# Archive: Preprint Series

**2019–2010:**

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010

**2009–2000:**

2009 2008 2007 2006 2005 2004 2003 2002 2001 2000

**1999–1990:**

1999 1998 1997 1996 1995 1994 1993 1992 1991 1990

**1989–1980:**

1989 1988 1987 1986 1985 1984 1983 1982 1981 1980

### 2019

2019-08 | Florian Hildebrandt, Mathias Trabs | Parameter estimation for SPDEs based on discrete observations in time and space |
[accessible at arXiv] |

2019-07 | Maria Mohr, Leonie Selk | Estimating change points in nonparametric time series regression models |
[accessible at arXiv] |

2019-06 | Holger Drees, Anne Sabourin | Principal Component Analysis for Multivariate Extremes |
[accessible at arXiv] |

2019-05 | Maria Mohr, Natalie Neumeyer | Nonparametric volatility change detection |
[accessible at arXiv] |

2019-04 | Berenice Anne Neumann | Stationary Equilibria of Mean Field Games with Finite State and Action Space |
[accessible at arXiv] |

2019-03 | Holger Drees, Miran Knezevic | Peak–over–Threshold Estimators for Spectral Tail Processes: Random vs Deterministic Thresholds |
[accessible at arXiv] |

2019-02 | Marek Omelka, Sarka Hudecova, Natalie Neumeyer | Maximum pseudo–likelihood estimation based on estimated residuals in copula semiparametric models |
[accessible at arXiv] |

2019-01 | Maria Mohr, Natalie Neumeyer | Consistent nonparametric change point detection combining CUSUM and marked empirical processes |
[accessible at arXiv] |

### 2018

2018-05 | Holger Drees, Anja Janßen, Sidney I. Resnick, Tiandong Wang | On a minimum distance procedure for threshold selection in tail analysis |
[accessible at arXiv] |

2018-04 | Markus Bibinger, Mathias Trabs | On central limit theorems for power variations of the solution to the stochastic heat equation |
[accessible at arXiv] |

2018-03 | David J. Prömel, Mathias Trabs | Paracontrolled distribution approach to stochastic Volterra equations |
[accessible at arXiv] |

2018-02 | Natalie Neumeyer, Leonie Selk, Charles Tillier | Semi–parametric transformation boundary regression models |
[accessible at arXiv] |

2018-01 | Mathias Trabs | Bayesian inverse problems with unknown operators |
[accessible at arXiv] |

### 2017

2017-09 | Holger Drees, Laurens de Haan, Feridun Turkman | Extreme value estimation for discretely sampled continuous processes |
[accessible at arXiv] |

2017-08 | Natalie Neumeyer, Ingrid Van Keilegom | Bootstrap of residual processes in regression: to smooth or not to smooth? |
[accessible at arXiv] |

2017-07 | Florian Hildebrandt, Sylvie Rœlly | Pinned diffusions and Markov bridges |
[accessible at arXiv] |

2017-06 | Maria Mohr | Weak Convergence of Sequential Empirical Processes under Weak Dependence |
[accessible at arXiv] |

2017-05 | Tobias Niebuhr, Mathias Trabs | Profiting from correlations: Adjusted estimators for discrete probability distributions |
[accessible at arXiv] |

2017-04 | Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov | Sparse covariance matrix estimation in high–dimensional deconvolution |
[accessible at arXiv] |

2017-03 | Markus Bibinger, Mathias Trabs | Volatility estimation for stochastic PDEs using high–frequency observations |
[accessible at arXiv] |

2017-02 | Nick Kloodt, Natalie Neumeyer | Specification tests in semiparametric transformation models |
[accessible at arXiv] |

2017-01 | Natalie Neumeyer, Marek Omelka, Sarka Hudecova | A copula approach for dependence modeling in multivariate nonparametric time series |
[verfügbarbei arXiv] |

### 2016

2016-04 | Marie Hušková, Natalie Neumeyer, Tobias Niebuhr, Leonie Selk | Specification testing in nonparametric AR–ARCH models |
[accessible at arXiv] |

2016-03 | Holger Drees, Anja Janßen | Conditional Extreme Value Models: Fallacies and Pitfalls |
[accessible at arXiv] |

2016-02 | Richard A. Davis, Holger Drees, Johan Segers, Michal Warchol | Modeling serial extremal dependence |
[accessible at arXiv] |

2016-01 | Hans Daduna, Ruslan Krenzler, Robert Ritter, Dietrich Stoyan | Heuristic Approximations for Closed Networks: A Case Study in Open–pit Mining |
[accessible at arXiv] |

