Dieses Buch befaßt sich mit der empirischen Analyse ausgewählter Wechselkurse. Im Mittelpunkt steht dabei ein neuer univariater zeitreihentheoretischer Ansatz, der die Modellierung von Long-Memory-Phänomenen erlaubt. Eine Zeitreihe ist dann durch Long Memory charakterisiert, wenn zufällige...

The generalized additive model (GAM) is a multivariate nonparametric regression tool for non-Gaussian responses including binary and count data. We propose a spline-backfitted kernel (SBK) estimator for the component functions and the constant, which are oracally efficient under weak dependence....

Functional data analysis (FDA) has become an important area of statistics research in the recent decade, yet a smooth simultaneous confidence corridor (SCC) does not exist in the literature for the mean function of sparse functional data. SCC is a powerful tool for making statistical inference...

Based on a deterministic cell cycle model, the mesoscopic stochastic differential equations are theoretically derived from the biochemical reactions. The effects of the finite cell size on the cell cycle regulation in the wild type and wee1-cdc25Δ double mutant type are numerically studied by...