Abgeschlossene Dissertationen – Institut für Statistik

Essays on Detecting Structural Breaks in Fractional Cointegration and Long-Memory Time Series

Krischan Fitter

Jahr: 2025

Essays on Time Series Analysis and Statistical Network Modelling

Vivien Nathalie Less

Jahr: 2025

Essays on Structural Changes in Fractional Cointegration and in Forecast Residuals under Long Memory

Tom Jannik Kreye

Jahr: 2025

Essays on Time Series Analysis in the Context of Climate Change

Teresa Flock

Jahr: 2023

Essays on Time Series Analysis and Statistical Machine Learning

Johanna Meier

Jahr: 2023

Essays on Fractional Cointegration and Long Memory Time Series

Mwasi Mboya

Jahr: 2022

Essays on Persistence and Volatility in Financial Time Series

Tristan Hirsch

Jahr: 2022

Essays on Applied Time Series in Macroeconomics and Finance

Theoplasti Kolaiti

Jahr: 2022

Studien zu hochschulpolitischen Fragestellungen

Britta Stöver

Jahr: 2020

Essays on Long Memory Estimation and Testing for Structural Breaks under Long-Range Dependent Errors

Simon Wingert

Jahr: 2020

Essays on Financial Time Series with a Focus on High-Frequency Data

Janis Becker

Jahr: 2020

Essays on Testing for Nonlinearity in Time Series - Issues in Nonlinear Cointegration, Structural Breaks and Change in Persistence

Claudia Grote

Jahr: 2020

Essays on Structural Change Tests under Long Memory

Kai Rouven Wenger

Jahr: 2020

Essays on Fractional Cointegration and Seasonal Long Memory

Michelle Laura Voges

Jahr: 2019

Essays on fractional cointegration and spurious long memory

Alia Afzal

Jahr: 2019

Essays on Spurious Long Memory Time Series

Marie Theres Busch

Jahr: 2018

Essays on Robust Long Memory Inference

Michael Wolfgang Will

Jahr: 2018

Essays on Nonlinearities in Time Series: Regime Switching, Outlying Observations, and Changes in Persistence

Saskia Rinke

Jahr: 2016

Essays on Long Memory Time Series

Christian Hendrik Leschinski

Jahr: 2016

Essays on Empirical Finance in Times of Crises - Fractional Integration, Structural Breaks and Explosiveness

Christoph Wegener

Jahr: 2016

Essays on Model Risk - The Role of Volatility for the Accuracy of Financial Risk Models

Johannes Rohde

Jahr: 2015

Essays on Nonlinear and Explosive Time Series - With Applications to Financial Markets

Hendrik Kaufmann

Jahr: 2014

Contributions to Model Risk

Corinna Luedtke

Jahr: 2013

Essays on Model Risk

Philip Bertram

Jahr: 2012

Contributions to change-point analysis under long-range dependencies

Juliane Willert

Jahr: 2012

Essays on nonlinearity in economic time series

Florian Heinen

Jahr: 2011

Essays on the problem of distinguishing between long memory and nonlinear time series

Heri Kuswanto

Jahr: 2009

Essays on Persistence in Economic Time Series

Robinson Kruse

Jahr: 2008