### 2015

2015-03 | Holger Drees | Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms |
[accessible at arXiv] |

2015-02 | Nha-Nghi de la Cruz, Hans Daduna | Monotonicity of Base Stock Policies |
[Download (PDF)] |

2015-01 | Anja Janßen, Holger Drees | Joint exceedances of random products |
[accessible at arXiv] |

### 2014

2014-07 | Holger Drees, Natalie Neumeyer, Leonie Selk | Hypotheses tests in boundary regression models |
[accessible at arXiv] |

2014-06 | Markus Reiß, Leonie Selk | Efficient estimation of functionals in nonparametric boundary models |
[accessible at arXiv] |

2014-05 | Natalie Neumeyer, Hohsuk Noh, Ingrid Van Keilegom | Heteroscedastic semiparametric transformation models: estimation and testing for validity |
[accessible at arXiv] |

2014-04 | Jennifer Sommer, Hans Daduna, Bernd Heidergott | Non–ergodic Jackson Networks with Infinite Supply – Local Stabilization and Local Equilibrium Analysis |
[Download (PDF)] |

2014-03 | Jennifer Sommer, Hans Daduna, Bernd Heidergott | Jackson Networks with Infinite Supply and Unreliable Nodes |
[Download (PDF)] |

2014-02 | Ruslan Krenzler, Hans Daduna, Sonja Otten | Randomization for Markov chains with applications to networks in a random environment |
[accessible at arXiv] |

2014-01 | Sonja Otten, Ruslan Krenzler, Hans Daduna | Integrated models for production–inventory systems |
[Download (PDF)] |

### 2013

2013-05 | Hans Daduna, Ryszard Szekli | Correlation formulas for Markovian network processes in a random environment |
[Download (PDF)] |

2013-04 | Anja Janßen, Holger Drees | A stochastic volatility model with flexible extremal dependence structure |
[accessible at arXiv] |

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 (PDF)] |

2013-02 | Ruslan Krenzler, Hans Daduna | Loss systems in a random environment – embedded Markov chains analysis |
[Download (PDF)] |

2013-01 | Onno Boxma, Hans Daduna | The cyclic queue and the tandem queue |
[Download (PDF)] |

### 2012

2012-04 | Hans Daduna, Ruslan Krenzler | Loss systems in a random environment – steady state analysis |
[Download (PDF)] |

2012-03 | Stanislav Volgushev, Melanie Birke, Holger Dette, Natalie Neumeyer | Significance testing in quantile regression |
[Download (PDF)] |

2012-02 | Natalie Neumeyer, Leonie Selk | A note on nonparametric testing for Gaussian innovations in AR–ARCH models |
[Download (PDF)] |

2012-01 | Leonie Selk, Natalie Neumeyer | Testing for a change of the innovation distribution in nonparametric autoregression – the sequential empirical process approach |
[Download (PDF)] |

### 2011

2011-05 | Holger Dette, Matthias Guhlich, Natalie Neumeyer | Testing for additivity in nonparametric quantile regression |
[Download (PDF)] |

2011-04 | Angelika Rohde | Accuracy of Empirical Projections of High–Dimensional Gaussian Matrices |
[accessible at arXiv] |

2011-03 | Holger Drees, Laurens de Haan | Estimating failure probabilities |
[accessible at arXiv] |

2011-02 | Holger Drees | Extreme value analysis of actuarial risks: estimation and model validation |
[accessible at arXiv] |

2011-01 | Stefan Hoderlein, Holger Dette, Natalie Neumeyer | Testing Multivariate Economic Restrictions Using Quantiles: The Example of Slutsky Negative Semidefiniteness |
[Download (PDF)] |

### 2010

2010-07 | Sebastian Kiwitt, Natalie Neumeyer | Estimating the conditional error distribution in nonparametric regression |
[Download (PDF)] |

2010-06 | Angelika Rohde, Claudia Strauch | Uniform Central Limit Theorems for Multidimensional Diffusions |
[accessible at arXiv] |

2010-05 | Birte Muhsal, Natalie Neumeyer | A note on residual–based empirical likelihood kernel density estimation |
[Download (PDF)] |

2010-04 | Erhard Kremer | Bayes Statistics for mixed Erlang–models |
[Download (PDF)] |

2010-03 | Melanie Birke, Natalie Neumeyer | Testing monotonicity of regression functions – an empirical process approach |
[Download (PDF)] |

2010-02 | Andreas Rößler | Strong and Weak Approximation Methods for Stochastic Differential Equations – Some Recent Developments |
[Download (PDF)] |

