| 2010 | |
|---|---|
| Nr. 126 | Jürgen Franke Weak Dependence of Functional INGARCH Processes |
| 2009 | |
| Nr. 124 | Jürgen Franke and Joseph Tadjuidje Kamgaing Maximum Likelihood Estimators for Markov Switching Autoregressive Processes with ARCH Component |
| Nr. 121 | Jürgen Franke, Jean-Pierre Stockis, Joseph Tadjuidje Kamgaing and W. K. Li Mixtures of Nonparametric Autoregressions, revised |
| Nr. 120 | Jürgen Franke, Jean-Pierre Stockis, Joseph Tadjuidje Kamgaing and W. K. Li Mixtures of Nonparametric Autoregressions |
| 2008 | |
| Nr. 115 | Joseph Tadjuidje Kamgaing, Hernando Ombao and Richard A. Davis A Class of Switching Regimes Autoregressive Driven Processes with Exogenous Components |
| Nr. 110 | Vera Friedrichs Local Smoothing Methods in Image Processing, revised |
| 2007 | |
| Nr. 110 | Vera Friedrichs Local Smoothing Methods in Image Processing |
| Nr. 107 | Jürgen Franke, Joseph Tadjuidje, Stefan Didas and Joachim Weickert Some asymptotics for local least-squares regression with regularization |
| Nr. 105 | Jürgen Franke, Jean-Pierre Stockis and Joseph Tadjuidje Kamgaing Quantile Sieve Estimates for Time Series |
| Nr. 104 | Jürgen Franke, Jean-Pierre Stockis and Joseph Tadjuidje Kamgaing A note on the identifiability of the conditional expectation for the mixtures of neural networks |
| Nr. 103 | Jürgen Franke, Jean-Pierre Stockis and Joseph Tadjuidje Kamgaing On Geometric Ergodicity of CHARME Models |
| 2003 | |
| Nr. 91 | Nikolaus Ruf and Anita Sch%ouml;bel Set covering with almost consecutive ones property |
| Nr. 87 | Jürgen Franke and Peter Mwita Nonparametric Estimates for Conditional Quantiles of Time Series |
| 2002 | |
| Nr. 83 | Jürgen Franke and Mabouba Diagne Estimating Market Risk with Neural Networks |
| 2001 | |
| Nr. 77 | Jürgen Franke, Michael Neumann and Jean-Pierre Stockis Bootstrapping Nonparametric Estimators of the Volatility Function |
| 2000 | |
| Nr. 70 | Veronique Delouille, Jürgen Franke and Rainer von Sachs Nonparametric stochastic regression with design-adapted wavelets |
| 1999 | |
| Nr. 58 | Jürgen Franke Portfolio Management and Market Risk Quantification Using Neural Networks |
| Nr. 49 | Jürgen Franke and Matthias Klein Optimal Portfolio-Management using Neural Networks - a Case Study |
| Nr. 46 | Jürgen Franke, Jens-Peter Kreiß and Martin Moser Bootstrap Autoregressive Order Selection |
| 1998 | |
| Nr. 44 | Jürgen Franke Nonlinear and Nonparametric Methods for Analyzing Financial Time Series |
| Nr. 38 | Jürgen Franke and Michael Neumann Bootstrapping neural networks |
| Nr. 37 | Jürgen Franke, Wolfgang Härdle and Jens-Peter Kreiß Nonparametric Estimation in a Stochastic Volatility Model |
| 1997 | |
| Nr. 22 | Jürgen Franke, Jens-Peter Kreiß and Enno Mammen Bootstrap of kernel smoothing in nonlinear time series |
| 1996 | |
| Nr. 9 | Jürgen Franke, Klaus Schindler and Norbert Siedow Finanzinnovationen (Grundlagen und Praxis der Optionspreisbestimmung) |
| Nr. 7 | Jürgen Franke and Bernhard Gründer General Kriging for Spatial-Temporal Processes with Random ARX-Regression Parameters |
| Nr. 1 | Axel Krebs Zur Ermittlung des Verkehrswerts bebauter Grundstücke in Kaiserslautern |
Die Nummern beziehen sich auf den Report in Wirtschaftsmathematik (WIMA Report).
