Browsing by Author "Kleinow, Torsten"

Now showing items 1-9 of 9

2000-12-23Buch

An Empirical Likelihood Goodness-of-Fit Test for Time Series

Chen, Song Xi; Härdle, Wolfgang Karl; Kleinow, Torsten
2005-10-10Buch

Client/Server based Statistical Computing

Kleinow, Torsten; Lehmann, Heiko

We propose a client server architecture for statistical computing. The main feature of our approach is the possibility to connect various client programs via a TCP/IP connection to a powerful statistical engine. This offers ...
1999-11-24Buch

Computational Resources for Extremes

Kleinow, Torsten; Thomas, M.
2005-10-07Buch

MD*ReX

Aydinli, Gökhan; Härdle, Wolfgang Karl; Kleinow, Torsten; Sofyan, Hizir

We will show a methodology of incorporating a profound statistical software environment into a standard spreadsheet application. Our approach is based upon a client/server computing philosophy, which will enable the user ...
2005-09-09Buch

Semiparametric Bootstrap Approach to Hypothesis Tests and Confidence Intervals for the Hurst Coefficient

Hall, Peter; Härdle, Wolfgang Karl; Kleinow, Torsten; Schmidt, Peter
2001-04-24Buch

Semiparametric Diffusion Estimation and Application to a Stock Market Index

Härdle, Wolfgang Karl; Kleinow, Torsten; Korostelev, Alexander; Logeay, Camille; Platen, Eckhard
2002-07-04Dissertation

Testing continuous time models in financial markets

Kleinow, Torsten

Das Ziel der Dissertation ist die Entwicklung statistischer Testverfahren zur Überprüfung parametrischer Modelle für die Dynamik zeitstetiger Prozesse und die Anwendung der entwickelten Methoden auf Finanzmarktdaten. ...
2002-04-16Buch

Testing the Diffusion Coefficient

Kleinow, Torsten
2005-09-15Buch

Web quantlets for time series analysis

Härdle, Wolfgang Karl; Kleinow, Torsten; Tschernig, Rolf