Franke, Jürgen, 1952-
Franke, Jürgen.
Jürgen Franke
Franke, Jürgen, matematik
Franke, J. (Jürgen)
VIAF ID: 122139792 ( Personal )
Permalink: http://viaf.org/viaf/122139792
Preferred Forms
- 200 _ | ‡a Franke ‡b Jürgen
- 100 1 _ ‡a Franke, J. ‡q (Jürgen)
-
- 100 1 _ ‡a Franke, Jürgen ‡d 1952-
-
- 100 1 _ ‡a Franke, Jürgen, ‡d 1952-
-
- 100 1 _ ‡a Franke, Jürgen, ‡d 1952-....
-
-
- 100 1 _ ‡a Franke, Jürgen ‡d 1952-
- 100 1 _ ‡a Franke, Jürgen, ‡c matematik
-
-
-
- 100 0 _ ‡a Jürgen Franke
4xx's: Alternate Name Forms (18)
5xx's: Related Names (23)
- 551 _ _ ‡a Berlin
- 500 1 _ ‡a Franke, Jürgen E. ‡d 1952- ‡e Pseudonym
- 500 1 _ ‡a Franke, Jürgen E. ‡d 1952-
- 551 _ _ ‡a Friedberg (Hessen)
- 500 1 _ ‡a Gasser, Theo
- 500 1 _ ‡a Hafner, Christian
- 500 1 _ ‡a Hafner, Christian M.
- 500 1 _ ‡a Hafner, Christian M. ‡d 1967-
- 500 1 _ ‡a Hafner, Christian Matthias
- 500 1 _ ‡a Härdle, Wolfgang
- 500 1 _ ‡a Härdle, Wolfgang Karl
- 551 _ _ ‡a Kaiserslautern
- 500 1 _ ‡a Martin, D.
- 500 1 _ ‡a Martin, Douglas
- 500 1 _ ‡a Mendonça, Ina de
- 500 1 _ ‡a Offe, Claus ‡d 1940-....)
- 510 2 _ ‡a Sonderforschungsbereich 123 Stochastische Mathematisch Modelle (Deutschland)
- 510 2 _ ‡a Sonderforschungsbereich 123--"Stochastische Mathematische Modelle."
- 500 1 _ ‡a Stahl, Gerhard
- 510 2 _ ‡a Technische Universität Kaiserslautern ‡e Affiliation
- 510 2 _ ‡a Technische Universität Kaiserslautern
- 500 1 _ ‡a Vogt, Winfried
- 500 1 _ ‡a Wolfgang, Härdle
Works
Title | Sources |
---|---|
Asymptotics for change-point tests and change-point estimators | |
Benutzungsführer; im Anhang : Die Benutzungsordnung | |
Bernstein inequality for strongly mixing spatial random processes | |
Bootstrap for the Functional Autoregressive Model FAR(1) | |
Bootstrap of kernel smoothing in nonlinear time series | |
bootstrap test for comparing images in surface inspection | |
Bootstrapping neural networks | |
Changepoint tests for INARCH time series | |
Einführung in die Statistik der Finanzmärkte | |
Das Ende des billigen Atomstroms ; Projekt am Öko-Institut Freiburg | |
Estado e capitalismo | |
Fibre Processes and their Applications | |
Finanzinnovation (Grundlagen und Praxis der Optionspreisbestimmung) | |
Fitting autoregressive processes to eeg time series an empir. comparison of estimates of the order | |
General Kriging for Spatial-Temporal Processes with Random ARX-Regression Parameters | |
Grundzüge der Mikroökonomik | |
improved version of Breiman's minimax filter | |
Knaurs Buch der Rollenspiele | |
Levinson-Durbin recursion for ARMA processes | |
Local Smoothing Methods with Regularization in Nonparametric Regression Models | |
Local stationarity for spatial data | |
Maximum Likelihood Estimators for Markov Switching Autoregressive Processes with ARCH Component | |
Measuring risk in complex stochastic systems | |
Modeling Road Roughness with Conditional Random Fields | |
Multivariate First-Order Integer-Valued Autoregressions | |
Nonlinear and Nonparametric Methods for Analyzing Financial Time Series | |
Nonparametric Estimation in a Stochastic Volatility Model | |
Nonparametric Estimators of GARCH Processes | |
Nonparametric Tests for Change Points in Hazard Functions under Random Censorship in Survival Analysis | |
note on the identifiability of the conditional expectation for the mixtures of neural networks | |
On a goodness-of-fit test for spectral densites and its application to autoregressive spectral estimates | |
On Geometric Ergodicity of CHARME Models | |
On the choice of local bandwidth for kernel spectral estimates using the bootstrap | |
On the prediction of a discrete time series in the presence of correlated noise | |
Ein Optimierungsproblem aus der ... 1979 | |
Portfolio management and market risk quantification using neural networks | |
Properties of the nonparametric autoregressive bootstrap | |
Quantile Sieve Estimates for Time Series | |
Robust and nonlinear time series analysis : proceedings of a Workshop organized by the Sonderforschungsbereich 123 "Stochastische Mathematische Modelle", Heidelberg 1983 | |
Some asymptotics for local least-squares regression with regularization | |
Statistics of financial markets : an introduction | |
Text mining : theoretical aspects and applications | |
Über den Einfluß der Prozeßparameter auf die Fällungskristallisation am Beispiel von Calciumcarbonat und Calciumsulfat Dihydrat | |
Untersuchungen zur Kriminologie des ungeeigneten Kraftfahrers : kriminologische Untersuchungen an Verurteilten, denen nach § 42 m StGB die Fahrerlaubnis entzogen worden ist | |
Volkswirtschaftslehre / Wolfgang Cezanne, Jürgen Franke. - München, 1983. | |
Weak Dependence of Functional INGARCH Processes | |
Zur Nutzerschulung und Öffentlichkeitsarbeit |