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Preprintreihe des Bereichs Mathematische Statistik und Stochastische Prozesse

2017-01 Natalie Neumeyer, Marek Omelka, Sarka Hudecova
A copula approach for dependence modeling in multivariate nonparametric time series
[Link]
2016-04 Marie Hušková, Natalie Neumeyer, Tobias Niebuhr, Leonie Selk
Specification testing in nonparametric AR-ARCH models
[Link]
2016-03 Holger Drees und Anja Janßen
Conditional Extreme Value Models: Fallacies and Pitfalls
[Link]
2016-02 Richard A. Davis, Holger Drees, Johan Segers, Michal Warchol
Modeling serial extremal dependence
[Link]
2016-01 Hans Daduna, Ruslan Krenzler, Robert Ritter, Dietrich Stoyan
Heuristic Approximations for Closed Networks: A Case Study in Open-pit Mining
[Link]
2015-03 Holger Drees
Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms
[Link]
2015-02 Nha-Nghi de la Cruz, Hans Daduna
Monotonicity of Base Stock Policies
[Download (331 KB)]
2015-01 Anja Janßen, Holger Drees
Joint exceedances of random products
[Link]
2014-07 Holger Drees, Natalie Neumeyer, Leonie Selk
Hypotheses tests in boundary regression models
[Link]
2014-06 Markus Reiß, Leonie Selk
Efficient estimation of functionals in nonparametric boundary models
[Link]
2014-05 Natalie Neumeyer, Hohsuk Noh, Ingrid Van Keilegom
Heteroscedastic semiparametric transformation models: estimation and testing for validity
[Link]
2014-04 Jennifer Sommer, Hans Daduna, Bernd Heidergott
Non-ergodic Jackson Networks with Infinite Supply - Local Stabilization and Local Equilibrium Analysis
[Download (291 KB)]
2014-03 Jennifer Sommer, Hans Daduna, Bernd Heidergott
Jackson Networks with Infinite Supply and Unreliable Nodes
[Download (372 KB)]
2014-02 Ruslan Krenzler, Hans Daduna, Sonja Otten
Randomization for Markov chains with applications to networks in a random environment
[Link]
2014-01 Sonja Otten, Ruslan Krenzler, Hans Daduna
Integrated models for production-inventory systems
[Download (715 KB)]
2013-05 Hans Daduna, Ryszard Szekli
Correlation formulas for Markovian network processes in a random environment
[Download (419 KB)]
2013-04 Anja Janßen, Holger Drees
A stochastic volatility model with flexible extremal dependence structure
[Link]
2013-03 M. Birke, N. Neumeyer, S. Volgushev
The independence process in conditional quantile location-scale models and an application to testing for monotonicity
[Download (538 KB)]
2013-02 Ruslan Krenzler, Hans Daduna
Loss systems in a random environment - embedded Markov chains analysis
[Download (772 KB)]
2013-01 Onno Boxma, Hans Daduna
The cyclic queue and the tandem queue
[Download (324 KB)]
2012-04 Hans Daduna, Ruslan Krenzler
Loss systems in a random environment - steady state analysis
[Download (547 KB)]
2012-03 Stanislav Volgushev, Melanie Birke, Holger Dette, Natalie Neumeyer
Significance testing in quantile regression
[Download (448 KB)]
2012-02 Natalie Neumeyer, Leonie Selk
A note on nonparametric testing for Gaussian innovations in AR-ARCH models
[Download (558 KB)]
2012-01 Leonie Selk, Natalie Neumeyer
Testing for a change of the innovation distribution in nonparametric autoregression - the sequential empirical process approach
[Download (1249 KB)]
2011-05 Holger Dette, Matthias Guhlich, Natalie Neumeyer
Testing for additivity in nonparametric quantile regression
[Download (392 KB)]
2011-04 Angelika Rohde
Accuracy of Empirical Projections of High-Dimensional Gaussian Matrices
[Link]
2011-03 Holger Drees, Laurens de Haan
Estimating failure probabilities
[Link]
