Archiv der Preprintreihe

Der Arbeitsbereich hat von 1980 bis 2024 die „Preprintreihe des Bereichs Mathematische Statistik und Stochastische Prozesse“ (prst) veröffentlicht, 2024 wurde dies endgültig eingestellt, und neuere Beiträge aus den Bereichen findet man nur direkt im ArXiv.

Preprints 2024–2010

2024

2024-03	David Clancy Jr, Vitalii Konarovskyi, Vlada Limic	Degree corrected stochastic block model: excursion representation [verfügbar bei arXiv]
2024-02	Andrey Dorogovtsev, Vitalii Konarovskyi, Max von Renesse	A Central Limit Theorem for Modified Massive Arratia Flow [verfügbar bei arXiv]
2024-01	Benjamin Gess, Vitalii Konarovskyi	A quantitative central limit theorem for the simple symmetric exclusion process [verfügbar bei arXiv]

2023

2023-01

Vitalii Konarovskyi, Fenna Müller

Dean-Kawasaki equation with initial condition in the space of positive distributions
[verfügbar bei arXiv]

2022

2022-01

Anja Janßen, Sebastian Neblung, Stilian Stoev

Tail-dependence, exceedance sets, and metric embeddings
[verfügbar bei arXiv]

2021

2021-01

Holger Drees, Anja Janßen, Sebastian Neblung

Cluster based inference for extremes of time series
[verfügbar bei arXiv]

2020

2020-07	Hans Daduna	Alternating birth-death processes [verfügbar bei arXiv]
2020-06	Leonie Selk, Charles Tillier, Orlando Marigliano	Multivariate boundary regression models [verfügbar bei arXiv]
2020-05	Nick Kloodt	Estimation of the Transformation Function in Fully Nonparametric Transformation Models with Heteroscedasticity [verfügbar bei arXiv]
2020-04	Nick Kloodt	Identification in a Fully Nonparametric Transformation Model with Heteroscedasticity [verfügbar bei arXiv]
2020-03	Holger Drees, Sebastian Neblung	Asymptotics for sliding blocks estimators of rare events [verfügbar bei arXiv]
2020-02	Nick Kloodt, Natalie Neumeyer, Ingrid Van Keilegom	Specification testing in semi-parametric transformation models [verfügbar bei arXiv]
2020-01	Florian Hildebrandt	On generating fully discrete samples of the stochastic heat equation on an interval [verfügbar bei arXiv]

Preprints 2019–2010

2019 2018 2017 2016 2015 2014 2013 2012 2011 2010

2019

2019-08	Florian Hildebrandt, Mathias Trabs	Parameter estimation for SPDEs based on discrete observations in time and space [verfügbar bei arXiv]
2019-07	Maria Mohr, Leonie Selk	Estimating change points in nonparametric time series regression models [verfügbar bei arXiv]
2019-06	Holger Drees, Anne Sabourin	Principal Component Analysis for Multivariate Extremes [verfügbar bei arXiv]
2019-05	Maria Mohr, Natalie Neumeyer	Nonparametric volatility change detection [verfügbar bei arXiv]
2019-04	Berenice Anne Neumann	Stationary Equilibria of Mean Field Games with Finite State and Action Space [verfügbar bei arXiv]
2019-03	Holger Drees, Miran Knezevic	Peak-over-Threshold Estimators for Spectral Tail Processes: Random vs Deterministic Thresholds [verfügbar bei arXiv]
2019-02	Marek Omelka, Sarka Hudecova, Natalie Neumeyer	Maximum pseudo-likelihood estimation based on estimated residuals in copula semiparametric models [verfügbar bei arXiv]
2019-01	Maria Mohr, Natalie Neumeyer	Consistent nonparametric change point detection combining CUSUM and marked empirical processes [verfügbar bei arXiv]

2018

2018-05	Holger Drees, Anja Janßen, Sidney I. Resnick, Tiandong Wang	On a minimum distance procedure for threshold selection in tail analysis [verfügbar bei arXiv]
2018-04	Markus Bibinger, Mathias Trabs	On central limit theorems for power variations of the solution to the stochastic heat equation [verfügbar bei arXiv]
2018-03	David J. Prömel, Mathias Trabs	Paracontrolled distribution approach to stochastic Volterra equations [verfügbar bei arXiv]
2018-02	Natalie Neumeyer, Leonie Selk, Charles Tillier	Semi-parametric transformation boundary regression models [verfügbar bei arXiv]
2018-01	Mathias Trabs	Bayesian inverse problems with unknown operators [verfügbar bei arXiv]