2010-01 | Angelika Rohde, Alexandre Tsybakov | Estimation of High–Dimensional Low–Rank Matrices |
[accessible at arXiv] |

### 2009

2009-05 | O. Stenzel, H. Daduna | Weak Convergence Limits for Closed Cyclic Networks of Queues with Multiple Bottleneck Nodes |
[Download (PDF)] |

2009-04 | Erhard Kremer | A Polynomial Bühlmann–Straub Method |
[Download (PDF)] |

2009-03 | Holger Drees, Holger Rootzén | Limit Theorems for Empirical Processes of Cluster Functionals |
[accessible at arXiv] |

2009-02 | V. Lange, H. Daduna | On the Weber Problem in Logistic and Services Networks |
[Download (PDF)] |

### 2008

2008-03 | Natalie Neumeyer, Juan Carlos Pardo-Fernandez | A simple test for comparing regression curves versus one–sided alternatives |
[Download (PDF)] |

2008-02 | Sebastian Kiwitt, Natalie Neumeyer | Nonparametric copula density estimation: testing for independence and other applications |
[Download (PDF)] |

2008-01 | Natalie Neumeyer, Ingrid Van Keilegom | Estimating the error distribution in nonparametric multiple regression with applications to model testing |
[Download (PDF)] |

### 2007

2007-06 | Natalie Neumeyer | Testing independence in nonparametric regression. |
[Download (PDF)] |

2007-05 | Holger Drees | Some aspects of extreme value theory under serial dependence. |
[accessible at arXiv] |

2007-04 | H. Daduna, C. Malchin, R. Szekli | Weak convergence limits for sojourn times in cyclic queues under heavy traffic conditions. |
[Download (PDF)] |

2007-03 | C. Malchin, H. Daduna | Bottleneck analysis of discrete time networks: Sojourn times. |
[Download (PDF)] |

2007-02 | Holger Drees, Peter Müller | Modeling Dependencies in Large Claims. |
[Download (PDF)] |

### 2006

2006-08 | Natalie Neumeyer | A bootstrap version of the residual–based smooth empirical distribution function. |
[Download (PS)] |

2006-07 | Natalie Neumeyer | Smooth residual bootstrap for empirical processes of non parametric regression residuals. |
[Download (PS)] |

2006-06 | Natalie Neumeyer, Ingrid Van Keilegom | Change–point tests for the error distribution in nonparametric regression. |
[Download (PS)] |

2006-05 | J. M. Dittmer | Nearest–Neighbour Methods for Reserving with respect to Individual Losses. |
[Download (PDF)] |

2006-03 | Uwe Joenck | Local Likelihood Estimators in a Regression Model for Stock Returns. |
[Download (PDF)] |

2006-02 | Christian Malchin, Hans Daduna | Discrete Time Queueing Networks with Product Form Steady State: Availability and Performance Analysis in an Integrated Model |
[Download (PS)] |

### 2005

2005-06 | C. Malchin, H. Daduna | Availability and performance analysis in a discrete time tandem network with product form steady state. |
[Download (PS)] |

2005-05 | H. Daduna, V. Pestien, S. Ramakrishnan | On convergence of throughput in large networks with state–dependent service rates. |
[Download (ps.gz)] |

2005-04 | Hans Daduna, Rafal Kulik, Cornelia Sauer, Ryszard Szekli | Isotone Differences ordering for unreliable Markovian queueing networks. |
[Download (ps.gz)] |

2005-03 | M. Schwarz, H. Daduna | Queueing systems with inventory management with random lead times and with backordering. |
[Download (ps.gz)] |

2005-02 | Vydas Cekanavicius, Bero Roos | Compound binomial approximations. |
– |

2005-01 | Erhard Kremer | Further on Credibility Theory. |
– |

### 2004

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. |
[Download (ps.gz)] |

2004-03 | Christian Malchin, Hans Daduna | On the structure of roundtrip time distributions in discrete time networks. |
[Download (ps.gz)] |

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. |
[Download (ps.gz)] |

### 2003

2003-09 | Maike Schwarz, Cornelia Sauer, Hans Daduna | Exponential queueing networks with an attached inventory under (r,Q)– or (r,S)–policy. |
[Download (ps.gz)] |

2003-08 | Michael Brendel | Testing hypotheses under a generalized Koziol–Green model with partially informative censoring. |
[Download (PDF)] |