2011-02 Holger Drees
Extreme value analysis of actuarial risks: estimation and model validation
[Link]
2011-01 Stefan Hoderlein, Holger Dette, Natalie Neumeyer
Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness
[Download (569 KB)]
2010-07 Sebastian Kiwitt, Natalie Neumeyer
Estimating the conditional error distribution in nonparametric regression
[Download (430 KB)]
2010-06 Angelika Rohde, Claudia Strauch
Uniform Central Limit Theorems for Multidimensional Diffusions
[Link]
2010-05 Birte Muhsal, Natalie Neumeyer
A note on residual-based empirical likelihood kernel density estimation
[Download (456 KB)]
2010-04 Erhard Kremer
Bayes Statistics for mixed Erlang-models
[Download (170 KB)]
2010-03 Melanie Birke and Natalie Neumeyer
Testing monotonicity of regression functions - an empirical process approach
[Download (269 KB)]
2010-02 Andreas Rößler
Strong and Weak Approximation Methods for Stochastic Differential Equations - Some Recent Developments
[Download (267 KB)]
2010-01 Angelika Rohde und Alexandre Tsybakov
Estimation of High-Dimensional Low-Rank Matrices
[Link]
2009-05 O. Stenzel, H. Daduna
Weak Convergence Limits for Closed Cyclic Networks of Queues with Multiple Bottleneck Nodes
[Download (444 KB)]
2009-04 Erhard Kremer
A Polynomial Bühlmann-Straub Method
[Download (249 KB)]
2009-03 Holger Drees, Holger Rootzén
Limit Theorems for Empirical Processes of Cluster Functionals
[Link]
2009-02 V. Lange, H. Daduna
On the Weber Problem in Logistic and Services Networks
[Download (260 KB)]
2008-03 Natalie Neumeyer, Juan Carlos Pardo-Fernandez
A simple test for comparing regression curves versus one-sided alternatives
[Download (219 KB)]
2008-02 Sebastian Kiwitt, Natalie Neumeyer
Nonparametric copula density estimation: testing for independence and other applications
[Download (225 KB)]
2008-01 Natalie Neumeyer, Ingrid Van Keilegom
Estimating the error distribution in nonparametric multiple regression with applications to model testing
[Download (227 KB)]
2007-06 Natalie Neumeyer
Testing independence in nonparametric regression.
[pdf-File]
2007-05 Holger Drees
Some aspects of extreme value theory under serial dependence.
[Link]
2007-04 H. Daduna, C. Malchin, R. Szekli
Weak convergence limits for sojourn times in cyclic queues under heavy traffic conditions.
[pdf-File]
2007-03 C. Malchin, H. Daduna
Bottleneck analysis of discrete time networks: Sojourn times.
[pdf-File]
2007-02 Holger Drees and Peter Müller
Modeling Dependencies in Large Claims.
[pdf-File]
2006-08 Natalie Neumeyer
A bootstrap version of the residual-based smooth empirical distribution function.
[ps-File]
2006-07 Natalie Neumeyer
Smooth residual bootstrap for empirical processes of non parametric regression residuals.
[ps-File]
2006-06 Natalie Neumeyer, Ingrid Van Keilegom
Change-point tests for the error distribution in nonparametric regression.
[ps-File]
2006-05 J.M. Dittmer
Nearest-Neighbour Methods for Reserving with respect to Individual Losses.
[pdf-File]
2006-03 Uwe Joenck
Local Likelihood Estimators in a Regression Model for Stock Returns.
[pdf-File]
2006-02 Christian Malchin, Hans Daduna
Discrete Time Queueing Networks with Product Form Steady State: Availability and Performance Analysis in an Integrated Model
[ps-File]
2005-06 C. Malchin, H. Daduna
Availability and performance analysis in a discrete time tandem network with product form steady state.
[ps.gz-File]
2005-05 H. Daduna, V. Pestien, S. Ramakrishnan
On convergence of throughput in large networks with state-dependent service rates.
