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Journal paper

  • Franke, J; Stockis, JP; TadjuidjeKamgaing, J; Li, WK (2011).
    Mixtures of nonparametric autoregressions.
    Journal Of Nonparametric Statistics. 23, (2), 287-303.

  • Franke, J; Stockis, JP; TadjuidjeKamgaing, J (2010).
    On geometric ergodicity of CHARME models.
    J. Time Series Analysis. 31, 141-152.

  • J. Franke, J.-P. Stockis, J. Tadjuidje (2008).
    A note on the identifiability of the conditional expectation for the mixtures of neural networks.
    Statistics and Probab. Letters. 78, 739-742.

  • J. Franke, J.-P. Stockis, J. Tadjuidje (2007).
    Sieve Estimates for Conditional Quantiles of Financial Time Series.
    Oberwolfach Reports. 15, 860-861.

  • J. Franke, S.Halim (2007).
    Wild bootstrap tests for signals and images.
    IEEE Signal Processing Magazine. 24, (4), 31-37.

  • J. Franke, P.Mwita (2006).
    Estimation of Critical Streamflow Discharge Level using Quantile Regression Approach.

  • J. Franke, A. Sarishvili, C. Andersson, G. Kroisandt (2006).
    On the consistency of the blocked neural network estimator in time series analysis.
    Neural Computation. 18, 2568-2581.

  • J. Franke, J.-P. Kreiß, M. Moser (2006).
    Bootstrap autoregressive order selection.
    Statistics and Decisions. 24, 305-325.

  • J. Franke, M. Diagne (2006).
    Estimating market risk with neural networks.
    Statistics and Decisions. 24, 1001-1021.

  • J. Franke, J. Löhr (2006).
    On the identification of large multilinear systems.
    Computational Statistics. 21, 415-429.

  • J. Franke, P. Mwita, R. Odhiambo and A. Waititu (2005).
    Direct Conditional Quantiles: Kernel Estimator and its Consistency.
    African Journal of Science and Technology. 6, 67-76.

  • J. Franke, U. Wunn, M. Bücking and A. Roeder (2004).
    Sequentielle Multihypothesentests zur Bestimmung von Gefährdungsstufen bei Schalenwildverbiss im Rahmen der Erstellung waldbaulicher Gutachten - ein neuer Verfahrensansatz.
    Allgemeine Forst- und Jagdzeitung. 175, 239-244.

  • J. Franke, M. Diagne and P. Mwita (2004).
    Nonparametric value-at-risk estimates.
    Oberwolfach Reports. 1, 133-134.

  • J. Franke, M. Neumann, J.-P. Stockis (2004).
    Bootstrapping nonparametric estimators of the volatility function.
    Journal of Econometrics. 118, 189-218.

  • J. Franke, W. Härdle and J.-P. Kreiß (2003).
    Nonparametric estimation in a stochastic volatility model.
    Recent Advances and Trends in Nonparametric Statistics.

  • J. Franke, G. Kroisandt (2003).
    Nonparametric changepoint detection for time series.
    PAMM. 2, 456-458.

  • J. Franke, J.-P. Kreiß, E. Mammen and M. Neumann (2002).
    Properties of the nonparametric autoregressive bootstrap.
    Journal of Time Series Analysis. 23, 555-585.

  • J. Franke, V. Delouille and R. von Sachs (2001).
    Nonparametric stochastic regression with design-adapted wavelets.
    Sankhya: The Indian Journal of Statistics. Special issue on Wavelets, Series A. 63, (3), 328-366.

  • J. Franke (2000).
    Portfolio Management and Market Risk Quantification using Neural Networks.
    Statistics and Finance: An Interface.

  • J. Franke, M. Neumann (2000).
    Bootstrapping neural networks.
    Neural Computation. 12, 1929-1949.

  • J. Franke, K. Han and Y. T. Feng (1996).
    Numerical methods of generating random points with prescribed dustributional properties in (non)rational Bezier surfaces.
    Math. Comp. Modelling. 23, 15-28.

  • J. Franke, Th. Seligmann (1993).
    Conditional maximum likelihood estimates for INAR(1)-models and their application to modelling epileptic seizure counts.
    Developments in Time Series Analysis.

  • J. Franke, W. Härdle (1992).
    On bootstrapping kernel spectrum estimates.
    The Annals of Statistics. 20, (1), 121-145.

  • J. Franke, B. Gründer (1992).
    Stochastic modelling for analyzing immission data in forests.
    Tagungsberichte der AG Biometrie in der Ökologie der deutschen Region der Biometrischen Gesellschaft. 3,

  • J. Franke, J.-P. Kreiß (1992).
    Bootstrapping ARMA-models.
    J. Time Ser. Analysis. 13, 297-317.

  • [BibTex]


  • J. Franke (1995).
    An improved version of Breiman's minimax filter. Sonderforschungsbereich Stochastische Mathematische Modelle Heidelberg: Preprint



  • J. Franke (1998).
    Nonlinear and nonparametric methods for analyzing financial time series.
    Operations Research Proceedings. 271-282.
  • J. Franke, M. Wendel (1990).
    A bootstrap approach for nonlinear autoregressions - some preliminary results.
    Bootstrapping and Related Techniques. K.-H. Jäckel, G. Rothe, W. Sendler (eds.)


  • J. Franke, J.-P. Stockis, J. Tadjuidje (2012).
    Nonparametric estimation for Markov Switching AR-ARCH models.
    [pdf] [BibTex]