Dresdner Schriften zur Mathematischen Stochastik

ISSN 0946-4735
Herausgeber: Die Professoren des Instituts für Mathematische Stochastik
2021 2017 2016  2015  2013  2011  2010  2009  2008  2007  2006  2005  2004  2003  2002  2001  2000  1999  1998  1997  1996  1995  1994

  2021
2/2021 Dietmar Ferger
On the locations of maxima and minima in a sequence of exchangeable random variables
1/2021 Dietmar Ferger
A Continuous Mapping Theorem for the Argmin-Set Functional with Applications to Convex Stochastic Processes
   
  2017
2/2017 Dietmar Ferger
On the supremum of a Brownian bridge standardized by its maximizing point with applications to statistics
1/2017 Dietmar Ferger
Weak Convergence of Probability Measures to Choquet Capacity Functionals
   
  2016
3/2016 Dietmar Ferger
Asymptotic tail bounds for the Dempfle-Stute estimator in general regression models
2/2016 Dietmar Ferger
Density estimation via best L2–approximation on classes of step functions
1/2016 Jürgen Franz
Vorlesungen über Zuverlässigkeit und Statistik bei reparierbaren Systemen
   
  2015
2/2015 Wilfried Schenk
Zur Geschichte der Stochastik an der TU Dresden
(Die Anfänge nach 1945 bis 1968)
1/2015 Dietmar Ferger
Arginf-sets of multivariate cadlag processes and their convergence in hyperspace topologies
   
  2014   keine Veröffentlichungen
   
  2013
3/2013 Daniel Tillich, Dietmar Ferger
Estimation of rating classes and default probabilities in credit risk models with dependencies
2/2013 Dietmar Ferger
Optimal Constants in the Marcinkiewicz--Zygmund Inequalities
1/2013 Dietmar Ferger
Moment equalities for sums of random variables via integer partitions and Faà di Bruno's Formula
   
  2012   keine Veröffentlichungen
   
  2011
4/2011 Mark Freidlin, Matthias Weber
Perturbations of the motion of a charged particle in a noisy magnetic field.
3/2011 Dietmar Ferger, Jens Klotsche and Ulrike Lüken
Estimation and testing of crossing–points in fixed design regression.
2/2011 Dietmar Ferger
On the Argmin–Sets of Stochastic Processes and their Distributional Convergence in Fell–Type–Topologies.
1/2011 Jürgen Franz, Diana Pietzner
Statistical Models and Parameter Estimation for Repairable Systems.
   
  2010
2/2010 Michael Scholz
Verteilungskonvergenz für V– und U–Statistiken basierend auf multiplen stochastischen Integralen vom Wienertyp.
1/2010 Dietmar Ferger
On the Argmin–sets of stochastic processes and their distributional convergence in Fell–type–topologies.
   
  2009
9/2009 Jürgen Franz, Diana Pietzner
A Discussion on Modeling and Parameter Estimation in Trend-Renewal Processes.
8/2009 Anja Voß–Böhme, Wilfried Schenk, Ann-Kathrin Köllner
On the Duality Relation between Interacting Particle Systems and Markov Chains.
7/2009 Dietmar Ferger
Stochastische Prozesse mit Strukturbrüchen.
6/2009 Anja Voß–Böhme
A Core for Generators of Interacting Particle Systems.
5/2009 Dietmar Ferger
Minimum distance estimation in normed linear spaces with Donsker–classes.
4/2009 Anja Voß–Böhme, Andreas Deutsch
The cellular basis of cell sorting kinetics.
3/2009 Tobias Klauß, Anja Voß–Böhme
Two types of phase transitions in an interacting particle system for collective migration.
2/2009 Anja Voß–Böhme
Gibbsian characterization for the reversible measures of interacting particle systems.
1/2009 Dietmar Ferger, Jens Klotsche
Estimation of split–points in binary regression trees.
   
  2008
3/2008 Dietmar Ferger
Argmax– stable marked empirical processes.
2/2008 Lorenz Goenner
Ungleichungen für charakteristische Funktionen.
1/2008 Dietmar Ferger, Michael Scholz
Limit Distributions of V– and U–Statistics in Terms of Multiple Stochastic Wiener– Type Integrals.
   
  2007
2/2007 Robert Knobloch, Lothar Partzsch
Uniform Conditional Ergodicity and Intrinsic Ultracontractivity.
1/2007 Dietmar Ferger, Daniel Vogel
Weak Convergence of the empirical process and the rescaled empirical distribution function in the Skorokhod product space.
   