[ps.gz-File]
2005-04 Hans Daduna, Rafal Kulik, Cornelia Sauer, Ryszard Szekli
Isotone Differences ordering for unreliable Markovian queueing networks.
[ps.gz-File]
2005-03 M. Schwarz, H. Daduna
Queueing systems with inventory management with random lead times and with backordering.
[ps.gz-File]
2005-02 Vydas Cekanavicius, Bero Roos
Compound binomial approximations.
2005-01 Erhard Kremer
Further on Credibility Theory.
2004-08 Vydas Cekanavicius, Bero Roos
Two-parametric compound binomial approximations.
2004-07 Christian Hennig
A general robustness and stability theory for cluster analysis.
2004-06 Erhard Kremer
The correlated chain ladder method for reserving in case of multiple excess layers.
2004-05 Erhard Kremer
On the Drop Down Excess-of-Loss Cover.
2004-04 Cornelia Sauer, Hans Daduna
Degradable networks with general up and down time distributions.
[ps.gz-File]
2004-03 Christian Malchin, Hans Daduna
On the structure of roundtrip time distributions in discrete time networks.
[ps.gz-File]
2004-02 Erhard Kremer
Final on Largest Claims Reinsurance.
2004-01 Holger Drees, Laurens de Haan, Deyuan Li
Approximations to the Tail Empirical Distribution Function with Application to Testing Extreme Value Conditions.
[ps.gz-File]
2003-09 Maike Schwarz, Cornelia Sauer, Hans Daduna
Exponential queueing networks with an attached inventory under (r,Q)- or (r,S)-policy.
[ps.gz-File]
2003-08 Michael Brendel
Testing hypotheses under a generalized Koziol-Green model with partially informative censoring.
[pdf-File]
2003-07 Maike Schwarz, Cornelia Sauer, Hans Daduna, Rafal Kulik, Ryszard Szekli
M/M/1-systems with different inventory management policies and lost sales.
[ps.gz-File]
2003-06 Christian Malchin, Hans Daduna
An invariance property of conditional sojourn time distributions in cyclic networks of queues.
[ps.gz-File]
2003-05 Bero Roos
Poisson approximation via the convolution with Kornya-Presman signed measures

2003-04 Bero Roos, Dietmar Pfeifer
On Error Bounds for the Approximation of Random Sums

2003-03 Bero Roos
Poisson Approximation of Multivariate Poisson Mixtures

2003-02 Erhard Kremer
On the Loading of Largest Claims Reinsurance Covers

2003-01 Cornelia Sauer, Hans Daduna
BCMP networks with unreliable servers
[ps.gz-File]
2002-08 Ruslan K. Chornei, Hans Daduna, Pavel S. Knopov
Controlled semi-Markov fields with graph-structured compact state space
[ps.gz-File]
2002-07 Günter Heimann, Georg Neuhaus
On the Exact Conditional Distribution for Peto's Combined Test for Carcinogenicity Assays
2002-06 Ruslan K. Chornei, Hans Daduna, Pavel S. Knopov
Stochastic games for distributed players on graphs
[ps.gz-File]
2002-05 Bero Roos, Dietmar Pfeifer
On the Distance Between the Distributions of Random Sums
2002-04 Bero Roos
Kerstan's method for compound Poisson approximation
2002-03 Hans Daduna, Ryszard Szekli
Dependence Structure of Sojourn Times via Partition Separated Ordering.
[ps.gz-File]
2002-02 B. Roos
Kerstan's method in the multivariate Poisson approximation: an expansion in the exponent.
2002-01 Erhard Kremer
Random coefficient autoregressive loss reserving, revisited.
2001-06 B. Roos
Improvements in the Poisson approximation of mixed Poisson distributions.
2001-05 Erhard Kremer
Risikotheorie der Höchstschadenrückversicherung.
