| Richard Avuglah | 07.06.10 | Some Steps towards Experimental Design for Neural Network Regression |
| Hani Kabajah | 12.05.10 | Local Smoothers with Regularization |
| Sascha Feth | 18.12.09 | Partially Passed Component Counting for Evaluating Reliability |
| Evelin Dumbach | 24.09.09 | Nonparametric Estimation of Probabilities of Default under Monotonicity Constraints |
| Lea Kartika Triebsch | 25.11.08 | New Integer-valued Autoregressive and Regression Models with State-dependent Parameters |
| Anthony Waititu Gichuhi | 06.10.08 | Nonparametric Changepoint Analysis for Bernoulli Random Variables based on Neural Networks |
| Nikolaus Ruf | 17.06.08 | A Time Series Model for Precipitation based on Disaggregation and Lognormal Point Processes |
| Bambang Susanto | N/A | An extension of Akaike Information Criterion for multivariate Schemes and Outlier labeling |
| Paul Koether | 30.09.05 | GARCH-like Models with Dynamic Crash-Probabilities |
| Siana Halim | 16.09.05 | Spatially adaptive Detection of local Disturbances in Time Series and Stochastic Processes on the Integer Lattice Z^2 |
| Charles Andoh | 03.03.05 | Risk Analysis of financial Time Series using Neural Networks |
| Joseph Tadjuidje | 14.02.05 | Competing Neural Networks as Models for non-stationary Financial Time Series |
| Markus Junker | 15.12.03 | Modelling, Estimating and Validating Multidimensional Distribution Functions with Applications to Risk Management |
| Oliver Reiß | 15.09.03 | Mathematical Methods for the efficient Assessment of Market and Credit Risk |
| Peter Mwita | 11.03.03 | Semiparametric Estimation of conditional Quantiles for Time Series with Applications in Finance |
| Mabouba Diagné | 18.07.02 | Financial Risk Management and Portfolio Optimization using Artificial Neural Networks and Extreme Value Theory |
| Alex Sarishvili | 26.02.02 | Neural Network Based Lag Selection for multivariate Time Series |
| Harriet Holzberger | 03.07.01 | Nonparametric Estimation of Nonlinear ARMA- and GARCH-Processes |
| Christina Andersson | 15.02.01 | Asymptotic Investigations of Support Vector Regression with Noiseless and Noisy Data |
| Vera Friederichs | 13.07.99 | Local Smoothing Methods in Image Processing |
| Gerald Kroisandt | 30.10.98 | Changepoint-Analysis with Wavelets for Time Series with Structural Jumps |
| Eduardo Valenzuela | 19.07.95 | Nonlinear Autoregressive Processes in the Plane and Kernel Estimates for their Autoregression Function |
| Thomas Seligmann | 05.07.94 | Parameterschätzer für Markowfelder mit Anwendungen auf räumliche Datenanalyse und Bildverarbeitung |
| Eva Kreutzberger | 30.11.93 | Ein Bootstrap-Ansatz für nichtlineare Vorhersagen von Zeitreihen |
| Liam Ferryanto | 08.07.93 | Statistical Walsh-Fourier Spectral Analysis of Two-Dimensional Random Fields in View of an Application for Detecting Structural Differences of Textural Models |
| Bernhard Gründer | 03.03.93 | Räumlich-zeitliche stochastische Modelle und ihre Anpassung an in Meßnetzen erhobene Daten |
| Rainer von Sachs | Sept. 91 | Robuste Spektralkernschätzer für Zeitreihen |
| Johanna Behrens | 02.04.91 | Robuste Ordnungsbestimmung für additiv kontaminierte autoregressive Prozesse |