  2006
1/2006 Jens Klotsche, Lars Pieper, Dietmar Ferger
Estimation of an optimal cut–off for a continuous risk factor for estimating clinically valid thresholds .
   
  2005
3/2005 Mark Freidlin, Matthias Weber
Small Diffusion Asymptotics for Exit Problems on Graphs.
2/2005 Jürgen Franz
On Posterior Distribution and Loss Functions for Parameter Estimation in Weibull Processes.
1/2005 Dietmar Hudak, Matthias Weber
Generators of Diffusion Processes on Trees, their Resolvent and their Extension to Self–Adjoint Operators.
   
  2004
4/2004 Mark Freidlin, Matthias Weber
On stochasticity of solutions of differential equations with a small delay.
3/2004 Dietmar Ferger, Wiltrud Kuhlisch
A test for a jump point in the Weibull distribution with application to a problem in the materials research.
2/2004 Dietmar Ferger
The Maximum Likelihood method with estimated nuisance parameters in nonparametric hazard rate models with discontinuities.
1/2004 Dietmar Ferger
Weighted least squares estimators for a change–point.
   
  2003
10/2003 Dietmar Ferger
A two–dimensional Cramér–von Mises test for the two–sample problem with dispersion alternatives.
9/2003 Jürgen Franz, Yahia Abdel–Aty, M. A. Mahmoud
Bayesian Prediction intervals for sample functions from a general class of distribution.
8/2003 Jürgen Franz, Yahia Abdel–Aty, M. A. Mahmoud
Bayesian Prediction bounds for sample functions in the case of exponential distribution.
7/2003 Jürgen Franz, Yahia Abdel–Aty
Bayes Inference Problems in Failure–Repair Processes.
6/2003 Yahia Abdel–Aty, Dietmar Ferger
Estimation of the jump–point in a Hazard function.
5/2003 Matthias Weber
An equilibrium model for optimal forward positions in electricity markets.
4/2003 Yahia Ali
Bayesian prediction bounds for the exponential distribution with one jump.
3/2003 Dietmar Ferger
Berry–Esséen estimates in arcsine– and inverse Gaussian laws for U–statistics.
2/2003 Dietmar Ferger
On the minimizing point of the incorrect centered empirical process and its limit distribution in nonregular experiments.
1/2003 Mark Freidlin, Matthias Weber
Random Perturbations of Dynamical Systems and Diffusion Processes with Conservation Laws.
   
  2002
8/2002 Juri Hinz
Modeling day–ahead electricity prices.
7/2002 Juri Hinz
On pricing of electricity contracts by production capacity investments.
6/2002 Juri Hinz
Optimal bid strategies for electricity auctions.
5/2002 Dietmar Ferger
Boundary estimation based on set–indexed empirical processes.
4/2002 Jan Rudl, Volker Nollau
On the Limiting Distribution of Stock Prices in Binomial Models.
3/2002 Dietmar Ferger
On the Almost Sure Convergence of Maximum Likelihood–Type Estimators for a Change–Point.
2/2002 Juri Hinz, Matthias Weber
A production–based approach to valuation of electricity derivatives.
1/2002 Robert Elliott, Juri Hinz
On portfolio efficiency of data modeling.
   
  2001
6/2001 Dietmar Ferger
A Continuous Mapping Theorem for the Argmax–Functional in the Non–unique Case.
5/2001 Dietmar Ferger
The exact distribution of the maximizing point of the two–sample empirical process.
4/2001 Ausgewählte Beiträge des Workshops "Stochastische Modelle und ihre Anwendungen"
zusammengestellt von Dietmar Ferger und Jürgen Franz
3/2001 Dietmar Ferger
Maximal asymptotic power and efficiency of two–sample tests based on generalized U–statistics.
2/2001 Juri Hinz, Matthias Weber, Michael Weber
On optimal forward positions in electricity markets.
1/2001 Shaban El–Shehawy, Hans–Otfried Müller, Volker Nollau
Auswahl und Bewertung von Modellen für Retentionsfunktionen unter Verwendung von NLRCHOICE.
   
  2000
4/2000 Henrik Winkler
On exceptional extensions of symmetric relations with defect numbers (1,1).
3/2000 Henrik Winkler
Spectral representations of canonical systems on a ramified domain.
2/2000 Ilse Ilsche, Volker Nollau
Statistische Aufbereitung und Auswertung gesteinstechnischer Daten.
1/2000 Mark Freidlin, Matthias Weber
On random perturbations of Hamiltonian systems with many degrees of freedom.
   