2001-04 H. Daduna, V. Pestien, S. Ramakrishnan
Asymptotic throughput in discrete-time cyclic networks with queue-length-dependent service rates.
2001-03 C. de Vegt, S. Zwanzig
Comparison of reference frame linking methods.
2001-02 M. Schmelling, S. Zwanzig
The data set of Mölln.
2001-01 Erhard Kremer
Further on Excess-of-Loss Reinsurance.
2000-11 M. Husková, G. Neuhaus
Some Simple Unconditional and Conditional Tests for Testing Tumour Onset Times.
2000-10 M. Schwarz
Multi-Item Inventory Control: The K-Curve Methodology.
[PostScript-File]
2000-09 R.K. Chornei, H. Daduna, P.S. Knopov
Local control of interacting Markov processes on graphs with compact state space.
[PostScript-File]
2000-08 R.K. Chornei, H. Daduna, P.S. Knopov
Controlled Markov fields with finite state space on graphs.
[PostScript-File]
2000-07 Roos, B.
Sharp constants in the Poisson approximation.
2000-06 Li-Xing Zhu, Georg Neuhaus
Nonparametric Monte Carlo tests for multivariate distributions.
2000-05 H. Daduna, R. Szekli
Monotonicity and dependence properties of sojourn and cycle times in closed networks
2000-04 Erhard Kremer
Further on Largest Claims Reinsurance
2000-03 Erhard Kremer
Aktuarielle Notizen
2000-02 Christian Hennig
Regression Fixed Point Clusters: Motivation, Consistency and Simulations
2000-01 Alexander Ivanov, Silvelyn Zwanzig
Saddlepoint expansions in linear regression
1999-09 J. Hurt, P. Lachout, D. Pfeifer
On an estimation problem for type I censored spatial poisson processes
1999-08 Lutz Mattner
Minimal sufficient statistics in location-scale parameter models
1999-07 Hans Daduna, Bernadette Desert
Discrete time tandem networks: The effect of different regulation schemes for simultaneous events on customer oriented performance measures
1999-06 Lutz Mattner
Sufficiency, exponential families, and algebraically independent numbers
1999-05 Christian Hennig
FIXMAHAL and FIXREG: Software for Fixed Point Cluster Analysis
1999-04 Lutz Mattner
Product measurability, parameter integrals, and a Fubini counterexample
1999-03 Günter Heimann, Georg Neuhaus
On Asymptotic and Exact Conditional Distributions for Peto's Combined Test for Carcinogenicity Assays
1999-02 Lutz Mattner
Complex differentiation under the integral
1999-01 K. A. Borovkov and Dietmar Pfeifer
Estimates for the syracuse problem via a probabilistic model
1998-11 H. Daduna, P.S. Knopov
Optimal Admission Control for M/D/1/K Queuing Systems.
1998-10 L. Mattner
What are cumulants?
1998-09 G. Neuhaus
Rank Tests in Survival Analysis.
1998-08 H. Daduna, P.S. Knopov, L.P. Tur
Optimal Base Stock Strategies for Inventory Systems with general cost function.
1998-07 E. Kremer
Notes on Discounting Theory.
1998-06 B. Roos
Multinomial and Krawtchouk approximations to the generalized multinomial distribution.
1998-05 C. Hennig
Fixed Point Clusters, Clusterwise Linear Regression.
[PostScript-File]
1998-04 C. Hennig
Was ist Wahrscheinlichkeit? Konstruktivistische Überlegungen.
[PostScript-File]
1998-03 E. Kremer
News on Statistical Loss Reserving.
1998-02 H. Daduna, S. Meyer
Sojourn times in tandem queues with state-dependent arrival rates.
1998-01 E. Kremer
Two notes on credibility.
1997-15 D. Pfeifer, C. Hipp
Risikotheoretische Konzepte unter Maple und Excel.
1997-14 E. Kremer
News on Reinsurance Mathematics.
1997-13 B. Roos
Binomial Approximation to the Poisson binomial distribution: The Krawtchouk expansion.