2003-07 | Maike Schwarz, Cornelia Sauer, Hans Daduna, Rafal Kulik, Ryszard Szekli | M/M/1–systems with different inventory management policies and lost sales. |
[Download (ps.gz)] |

2003-06 | Christian Malchin, Hans Daduna | An invariance property of conditional sojourn time distributions in cyclic networks of queues. |
[Download (ps.gz)] |

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 |
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2003-03 | Bero Roos | Poisson Approximation of Multivariate Poisson Mixtures |
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2003-02 | Erhard Kremer | On the Loading of Largest Claims Reinsurance Covers |
– |

2003-01 | Cornelia Sauer, Hans Daduna | BCMP networks with unreliable servers |
[Download (ps.gz)] |

### 2002

2002-08 | Ruslan K. Chornei, Hans Daduna, Pavel S. Knopov | Controlled semi–Markov fields with graph–structured compact state space |
[Download (ps.gz)] |

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 |
[Download (ps.gz)] |

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 |
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2002-03 | Hans Daduna, Ryszard Szekli | Dependence Structure of Sojourn Times via Partition Separated Ordering. |
[Download (ps.gz)] |

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

2001-06 | B. Roos | Improvements in the Poisson approximation of mixed Poisson distributions. |
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2001-05 | Erhard Kremer | Risikotheorie der Höchstschadenrückversicherung. |
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2001-04 | H. Daduna, V. Pestien, S. Ramakrishnan | Asymptotic throughput in discrete–time cyclic networks with queue–length–dependent service rates. |
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2001-03 | C. de Vegt, S. Zwanzig | Comparison of reference frame linking methods. |
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2001-02 | M. Schmelling, S. Zwanzig | The data set of Mölln. |
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2001-01 | Erhard Kremer | Further on Excess–of–Loss Reinsurance. |
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### 2000

2000-11 | M. Husková, G. Neuhaus | Some Simple Unconditional and Conditional Tests for Testing Tumour Onset Times. |
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2000-10 | M. Schwarz | Multi–Item Inventory Control: The K–Curve Methodology. |
[Download (ps.gz)] |

2000-09 | R. K. Chornei, H. Daduna, P. S. Knopov | Local control of interacting Markov processes on graphs with compact state space. |
[Download (ps.gz)] |

2000-08 | R. K. Chornei, H. Daduna, P. S. Knopov | Controlled Markov fields with finite state space on graphs. |
[Download (ps.gz)] |

2000-07 | Roos, B. | Sharp constants in the Poisson approximation. |
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2000-06 | Li-Xing Zhu, Georg Neuhaus | Nonparametric Monte Carlo tests for multivariate distributions. |
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2000-05 | H. Daduna, R. Szekli | Monotonicity and dependence properties of sojourn and cycle times in closed networks |
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2000-04 | Erhard Kremer | Further on Largest Claims Reinsurance |
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2000-03 | Erhard Kremer | Aktuarielle Notizen |
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2000-02 | Christian Hennig | Regression Fixed Point Clusters: Motivation, Consistency and Simulations |
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2000-01 | Alexander Ivanov, Silvelyn Zwanzig | Saddlepoint expansions in linear regression |
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### 1999

1999-09 | J. Hurt, P. Lachout, D. Pfeifer | On an estimation problem for type I censored spatial poisson processes |
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1999-08 | Lutz Mattner | Minimal sufficient statistics in location–scale parameter models |
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1999-07 | Hans Daduna, Bernadette Desert | Discrete time tandem networks: The effect of different regulation schemes for simultaneous events on customer oriented performance measures |
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1999-06 | Lutz Mattner | Sufficiency, exponential families, and algebraically independent numbers |
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1999-05 | Christian Hennig | FIXMAHAL and FIXREG: Software for Fixed Point Cluster Analysis |
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1999-04 | Lutz Mattner | Product measurability, parameter integrals, and a Fubini counterexample |
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1999-03 | Günter Heimann, Georg Neuhaus | On Asymptotic and Exact Conditional Distributions for Peto's Combined Test for Carcinogenicity Assays |
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1999-02 | Lutz Mattner | Complex differentiation under the integral |
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1999-01 | K. A. Borovkov, Dietmar Pfeifer | Estimates for the syracuse problem via a probabilistic model |
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### 1998