  1999
11/1999 Jürgen Franz, Richard Magiera
Parameter Estimation for Switched Counting Processes.
10/1999 Matthias Weber
On Random Perturbations of Nonlinear Oscillators and other Questions related to Diffusion Processes on Trees (Habilitationsschrift).
9/1999 Zhenmin Chen, Dietmar Ferger, Jie Mi
Estimation of the Change Point of a Distribution Based on the Number of Failed Test Items.
8/1999 Shaban El–Shehawy, Hans–Otfried Müller, Volker Nollau
Simulationsstudie zur Parameterschätzung für Retentionsfunktion III   (Vergleich verschiedener Bodensorten hinsichtlich der van Genuchten–Modelle).
7/1999 Dietmar Hudak, Volker Nollau
Approximative Lösungen und Suboptimalitätstests für diskontierte  Semi–Markovsche Entscheidungsmodelle mit abzählbarem Zustandsraum.
6/1999 Dietmar Ferger
Analysis of change–point estimators under the null–hypothesis.
5/1999 Jürgen Franz
On Estimation of Wearout Limits.
4/1999 Dietmar Ferger
Exponential and Polynomial Tailbounds for Change–Point estimators.
3/1999 Shaban El–Shehawy, Hans–Otfried Müller, Volker Nollau
Simulationsstudie zur Parameterschätzung für Retentionsfunktion II   (4–parametriges Modell von van Genuchten).
2/1999 Shaban El–Shehawy, Hans–Otfried Müller, Volker Nollau
Simulationsstudie zur Parameterschätzung für Retentionsfunktion I   (5–parametrige Modelle von van Genuchten).
1/1999 Matthias Weber
An Eigenvalue Depending Boundary Value Problem for Diffusion Processes and Birth–and–Death Processes on Graphs.
   
  1998
9/1998 Anja Voß–Böhme
Asymptotic Mass Distribution for the One–dimensional Heat Equation with Stationary Potential.
8/1998 Dietmar Ferger
On the Uniqueness of Maximizers of Markov–Gaussian Processes.
7/1998 Henrik Winkler
Canonical systems and the generalized Friedrichs and Krein– von Neumann extensions.
6/1998 Henrik Winkler
Small Perturbations of Canonical Systems.
5/1998 Lubos Polerecky, Peter Neumann
Application of Monte Carlo method in solving 2D elliptic partial differential equations.
4/1998 Gudrun Freitag, Gisela Wittwer
On a Markov–regime model.
3/1998 Michael Kücken, Peter Neumann
A Global Optimization Algorithm Based on Estimations of Cover Probabilities.
2/1998 Mojca Piskuric, Peter Neumann
Two–person Hi–Lo Stud Poker.
1/1998 Jürgen Franz
Optimal Parameter Estimation for Markov Modulated Poisson Processes.
   
  1997
11/1997 Volker Nollau, Dietmar Hudak
A Modified Gauß–Seidel–Algorithm with Exclusion of Suboptimal Actions for a Class of Semi–Markovian Decision.
10/1997 Henrik Winkler
Spectral Estimations for Canonical Systems.
9/1997 Dietmar Ferger
Change–Point Analysis of Censored Data.
8/1997 Dietmar Ferger
Testing for the Existence of a Change–Point in a Specified Time Interval.
7/1997 Peter Hinow, Peter Neumann, Martin Potuznik
Deterministic patterns in pseudorandom point sets.
6/1997 Heinz Langer, Henrik Winkler
Direct and inverse spectral problems for generelized strings.
5/1997 Mark Freidlin, Matthias Weber
A Remark on Random Perturbations of Nonlinear Pendulum.
4/1997 Jürgen Franz
On Statistics in Failure–Repair Models under Censoring.
3/1997 Henrik Winkler
Canonical Systems with a Semibounded Spectrum.
2/1997 Vladimir Mazalov
Stochastic Dynamic Programming and Behavioral Ecology Problems.
1/1997 Mark Freidlin, Matthias Weber
Random Perturbations of Nonlinear Oscillators.
   