1997-12 H. Daduna, R. Szekli
On the Correlation of Sojourn Times in Open Networks of Exponential Multiserver Queues.
1997-11 S. Zwanzig, A. Kukush
On a corrected contrast estimator in the implicit nonlinear functional relation model.
1997-10 S. Zwanzig
Application of Hipparcos dates: A new statistical method for star reduction.
1997-09 E. Kremer
Die verallgemeinerte Pareto-Verteilung in der Rückversicherung.
1997-08 L. Mattner
On Burdick's symmetry problem.
1997-07 G. Neuhaus
Conditional and Unconditional Two-Sample Rank Tests for Truncated Data.
1997-06 H. Daduna
Discrete time analysis of a state dependent tandem system with different customer types.
1997-05 B. Roos
On the rate of multivariate Poisson convergence.
1997-04 D. Pfeifer
A statistical model to analyse catastrophe claims by means of record values.
1997-03 S. Zwanzig, A. Kukush
Consistency and inconsistency of the weighted least squares estimator in linear functional relations with dependent error terms.
1997-02 L. Mattner
Remarkable asymmetric random walks.
1997-01 G. Neuhaus
On Testing Tumor Onset Times.
1996-16 D. Heck-Boldebuck, F. Liese, G. Neuhaus
Two-sample tests for unequally truncated data.
1996-15 B. Roos
Metric Multivariate Poisson Approximation of a Generalized Multinomial Distribution.
1996-14 B. Roos
Asymptotics and sharp bounds in the Poisson approximation to the Poisson binomial distribution.
1996-13 H. Daduna
Discrete time queueing networks: Recent Developments.
1996-12 S. Zwanzig, A. Kukush
On inconsistency of the least squares estimator in nonlinear functional error-in-variables models.
1996-11 G. Neuhaus, D. Heck-Boldebuck, G. Heimann
Analysing Carcinogenity Assays without Cause of Death Information.
1996-10 G. Neuhaus, G. Heimann
The Permutational Distribution of the Log-Rank Statistic under Random Censorship with Applications to Carcinogenity Assays.
1996-09 E. Kremer
Robust Lagfactors.
1996-08 S. Zwanzig
On an orthogonal series estimator in nonparametric functional relations.
1996-07 G. Neuhaus, L.-X. Zhu
Projected Sign and Rank Tests for Multivariate Location Problems.
1996-06 C. Hennig
Identifiability of Finite Linear Regression Mixtures.
[PostScript-File]
1996-05 D. Pfeifer, B. Heidergott
The zero utility principle for scale families of risk distributions.
1996-04 G. Neuhaus, L.-X. Zhu
Permutation Tests for Reflected Symmetry.
1996-03 C. Hennig
Fixed Point Clusters and Their Relation to Stochastic Models.
[PostScript-File]
1996-02 D. Pfeifer
On Asymptotic Behaviour of Weighted Sample Quantiles.
1996-01 E. Kremer
Threshold Lossreserving.
1995-09 S. Zwanzig, A. V. Ivanov
Application of Saddlepoint Approximation in Nonlinear Regression.
1995-08 L. Mattner
Strict definiteness of integrals via complete monotonicity of derivatives.
1995-07 L. Mattner, K. Müller
Convolutions and Fourier transforms of unbounded measures.
1995-06 D. Pfeifer, K. Borovkov
On Improvements of the Order of Approximation in the Poisson Limit Theorem.
1995-05 D. Pfeifer, K. Borovkov
Pseudo-Poisson Approximation for Markov Chains.
1995-04 H. Daduna
Some Results for Steady-State and Sojourn Time Distribution in Open and Closed Linear Networks of Bernoulli Servers with State-Dependent Service and Arrival Rates.
1995-03 H. Daduna
The joint distribution of sojourn times for a customer traversing a series of queues: The discrete time case.
1995-02 C. Hennig
Fixed cluster analysis for regression data: Computation and weak consistency.
1995-01 E. Kremer
Credibility for stationarity.
