INSTITUT FÜR MATHEMATISCHE STOCHASTIK
Institut
 

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

 
 
2013
 
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.

Christiane Weber, 24.10.2011