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Wolfgang Wefelmeyer
Wolfgang Wefelmeyer
Prof. i.R., Mathematisches Institut, Universität zu Köln
Bestätigte E-Mail-Adresse bei math.uni-koeln.de - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Contributions to a general asymptotic statistical theory
J Pfanzagl, W Wefelmeyer
Statistics & Risk Modeling 3 (3-4), 379-388, 1985
3921985
A third-order optimum property of the maximum likelihood estimator
J Pfanzagl, W Wefelmeyer
Journal of Multivariate Analysis 8 (1), 1-29, 1978
1271978
Statistical analysis of stochastic resonance in a simple setting
PE Greenwood, LM Ward, W Wefelmeyer
Physical Review E 60 (4), 4687, 1999
751999
Estimating the error variance in nonparametric regression by a covariate-matched U-statistic
UU Müller, A Schick, W Wefelmeyer
Statistics: A Journal of Theoretical and Applied Statistics 37 (3), 179-188, 2003
732003
Asymptotically optimal estimation in misspecified time series models
R Dahlhaus, W Wefelmeyer
The Annals of Statistics 24 (3), 952-974, 1996
681996
Root n consistent density estimators for sums of independent random variables
A Schick*, W Wefelmeyer
Journal of Nonparametric Statistics 16 (6), 925-935, 2004
632004
Quasi-likelihood models and optimal inference
W Wefelmeyer
The Annals of Statistics 24 (1), 405-422, 1996
621996
Efficiency of estimators for partially specified filtered models
PE Greenwood, W Wefelmeyer
Stochastic processes and their applications 36 (2), 353-370, 1990
541990
Estimating linear functionals of the error distribution in nonparametric regression
UU Müller, A Schick, W Wefelmeyer
Journal of Statistical Planning and Inference 119 (1), 75-93, 2004
512004
Efficiency of empirical estimators for Markov chains
PE Greenwood, W Wefelmeyer
The Annals of Statistics, 132-143, 1995
511995
Estimating the error distribution function in semiparametric regression
UU Müller, A Schick, W Wefelmeyer
Oldenbourg Wissenschaftsverlag 25 (1), 1-18, 2007
48*2007
Root-n consistent density estimators of convolutions in weighted L1-norms
A Schick, W Wefelmeyer
Journal of Statistical Planning and Inference 137 (6), 1765-1774, 2007
452007
Weighted residual-based density estimators for nonlinear autoregressive models
UU Müller, A Schick, W Wefelmeyer
Statistica Sinica, 177-195, 2005
452005
Root n consistent and optimal density estimators for moving average processes
A Schick, W Wefelmeyer
Scandinavian Journal of Statistics 31 (1), 63-78, 2004
422004
Empirical estimators for semi-Markov processes
PE Greenwood, W Wefelmeyer
Mathematical Methods of Statistics 5 (3), 299-315, 1996
361996
Uniformly root-n consistent density estimators for weakly dependent invertible linear processes
A Schick, W Wefelmeyer
342007
Estimating the innovation distribution in nonlinear autoregressive models
A Schick, W Wefelmeyer
Annals of the Institute of Statistical Mathematics 54, 245-260, 2002
312002
A note on strong unimodality and dispersivity
W Droste, W Wefelmeyer
Journal of applied probability 22 (1), 235-239, 1985
291985
An asymptotically complete class of tests
J Pfanzagl, W Wefelmeyer
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 45, 49-72, 1978
291978
Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes
A Schick, W Wefelmeyer
Bernoulli 10 (5), 889-917, 2004
282004
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