1994-09 S. Zwanzig
Tests of fit in nonlinear regression.
1994-08 E. Kremer
Individuelle Rückversicherungsverträge mit zeitvariablem Selbstbehalt.
1994-07 H. Daduna
Sojourn time distributions in non-product-form queueing networks.
1994-06 H. Daduna
The cycle time distribution in a cycle of Bernoulli servers in discrete time.
1994-05 G. Neuhaus, A. Janssen
Two sample rank tests for censored data with non-predictable weights.
1994-04 L. Mattner
Complete order statistics in parametric models.
1994-03 L. Mattner
Optimal unbiased means, polynomial moment relations, and natural exponential families.
1994-02 E. Kremer
Robust credibility via robust Kalman filtering.
1994-01 E. Kremer
INAR and IBNR.
1993-09 E. Kremer
Empirical Kalman-Credibility.
1993-08 L. Mattner
Mean unbiased medians, median unbiased means, and symmetric random walks.
1993-07 K. Behnen
A modification of least squares with high efficiency and high breakdown point in linear regression.
1993-06 C. Hennig
Efficient high-breakdown-estimators in robust regression: What function to choose?
1993-05 G. Neuhaus
Conditional rank tests for the two-sample problem with partially observed data.
1993-04 E. Kremer
Random coefficient autoregressive loss reserving.
1993-03 E. Kremer
A probable maximum loss theory.
1993-02 E. Kremer
Recursive largest claims reinsurance rating, revisited.
1993-01 E. Kremer
Certain extensions of the chain-ladder-technique.
1992-10 L. Mattner
On asymmetric laws with symmetric convolution powers and an error of Kagan, Linnik and Rao.
1992-09 M. Weba
Fitting a parametric distribution for large claims in case of censored or partitioned data.
1992-08 L. Mattner, U. Kamps
An identity for expectations of functions of order statistics.
1992-07 L. Mattner, M. Reinders
Uniformly minimum variance unbiased estimators in additive models with bounded residuals are deterministic.
1992-06 G. Neuhaus
Conditional rank tests for the two-sample problem under random censorship: Treatment of ties.
1992-05 C. Hipp
Pollard's CLT and the delta-method.
1992-04 B. Heidergott
Simultaneous events in queueing systems and their impact on perturbation analysis derivative estimation.
1992-03 L. Mattner
Some incomplete but boundedly complete location families.
1992-02 H. Daduna, R. Szekli
A queueing theoretical proof of an increasing property for Polya frequency functions.
1992-01 H. Daduna, R. Szekli
Positive and negative dependence in Markovian networks.
1991-04 G. Neuhaus
On the asymptotic equivalence of conditional and unconditional rank tests for the two-sample problem under possibly unequal random censorship, Part II (General distributions and simulations).
1991-03 J. Kreyser
Verweilzeitverteilung in G/M/m/∞-Reparatursystemen mit austauschbaren Teilen.
1991-02 L. Mattner
Completeness of location families, translated moments, and uniqueness of changes.
1991-01 G. Neuhaus
On the asymptotic equivalence of conditional and unconditional rank tests for the two-sample problem under unequal random censorship.
1990-07 R. Möhring
Bootstrapping parameter estimates in long-memory time series models.
1990-06 M. Weba
Estimating non-differentiable functions of multinomial probabilities.
1990-05 G. Hübner
Adaptive policy-iteration and policy-value-iteration for discounted Markov decision processes.
1990-04 M. Weba
Interpolation of random functions.
1990-03 G. Neuhaus
A conditional Kolmogorov-Smirnov test for the two sample problem under random censorship.
1990-02 G. Neuhaus
The Kolmogorov-Smirnov test in a competing risk model.
1990-01 R. Möhring
Parameter estimation in Gaussian intermediate-memory time series.
1989-07 G. Hübner
Estimation and adaptive control of span-contracting Markov decision processes.
1989-06 H. Daduna
On the stability of queueing systems under precedence restrictions for the service of customers.
