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How many random walks correspond to a given set of return probabilities to the origin?

Dette, Holger; Studden, William J. - In: Stochastic Processes and their Applications 64 (1996) 1, pp. 17-30

We consider the class of simple random walks or birth and death chains on the nonnegative integers. The set of return probabilities Pn00, n [greater-or-equal, slanted] 0, uniquely determines the spectral measure of the process. We characterize the class of simple random walks with the same...

Persistent link: https://www.econbiz.de/10008872850

A new approach for open‐end sequential change point monitoring

Gösmann, Josua; Kley, Tobias; Dette, Holger - In: Journal of Time Series Analysis 42 (2020) 1, pp. 63-84

Persistent link: https://www.econbiz.de/10012283141

Change-Point Detection in Autoregressive Models with no Moment Assumptions

Akashi, Fumiya; Dette, Holger; Liu, Yan - In: Journal of Time Series Analysis 39 (2018) 5, pp. 763-786

Persistent link: https://www.econbiz.de/10012094936

Testing relevant hypotheses in functional time series via self-normalization

Dette, Holger; Kokot, Kevin; Volgushev, Stanislav - In: Journal of the Royal Statistical Society: Series B … 82 (2020) 3, pp. 629-660

Persistent link: https://www.econbiz.de/10012284218

A note on the uniform distribution on the arcsin points

Dette, Holger - In: Metrika 46 (1997) 1, pp. 71-82

Persistent link: https://www.econbiz.de/10005376012

A Unified Approach to Second Order Optimality Criteria in Nonlinear Design of Experiments

Dette, Holger; Grigoriev, Yuri - In: Annals of the Institute of Statistical Mathematics 52 (2000) 3, pp. 574-597

Persistent link: https://www.econbiz.de/10005395559

On the estimation of a monotone conditional variance in nonparametric regression

Dette, Holger; Pilz, Kay - In: Annals of the Institute of Statistical Mathematics 61 (2009) 1, pp. 111-141

Persistent link: https://www.econbiz.de/10005395591

Optimal designs for estimating the coefficients of the lower frequencies in trigonometric regression models

Dette, Holger; Melas, Viatcheslav; Shpilev, Piter - In: Annals of the Institute of Statistical Mathematics 59 (2007) 4, pp. 655-673

Persistent link: https://www.econbiz.de/10005395607

D-Optimal Designs for Trigonometric Regression Models on a Partial Circle

Dette, Holger; Melas, Viatcheslav; Pepelyshev, Andrey - In: Annals of the Institute of Statistical Mathematics 54 (2002) 4, pp. 945-959

Persistent link: https://www.econbiz.de/10005395754

A Test for Additivity in Nonparametric Regression

Derbort, Stephan; Dette, Holger; Munk, Axel - In: Annals of the Institute of Statistical Mathematics 54 (2002) 1, pp. 60-82

Persistent link: https://www.econbiz.de/10005395841