1998-11 | H. Daduna, P.S. Knopov | Optimal Admission Control for M/D/1/K Queuing Systems. |
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1998-10 | L. Mattner | What are cumulants? |
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1998-09 | G. Neuhaus | Rank Tests in Survival Analysis. |
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1998-08 | H. Daduna, P.S. Knopov, L. P. Tur | Optimal Base Stock Strategies for Inventory Systems with general cost function. |
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1998-07 | E. Kremer | Notes on Discounting Theory. |
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1998-06 | B. Roos | Multinomial and Krawtchouk approximations to the generalized multinomial distribution. |
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1998-05 | C. Hennig | Fixed Point Clusters, Clusterwise Linear Regression. |
[Download (ps.gz)] |

1998-04 | C. Hennig | Was ist Wahrscheinlichkeit? Konstruktivistische Überlegungen. |
[Download (ps.gz)] |

1998-03 | E. Kremer | News on Statistical Loss Reserving. |
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1998-02 | H. Daduna, S. Meyer | Sojourn times in tandem queues with state–dependent arrival rates. |
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1998-01 | E. Kremer | Two notes on credibility. |
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### 1997

1997-15 | D. Pfeifer, C. Hipp | Risikotheoretische Konzepte unter Maple und Excel. |
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1997-14 | E. Kremer | News on Reinsurance Mathematics. |
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1997-13 | B. Roos | Binomial Approximation to the Poisson binomial distribution: The Krawtchouk expansion. |
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1997-12 | H. Daduna, R. Szekli | On the Correlation of Sojourn Times in Open Networks of Exponential Multiserver Queues. |
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1997-11 | S. Zwanzig, A. Kukush | On a corrected contrast estimator in the implicit nonlinear functional relation model. |
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1997-10 | S. Zwanzig | Application of Hipparcos dates: A new statistical method for star reduction. |
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1997-09 | E. Kremer | Die verallgemeinerte Pareto–Verteilung in der Rückversicherung. |
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1997-08 | L. Mattner | On Burdick's symmetry problem. |
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1997-07 | G. Neuhaus | Conditional and Unconditional Two–Sample Rank Tests for Truncated Data. |
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1997-06 | H. Daduna | Discrete time analysis of a state dependent tandem system with different customer types. |
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1997-05 | B. Roos | On the rate of multivariate Poisson convergence. |
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1997-04 | D. Pfeifer | A statistical model to analyse catastrophe claims by means of record values. |
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1997-03 | S. Zwanzig, A. Kukush | Consistency and inconsistency of the weighted least squares estimator in linear functional relations with dependent error terms. |
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1997-02 | L. Mattner | Remarkable asymmetric random walks. |
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1997-01 | G. Neuhaus | On Testing Tumor Onset Times. |
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### 1996

1996-16 | D. Heck–Boldebuck, F. Liese, G. Neuhaus | Two–sample tests for unequally truncated data. |
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1996-15 | B. Roos | Metric Multivariate Poisson Approximation of a Generalized Multinomial Distribution. |
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1996-14 | B. Roos | Asymptotics and sharp bounds in the Poisson approximation to the Poisson binomial distribution. |
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1996-13 | H. Daduna | Discrete time queueing networks: Recent Developments. |
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1996-12 | S. Zwanzig, A. Kukush | On inconsistency of the least squares estimator in nonlinear functional error–in–variables models. |
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1996-11 | G. Neuhaus, D. Heck-Boldebuck, G. Heimann | Analysing Carcinogenity Assays without Cause of Death Information. |
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1996-10 | G. Neuhaus, G. Heimann | The Permutational Distribution of the Log–Rank Statistic under Random Censorship with Applications to Carcinogenity Assays. |
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1996-09 | E. Kremer | Robust Lagfactors. |
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1996-08 | S. Zwanzig | On an orthogonal series estimator in nonparametric functional relations. |
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1996-07 | G. Neuhaus, L.-X. Zhu | Projected Sign and Rank Tests for Multivariate Location Problems. |
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1996-06 | C. Hennig | Identifiability of Finite Linear Regression Mixtures. |
[Download (ps.gz)] |

1996-05 | D. Pfeifer, B. Heidergott | The zero utility principle for scale families of risk distributions. |
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1996-04 | G. Neuhaus, L.-X. Zhu | Permutation Tests for Reflected Symmetry. |
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1996-03 | C. Hennig | Fixed Point Clusters and Their Relation to Stochastic Models. |
[Download (ps.gz)] |

1996-02 | D. Pfeifer | On Asymptotic Behaviour of Weighted Sample Quantiles. |
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1996-01 | E. Kremer | Threshold Lossreserving. |
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### 1995