2017

2017-09	Holger Drees, Laurens de Haan, Feridun Turkman	Extreme value estimation for discretely sampled continuous processes [verfügbar bei arXiv]
2017-08	Natalie Neumeyer, Ingrid Van Keilegom	Bootstrap of residual processes in regression: to smooth or not to smooth? [verfügbar bei arXiv]
2017-07	Florian Hildebrandt, Sylvie Rœlly	Pinned diffusions and Markov bridges [verfügbar bei arXiv]
2017-06	Maria Mohr	Weak Convergence of Sequential Empirical Processes under Weak Dependence [verfügbar bei arXiv]
2017-05	Tobias Niebuhr, Mathias Trabs	Profiting from correlations: Adjusted estimators for discrete probability distributions [verfügbar bei arXiv]
2017-04	Denis Belomestny, Mathias Trabs, Alexandre B. Tsybakov	Sparse covariance matrix estimation in high-dimensional deconvolution [verfügbar bei arXiv]
2017-03	Markus Bibinger, Mathias Trabs	Volatility estimation for stochastic PDEs using high-frequency observations [verfügbar bei arXiv]
2017-02	Nick Kloodt, Natalie Neumeyer	Specification tests in semiparametric transformation models [verfügbar bei 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 [verfügbar bei arXiv]
2016-03	Holger Drees, Anja Janßen	Conditional Extreme Value Models: Fallacies and Pitfalls [verfügbar bei arXiv]
2016-02	Richard A. Davis, Holger Drees, Johan Segers, Michal Warchol	Modeling serial extremal dependence [verfügbar bei arXiv]
2016-01	Hans Daduna, Ruslan Krenzler, Robert Ritter, Dietrich Stoyan	Heuristic Approximations for Closed Networks: A Case Study in Open-pit Mining [verfügbar bei arXiv]

2015

2015-03	Holger Drees	Bootstrapping Empirical Processes of Cluster Functionals with Application to Extremograms [verfügbar bei 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 [verfügbar bei arXiv]

2014

2014-07	Holger Drees, Natalie Neumeyer, Leonie Selk	Hypotheses tests in boundary regression models [verfügbar bei arXiv]
2014-06	Markus Reiß, Leonie Selk	Efficient estimation of functionals in nonparametric boundary models [verfügbar bei arXiv]
2014-05	Natalie Neumeyer, Hohsuk Noh, Ingrid Van Keilegom	Heteroscedastic semiparametric transformation models: estimation and testing for validity [verfügbar bei 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 [verfügbar bei 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 [verfügbar bei 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 [verfügbar bei arXiv]
2011-03	Holger Drees, Laurens de Haan	Estimating failure probabilities [verfügbar bei arXiv]
2011-02	Holger Drees	Extreme value analysis of actuarial risks: estimation and model validation [verfügbar bei 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 [verfügbar bei 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 [verfügbar bei arXiv]

Preprints 2009–2000

2009 2008 2007 2006 2005 2004 2003 2002 2001 2000

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 [verfügbar bei 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. [verfügbar bei 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
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 [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
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.
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

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. [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.
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

Preprints 1999–1990

1999 1998 1997 1996 1995 1994 1993 1992 1991 1990

1999

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, Dietmar Pfeifer	Estimates for the syracuse problem via a probabilistic model

1998

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

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

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. [Download (ps.gz)]
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. [Download (ps.gz)]
1996-02	D. Pfeifer	On Asymptotic Behaviour of Weighted Sample Quantiles.
1996-01	E. Kremer	Threshold Lossreserving.

1995

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

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

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

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

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

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.

Preprints 1989–1980

1989 1988 1987 1986 1985 1984 1983 1982 1981 1980

1989

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

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

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/math/de/forschung/bereiche/st-develop/publikationen/preprint-archiv. .
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

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

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

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

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

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

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

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.