Michael H. Neumann
Identifiers
- name variant Michael H. Neumann 0.60 · backfill
Papers (7)
- Absolute regularity of semi-contractive GARCH-type processes math.PR · 2017 · author #2
- On Integrated $L^{1}$ Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations math.ST · 2017 · author #3
- Absolute regularity and ergodicity of Poisson count processes math.ST · 2012 · author #1
- The notion of $\psi$-weak dependence and its applications to bootstrapping time series math.PR · 2008 · author #2
- Goodness-of-fit tests for Markovian time series models: Central limit theory and bootstrap approximations math.ST · 2008 · author #1
- Nonparametric estimation for L\'evy processes from low-frequency observations math.ST · 2007 · author #1
- Asymptotic equivalence of nonparametric autoregression and nonparametric regression math.ST · 2006 · author #2
Mentions
Frequent Coauthors
- Paul Doukhan 2 shared papers
- Anne Leucht 1 shared papers
- Efstathios Paparoditis 1 shared papers
- Ion G. Grama 1 shared papers
- Konstantinos Fokianos 1 shared papers
- Markus Reiss 1 shared papers