1995-09 | S. Zwanzig, A. V. Ivanov | Application of Saddlepoint Approximation in Nonlinear Regression. |
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1995-08 | L. Mattner | Strict definiteness of integrals via complete monotonicity of derivatives. |
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1995-07 | L. Mattner, K. Müller | Convolutions and Fourier transforms of unbounded measures. |
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1995-06 | D. Pfeifer, K. Borovkov | On Improvements of the Order of Approximation in the Poisson Limit Theorem. |
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1995-05 | D. Pfeifer, K. Borovkov | Pseudo–Poisson Approximation for Markov Chains. |
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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. |
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1995-03 | H. Daduna | The joint distribution of sojourn times for a customer traversing a series of queues: The discrete time case. |
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1995-02 | C. Hennig | Fixed cluster analysis for regression data: Computation and weak consistency. |
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1995-01 | E. Kremer | Credibility for stationarity. |
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### 1994

1994-09 | S. Zwanzig | Tests of fit in nonlinear regression. |
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1994-08 | E. Kremer | Individuelle Rückversicherungsverträge mit zeitvariablem Selbstbehalt. |
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1994-07 | H. Daduna | Sojourn time distributions in non–product–form queueing networks. |
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1994-06 | H. Daduna | The cycle time distribution in a cycle of Bernoulli servers in discrete time. |
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1994-05 | G. Neuhaus, A. Janssen | Two sample rank tests for censored data with non–predictable weights. |
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1994-04 | L. Mattner | Complete order statistics in parametric models. |
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1994-03 | L. Mattner | Optimal unbiased means, polynomial moment relations, and natural exponential families. |
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1994-02 | E. Kremer | Robust credibility via robust Kalman filtering. |
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1994-01 | E. Kremer | INAR and IBNR. |
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### 1993

1993-09 | E. Kremer | Empirical Kalman–Credibility. |
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1993-08 | L. Mattner | Mean unbiased medians, median unbiased means, and symmetric random walks. |
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1993-07 | K. Behnen | A modification of least squares with high efficiency and high breakdown point in linear regression. |
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1993-06 | C. Hennig | Efficient high–breakdown–estimators in robust regression: What function to choose? |
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1993-05 | G. Neuhaus | Conditional rank tests for the two–sample problem with partially observed data. |
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1993-04 | E. Kremer | Random coefficient autoregressive loss reserving. |
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1993-03 | E. Kremer | A probable maximum loss theory. |
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1993-02 | E. Kremer | Recursive largest claims reinsurance rating, revisited. |
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1993-01 | E. Kremer | Certain extensions of the chain–ladder–technique. |
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### 1992

1992-10 | L. Mattner | On asymmetric laws with symmetric convolution powers and an error of Kagan, Linnik and Rao. |
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1992-09 | M. Weba | Fitting a parametric distribution for large claims in case of censored or partitioned data. |
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1992-08 | L. Mattner, U. Kamps | An identity for expectations of functions of order statistics. |
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1992-07 | L. Mattner, M. Reinders | Uniformly minimum variance unbiased estimators in additive models with bounded residuals are deterministic. |
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1992-06 | G. Neuhaus | Conditional rank tests for the two–sample problem under random censorship: Treatment of ties. |
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1992-05 | C. Hipp | Pollard's CLT and the delta–method. |
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1992-04 | B. Heidergott | Simultaneous events in queueing systems and their impact on perturbation analysis derivative estimation. |
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1992-03 | L. Mattner | Some incomplete but boundedly complete location families. |
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1992-02 | H. Daduna, R. Szekli | A queueing theoretical proof of an increasing property for Polya frequency functions. |
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1992-01 | H. Daduna, R. Szekli | Positive and negative dependence in Markovian networks. |
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### 1991

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). |
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1991-03 | J. Kreyser | Verweilzeitverteilung in G/M/m/∞–Reparatursystemen mit austauschbaren Teilen. |
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1991-02 | L. Mattner | Completeness of location families, translated moments, and uniqueness of changes. |
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1991-01 | G. Neuhaus | On the asymptotic equivalence of conditional and unconditional rank tests for the two–sample problem under unequal random censorship. |
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### 1990

1990-07 | R. Möhring | Bootstrapping parameter estimates in long–memory time series models. |
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1990-06 | M. Weba | Estimating non–differentiable functions of multinomial probabilities. |
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1990-05 | G. Hübner | Adaptive policy–iteration and policy–value–iteration for discounted Markov decision processes. |
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1990-04 | M. Weba | Interpolation of random functions. |
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1990-03 | G. Neuhaus | A conditional Kolmogorov–Smirnov test for the two sample problem under random censorship. |
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1990-02 | G. Neuhaus | The Kolmogorov–Smirnov test in a competing risk model. |
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1990-01 | R. Möhring | Parameter estimation in Gaussian intermediate–memory time series. |
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### 1989

