-
Fakultät Statistik
-
Department
-
Professors emeritus
-
Prof. Dr. Walter Krämer
-
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 [...] 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 correlation [...] 93 - 102. " Testing and dating of structural changes in practice ", Computational Statistics & Data Analysis 44, 2003, 109-123 (with A. Zeileis, C. Kleiber, K. Hornik). " Testing for Structural Change in …