1989-05 G. Neuhaus
Some linear and nonlinear rank tests for competing risks models.
1989-04 K. Behnen, G. Neuhaus
Likelihood ratio rank tests for the two-sample problem with randomly censored data.
1989-03 H. Daduna
The method of adjusted transfer rates for computing delay time distributions in data communication systems with window flow control.
1989-02 H. Daduna
On network flow equations and splitting formulas for sojourn times in queueing networks.
1989-01 J. Hemker
A note on sojourn times in queueing networks with multiserver nodes.
1988-07 J.-P. Kreiss, Franke
Bootstrapping stationary ARMA-models.
1988-06 J.-P. Kreiss
Bootstrap-procedures for AR(∞)-processes.
1988-05 J.-P. Kreiss
Asymptotics for the empirical distribution of residuals in autoregressions with infinite order.
1988-04 J.-P. Kreiss
Local asymptotic normality for autoregression with infinite order.
1988-03 H. Daduna
Note on the ergodicity of closed queueing networks.
1988-02 M. Weba
A quantitative Korovkin theorem for random functions with multivariate domains.
1988-01 H. Daduna
A concurrency control problem in a time-sharing system with different job types.
1987-11 M. Weba
Simulation and approximation of stochastic processes by spline function.
1987-10 H. Daduna
Simultaneous busy periods for nodes in a stochastic network.
1987-09 G. Neuhaus
Linear rank tests with estimated score functions for the two-sample problem with randomly censored data.
1987-08 G. Hübner
A unified approach to adaptive control of average reward Markov decision processes.
1987-07 C. Hipp
Estimators and confidence intervals for ruin probabilities.
1987-06 J. Stein
On efficiency of linear programming applied on discounted Markovian decision problems.
1987-05 G. Neuhaus
Asymptotically optimal rank tests for the two-sample problem with randomly censored data.
1987-04 M. Weba
Quantitative results on monotone approximation of stochastic processes.
1987-03 E. Kremer
An upper bound for the net premium of the general reinsurance... .
1987-02 J. Stein
Linear programming of discounted Markovian decision problems: A Fortran- code.
1987-01 H. Daduna
Exchangeable items in repair systems: Delay times.
1986-11 G. Neuhaus
A class of quadratic goodness of fit tests.
1986-10 G. Hübner
On the robustness of searching algorithms for multi-objective Markov decision problems.
1986-09 M. Weba
A note on parameter estimation of differentiable ergodic processes.
1986-08 H. Daduna
Busy periods for subnetworks in stochastic networks.
1986-07 M. Weba
Quadrature of smooth stochastic processes.
1986-06 J.-P. Kreiss
On stochastic estimation.
1986-05 H. Daduna
On the busy period in networks of queues: Mean value analysis.
1986-04 H. Daduna
The mean busy period duration for open networks of queues.
1986-03 H. Daduna
Optimale Zugangskontrolle an parallelen exponentiellen Bedienungssystemen - ein einfacher Beweis des Satzes von Winston -.
1986-02 E. Kremer
Robust premium principles.
1986-01 H. Daduna
Optimal control of a queueing system with an exponential and an Erlangian server and renewal input stream.
1985-11 J.-P. Kreiss
On adaptive estimation in autoregressive models when there are nuisance functions.
1985-10 E. Kremer
General exponential smoothing credibility.
1985-09 E. Kremer
Recursive calculation of the net premium for largest claims... .
1985-08 K. Lohse
The consistency of the bootstrap.
1985-07 J.-P. Kreiss
Repeated significance tests for stationary ARMA-processes.
1985-06 H. Daduna
Repair times in a two-echelon repair system with control.
1985-05 E. Kremer
Reinsurance premiums under special claims number distributions.
1985-04 H. Daduna
Cycle times in a starlike network with state-dependent routing.
1985-03 H. Braun
Weak convergence of assets processes with stochastic interest return.
1985-02 G. Neuhaus
Local asymptotics for one-sided linear rank statistics with estimated score functions.