1989-07 | G. Hübner | Estimation and adaptive control of span–contracting Markov decision processes. |
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1989-06 | H. Daduna | On the stability of queueing systems under precedence restrictions for the service of customers. |
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1989-05 | G. Neuhaus | Some linear and nonlinear rank tests for competing risks models. |
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1989-04 | K. Behnen, G. Neuhaus | Likelihood ratio rank tests for the two–sample problem with randomly censored data. |
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1989-03 | H. Daduna | The method of adjusted transfer rates for computing delay time distributions in data communication systems with window flow control. |
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1989-02 | H. Daduna | On network flow equations and splitting formulas for sojourn times in queueing networks. |
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1989-01 | J. Hemker | A note on sojourn times in queueing networks with multiserver nodes. |
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### 1988

1988-07 | J.-P. Kreiss, Franke | Bootstrapping stationary ARMA–models. |
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1988-06 | J.-P. Kreiss | Bootstrap–procedures for AR(∞)–processes. |
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1988-05 | J.-P. Kreiss | Asymptotics for the empirical distribution of residuals in autoregressions with infinite order. |
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1988-04 | J.-P. Kreiss | Local asymptotic normality for autoregression with infinite order. |
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1988-03 | H. Daduna | Note on the ergodicity of closed queueing networks. |
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1988-02 | M. Weba | A quantitative Korovkin theorem for random functions with multivariate domains. |
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1988-01 | H. Daduna | A concurrency control problem in a time–sharing system with different job types. |
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### 1987

1987-11 | M. Weba | Simulation and approximation of stochastic processes by spline function. |
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1987-10 | H. Daduna | Simultaneous busy periods for nodes in a stochastic network. |
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1987-09 | G. Neuhaus | Linear rank tests with estimated score functions for the two–sample problem with randomly censored data. |
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1987-08 | G. Hübner | A unified approach to adaptive control of average reward Markov decision processes. |
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1987-07 | C. Hipp | Estimators and confidence intervals for ruin probabilities. |
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1987-06 | J. Stein | On efficiency of linear programming applied on discounted Markovian decision problems. |
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1987-05 | G. Neuhaus | Asymptotically optimal rank tests for the two–sample problem with randomly censored data. |
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1987-04 | M. Weba | Quantitative results on monotone approximation of stochastic processes. |
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1987-03 | E. Kremer | An upper bound for the net premium of the general reinsurance/math/de/forschung/bereiche/st–develop/publikationen/preprint–archiv. . |
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1987-02 | J. Stein | Linear programming of discounted Markovian decision problems: A Fortran– code. |
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1987-01 | H. Daduna | Exchangeable items in repair systems: Delay times. |
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### 1986

1986-11 | G. Neuhaus | A class of quadratic goodness of fit tests. |
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1986-10 | G. Hübner | On the robustness of searching algorithms for multi–objective Markov decision problems. |
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1986-09 | M. Weba | A note on parameter estimation of differentiable ergodic processes. |
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1986-08 | H. Daduna | Busy periods for subnetworks in stochastic networks. |
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1986-07 | M. Weba | Quadrature of smooth stochastic processes. |
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1986-06 | J.-P. Kreiss | On stochastic estimation. |
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1986-05 | H. Daduna | On the busy period in networks of queues: Mean value analysis. |
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1986-04 | H. Daduna | The mean busy period duration for open networks of queues. |
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1986-03 | H. Daduna | Optimale Zugangskontrolle an parallelen exponentiellen Bedienungssystemen – ein einfacher Beweis des Satzes von Winston –. |
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1986-02 | E. Kremer | Robust premium principles. |
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1986-01 | H. Daduna | Optimal control of a queueing system with an exponential and an Erlangian server and renewal input stream. |
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### 1985

1985-11 | J.-P. Kreiss | On adaptive estimation in autoregressive models when there are nuisance functions. |
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1985-10 | E. Kremer | General exponential smoothing credibility. |
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1985-09 | E. Kremer | Recursive calculation of the net premium for largest claims... . |
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1985-08 | K. Lohse | The consistency of the bootstrap. |
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1985-07 | J.-P. Kreiss | Repeated significance tests for stationary ARMA–processes. |
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1985-06 | H. Daduna | Repair times in a two–echelon repair system with control. |
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1985-05 | E. Kremer | Reinsurance premiums under special claims number distributions. |
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1985-04 | H. Daduna | Cycle times in a starlike network with state–dependent routing. |
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1985-03 | H. Braun | Weak convergence of assets processes with stochastic interest return. |
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1985-02 | G. Neuhaus | Local asymptotics for one–sided linear rank statistics with estimated score functions. |
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1985-01 | J.-P. Kreiss | Estimation of the distribution function of noise in stationary ARMA– models. |
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### 1984