  1996
5/1996 Nollau, Volker, Rudl, Jan 
Zur approximativen Lösung von diskontierten Semi–Markovschen Entscheidungsproblemen mittels asynchroner Verfahren.
4/1996 Weber, Matthias 
On the Matrix Spectral Function of a Generalized Second–Order Differential Operator in a Ramified Space.
3/1996 Nollau, Volker, Hudak, Dietmar 
Zur approximativen Lösung von diskontierten Semi–Markovschen Entscheidungsproblemen mittels eines modifizeirten Gauß–Seidel–Verfahrens.
2/1996 Dreier, Ilona 
On the uncertainty principle for positive definite densities.
1/1996 Franz, Jürgen, Magiera, Ryszard 
On Information Inequalities in Sequential Estimation for Stochastic Processes.
   
  1995
18/1995 Holger Dette, William J. Studden
How many random walks correspond to a given set of return probabiltities to the origin?.
17/1995 Holger Dette, Axel Munk
Validation of Linear Regression Models.
16/1995 Holger Dette
A Lower Bound for Efficiencies with Applications.
15/1995 Holger Dette, Ingo Röder
Optimal discrimination designs for multi–factor experiments.
14/1995 Claudia Czado, Axel Munk
Nonparametric Validation of Similar Distributions and Proving Goodness of Fit.
13/1995 Volker Nollau
The Bellman Equation for Vector–valued Semi–Markovian Dynamic Programming.
12/1995 Matthias Weber
On the Reconstruction of a String from Spectral Data.
11/1995 Lawrence Dave Brown, Jiunn Tzon Gene Hwang, Axel Munk
An Unbiased Test for the Bioequivalence Problem.
10/1995 Julian Nida–Rümelin, Thomas Schmidt, Axel Munk
Interpersonal Dependency of Preferences.
9/1995 Holger Dette, Weng Kee Wong
Robust Optimal Extrapolation Designs.
8/1995 Holger Dette, Jim Pitman, William J. Studden
A New Duality Relation for Random Walks.
7/1995 Axel Munk
Equivalence and Interval Testing for Lehmann's Alternative.
6/1995 Volker Nollau
Zur Lösung eines semi–Markovschen Entscheidungsproblems mittels sukzessiver Überrelaxation.
5/1995 Holger Dette, H.–M. Neugebauer
Bayesian optimal one point designs for one parameter nonlinear models.
4/1995 Gunter Döge
Undiskontierte vektorwertige Semi–Markovsche Entscheidungsprozesse (Nichtergodischer Fall).
3/1995 Holger Dette
Designing of experiments with respect to "standardized" optimality criteria.
2/1995 Axel Munk, Holger Dette
Optimum allocation of treatments for Welch's Test in Bioequivalence Assessment.
1/1995 Volker Nollau
Das Unendliche in mathematischer und philosophischer Sicht.
   
  1994
18/1994 Jürgen Franz
On Estimation Problems in Random Censored Repair Models.
17/1994 Volker Nollau
Inequalities for variances of concave and locally Lipschitz–continuous functions of random variables.
16/1994 Jürgen Franz, Ryszard Magiera
Sequential Estimation for a Family of Counting Processes in the Nuisance Parameter Case.
15/1994 Gisela Wittwer
M–estimation of the spectrum in the case of random sampling.
14/1994 Holger Dette
On the generating functions of a random walk on the nonnegative integers.
13/1994 Holger Dette, William J. Studden
A note on a peculiar property of the first return probabilities of a random walk.
12/1994 Holger Dette, Ingo Röder
Optimal designs for multivariate regression with missing terms.
11/1994 Holger Dette, Weng Kee Wong
Bayesian optimal designs for models with partially specified heteroscedastic structure.
10/1994 Holger Dette
On the minimum of the Christoffel function.
9/1994 Holger Dette, Weng Kee Wong
On G–efficiency calculation for polynomial models.
8/1994 Holger Dette
Characterizations of generalized Hermite and sieved ultraspherical polynomials.
7/1994 Holger Dette, Stefan Sperlich
Some applications of continued fractions in the construction of Bayesian optimal designs for nonlinear regression models.
6/1994 Holger Dette, Weng Kee Wong
Recurrence moment formulas for D–optimal designs with applications.
5/1994 Holger Dette, Axel Munk
Total positivity  of a generalized Cauchy kernel with applications.
4/1994 Holger Dette
A note on Bayesian optimal designs in nonlinear regression.
3/1994 Holger Dette
Optimal design in nonlinear regression models.
2/1994 Holger Dette
Optimal designs for identifying the degree of a polynomial regression.
1/1994 Matthias Weber
On the generalized arc–sine law of A.Truman and D.Williams.

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Christiane Weber
Last modified: Jul 15, 2021