1985-01 J.-P. Kreiss
Estimation of the distribution function of noise in stationary ARMA- models.
1984-06 G. Neuhaus
Local asymptotics for linear rank statistics with estimated score functions.
1984-05 J.-P. Kreiss
On adaptive estimation and testing in ARMA-models - the multivariate case - .
1984-04 E. Kremer
Finite formulae for the premium of the general reinsurance treaty based on ordered claims.
1984-03 E. Kremer
Simple formulae for the premium of the LCR and ECOMOR treaties.
1984-02 J.-P. Kreiss
A note on M-estimation in stationary ARMA processes.
1984-01 J.-P. Kreiss
On adaptive estimation in stationary ARMA-processes.
1983-04 K. Behnen, G. Neuhaus
Two-sample adaptive rank tests under type II censoring.
1983-03 G. Neuhaus
Some repeated goodness of fit tests when parameters are estimated.
1983-02 K. Behnen, M. Huskova
A simple algorithm for the adaption of scores and power behavior of the corresponding rank test.
1983-01 E. Kremer
A class of autoregressive models for predicting the final claims amount.
1982-08 E. Kremer
An asymptotic formula for the net premiums of some reinsurance treaties.
1982-07 E. Kremer
Bahadur efficiency of linear rank tests - a survey.
1982-06 K. Mosler
Estimation under G-invariant quasi-convex-loss.
1982-05 E. Kremer
A distribution free bound for the premium of the LCR-treaty.
1982-04 K. Behnen, G. Neuhaus
Linear rank statistics with estimated scores for testing independence.
1982-03 E. Kremer
On autoregressive credibility models.
1982-02 K. Behnen, G. Neuhaus, F. Ruymgaart
A Chernoff-Savage theorem for rank statistics with estimated scores and rank estimators of score-functions.
1982-01 E. Kremer
Exponential smoothing and credibility theory.
1981-10 K. Behnen, G. Neuhaus
Two-sample rank tests with estimated scores and the Galton test.
1981-09 E. Kremer
Rating of largest claims and ECOMOR-reinsurance treaties for large portfolios.
1981-08 E. Kremer
Credibility estimation for a class of evolutionary models.
1981-07 E. Kremer
Ein Modell zur Tarifierung von Kumul-Schadenexzedentenverträgen in der Unfallversicherung.
1981-06 E. Kremer
IBNR-claims and the two-way model of ANOVA.
1981-05 G. Neuhaus
H -contiguity in nonparametric testing problems and sample Pitman efficiency.
1981-04 E. Kremer
Das allgemeine Exposure-Verfahren zur Tarifierung von Unfall- Schadenexzedenten-Verträgen.
1981-03 W.-R. Heilmann
Predictive configural frequency analysis evaluated by simultaneous Berchtold-corrected fourfold X -tests.
1981-02 M. Lehnerdt
A note on optimal search and stop.
1981-01 W.-R. Heilmann
Statistik. Ein Einführungsvortrag.
1980-10 M. Lehnerdt
On the structure of discrete sequential search problems and of their solutions.
1980-09 G. Hübner
Achievements and future tasks in applied stochastic decision processes.
1980-08 W.-R. Heilmann
Improved methods for calculating and estimating maximal stop-loss premiums.
1980-07 K. Behnen
Nichtparametrische Statistik: Zweistichproben Rangtests.
1980-06 E. Kremer
Bahadur efficiency at infinity of two-sample rank tests.
1980-05 E. Kremer
Asymptotic optimality of signed rank tests at infinity.
1980-04 E. Kremer
Local Bahadur efficiency of rank tests for the independence problem.
1980-03 E. Kremer
Local comparison of linear rank tests in the Bahadur sense.
1980-02 W.-R. Heilmann
Approximations and error bounds for multistage stochastic linear programs. Part 2: Approximation by a "larger" model.
1980-01 G. Neuhaus, E. Kremer
Repeated chi-square testing.

 
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