Saskia Rinke
    Year: 2016
  • Essays on Long Memory Time Series
    Christian Hendrik Leschinski
    Year: 2016
  • Essays on Empirical Finance in Times of Crises - Fractional Integration, Structural Breaks and Explosiveness
    Christoph Wegener
    Year: 2016
  • Essays on Model Risk - The Role of Volatility for the Accuracy of Financial Risk Models
    Johannes Rohde
    Year: 2015
  • Essays on Nonlinear and Explosive Time Series - With Applications to Financial Markets
    Hendrik Kaufmann
    Year: 2014
  • Contributions to Model Risk
    Corinna Luedtke
    Year: 2013
  • Essays on Model Risk
    Philip Bertram
    Year: 2012
  • Contributions to change-point analysis under long-range dependencies
    Juliane Willert
    Year: 2012
  • Essays on nonlinearity in economic time series
    Florian Heinen
    Year: 2011
  • Essays on the problem of distinguishing between long memory and nonlinear time series
    Heri Kuswanto
    Year: 2009
  • Essays on Persistence in Economic Time Series
    Robinson Kruse
    Year: 2008