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Fakultät Statistik
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Department
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Professors emeritus
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Prof. Dr. Walter Krämer
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Publications
Articles in journals
nonignorable missing data ", Journal of Banking and Finance 37(3), 1040-1045, 2013 (with M. Bücker and M. van Kampen). " Nearest Neighbor Hazard Estimation with Left-Truncated Duration Data ", AStA Advances [...] regression model with trended data ", Methods of Operations Research 55, 1985, 139-147. " Ordinary least squares estimation of simultaneous equation systems with trended data: further results ", Communicatons [...] 1332-1334, 2012. " Recursive estimation of piecewise constant volatilities ", Computational Statistics and Data Analysis 56, 3623-3631, 2012 (with L. Davies und C. Höhenrieder), pdf . " Testing for a change in …