1984-06 | G. Neuhaus | Local asymptotics for linear rank statistics with estimated score functions. |
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1984-05 | J.-P. Kreiss | On adaptive estimation and testing in ARMA–models – the multivariate case – . |
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1984-04 | E. Kremer | Finite formulae for the premium of the general reinsurance treaty based on ordered claims. |
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1984-03 | E. Kremer | Simple formulae for the premium of the LCR and ECOMOR treaties. |
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1984-02 | J.-P. Kreiss | A note on M–estimation in stationary ARMA processes. |
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1984-01 | J.-P. Kreiss | On adaptive estimation in stationary ARMA–processes. |
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### 1983

1983-04 | K. Behnen, G. Neuhaus | Two–sample adaptive rank tests under type II censoring. |
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1983-03 | G. Neuhaus | Some repeated goodness of fit tests when parameters are estimated. |
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1983-02 | K. Behnen, M. Huskova | A simple algorithm for the adaption of scores and power behavior of the corresponding rank test. |
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1983-01 | E. Kremer | A class of autoregressive models for predicting the final claims amount. |
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### 1982

1982-08 | E. Kremer | An asymptotic formula for the net premiums of some reinsurance treaties. |
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1982-07 | E. Kremer | Bahadur efficiency of linear rank tests – a survey. |
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1982-06 | K. Mosler | Estimation under G–invariant quasi–convex–loss. |
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1982-05 | E. Kremer | A distribution free bound for the premium of the LCR–treaty. |
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1982-04 | K. Behnen, G. Neuhaus | Linear rank statistics with estimated scores for testing independence. |
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1982-03 | E. Kremer | On autoregressive credibility models. |
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1982-02 | K. Behnen, G. Neuhaus, F. Ruymgaart | A Chernoff–Savage theorem for rank statistics with estimated scores and rank estimators of score–functions. |
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1982-01 | E. Kremer | Exponential smoothing and credibility theory. |
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### 1981

1981-10 | K. Behnen, G. Neuhaus | Two–sample rank tests with estimated scores and the Galton test. |
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1981-09 | E. Kremer | Rating of largest claims and ECOMOR–reinsurance treaties for large portfolios. |
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1981-08 | E. Kremer | Credibility estimation for a class of evolutionary models. |
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1981-07 | E. Kremer | Ein Modell zur Tarifierung von Kumul–Schadenexzedentenverträgen in der Unfallversicherung. |
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1981-06 | E. Kremer | IBNR–claims and the two–way model of ANOVA. |
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1981-05 | G. Neuhaus | H –contiguity in nonparametric testing problems and sample Pitman efficiency. |
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1981-04 | E. Kremer | Das allgemeine Exposure–Verfahren zur Tarifierung von Unfall– Schadenexzedenten–Verträgen. |
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1981-03 | W.-R. Heilmann | Predictive configural frequency analysis evaluated by simultaneous Berchtold–corrected fourfold X –tests. |
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1981-02 | M. Lehnerdt | A note on optimal search and stop. |
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1981-01 | W.-R. Heilmann | Statistik. Ein Einführungsvortrag. |
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### 1980

1980-10 | M. Lehnerdt | On the structure of discrete sequential search problems and of their solutions. |
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1980-09 | G. Hübner | Achievements and future tasks in applied stochastic decision processes. |
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1980-08 | W.-R. Heilmann | Improved methods for calculating and estimating maximal stop–loss premiums. |
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1980-07 | K. Behnen | Nichtparametrische Statistik: Zweistichproben Rangtests. |
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1980-06 | E. Kremer | Bahadur efficiency at infinity of two–sample rank tests. |
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1980-05 | E. Kremer | Asymptotic optimality of signed rank tests at infinity. |
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1980-04 | E. Kremer | Local Bahadur efficiency of rank tests for the independence problem. |
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1980-03 | E. Kremer | Local comparison of linear rank tests in the Bahadur sense. |
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1980-02 | W.-R. Heilmann | Approximations and error bounds for multistage stochastic linear programs. Part 2: Approximation by a „larger“ model. |
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1980-01 | G. Neuhaus, E. Kremer | Repeated chi–square testing. |
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