Michael H. Neumann
Michael H. Neumann
Professor of Mathematical Statistics, Friedrich-Schiller-Universität Jena
Verified email at uni-jena.de - Homepage
Title
Cited by
Cited by
Year
Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
MH Neumann, R Von Sachs
The Annals of Statistics 25 (1), 38-76, 1997
1811997
On the effect of estimating the error density in nonparametric deconvolution
MH Neumann, O Hössjer
Journal of Nonparametric Statistics 7 (4), 307-330, 1997
1681997
Nonparametric estimation for Lévy processes from low-frequency observations
MH Neumann, M Reiß
Bernoulli 15 (1), 223-248, 2009
1342009
Exact risk analysis of wavelet regression
JS Marron, S Adak, IM Johnstone, MH Neumann, P Patil
Journal of Computational and Graphical Statistics 7 (3), 278-309, 1998
1331998
Absolute regularity and ergodicity of Poisson count processes
MH Neumann
Bernoulli 17 (4), 1268-1284, 2011
1272011
Spectral density estimation via nonlinear wavelet methods for stationary non‐Gaussian time series
MH Neumann
Journal of time series analysis 17 (6), 601-633, 1996
1231996
Simultaneous bootstrap confidence bands in nonparametric regression
MH Neumann, J Polzehl
Journal of Nonparametric Statistics 9 (4), 307-333, 1998
1061998
Regression-type inference in nonparametric autoregression
MH Neumann, JP Kreiss
The Annals of Statistics 26 (4), 1570-1613, 1998
1041998
Predictable dynamics in higher-order risk-neutral moments: Evidence from the S&P 500 options
M Neumann, G Skiadopoulos
Journal of Financial and Quantitative Analysis 48 (3), 947-977, 2013
1002013
A wavelet‐based test for stationarity
R Von Sachs, MH Neumann
Journal of Time Series Analysis 21 (5), 597-613, 2000
952000
Wavelet thresholding: beyond the Gaussian iid situation
MH Neumann, R Von Sachs
Wavelets and statistics, 301-329, 1995
951995
Problems related to confidence intervals for impulse responses of autoregressive processes
A Benkwitz, MH Neumann, H Lütekpohl
Econometric Reviews 19 (1), 69-103, 2000
912000
Nonlinear wavelet estimation of time-varying autoregressive processes
R Dahlhaus, MH Neumann, R Von Sachs
Bernoulli 5 (5), 873-906, 1999
861999
Probability and moment inequalities for sums of weakly dependent random variables, with applications
P Doukhan, MH Neumann
Stochastic Processes and their Applications 117 (7), 878-903, 2007
762007
Bootstrap tests for simple structures in nonparametric time series regression
JP Kreiss, MH Neumann, Q Yao
Institute für Mathematik, Techn. Univ., 1998
75*1998
Bootstrapping neural networks
J Franke, MH Neumann
Neural computation 12 (8), 1929-1949, 2000
692000
Finite element solution of conical diffraction problems
J Elschner, R Hinder, G Schmidt
Advances in Computational Mathematics 16 (2-3), 139-156, 2002
662002
A method for monitoring pesticides bound to suspended particles in small streams
M Liess, R Schulz, M Neumann
Chemosphere 32 (10), 1963-1969, 1996
641996
Fully data-driven nonparametric variance estimators
MH Neumann
Statistics: A Journal of Theoretical and Applied Statistics 25 (3), 189-212, 1994
621994
Properties of the nonparametric autoregressive bootstrap
J Franke, JP Kreiss, E Mammen, MH Neumann
Journal of Time Series Analysis 23 (5), 555-585, 2002
572002
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