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Publications

  • "Confidence Regions for Multivariate Quantiles". 2018, Water, 10: 996 (M. Coblenz and O. Grothe with R. Dyckerhoff).

  • “On the length of copula level curves”. 2018, Journal of Multivariate Analysis, 167: 347-365 (M. Coblenz and O. Grothe with M. Schreyer and W. Trutschnig).

  • “Nonparametric Estimation of Multivariate Quantiles”. 2018, Environmetrics, 29(e2488) (M. Coblenz and O. Grothe with R. Dyckerhoff).

  • “Error grid analysis for arterial pressure method comparison studies”. 2018, Anesthesia and Analgesia, 126(4) (O. Grothe with J. Nicklas and B. Saugel).

  • “Dynamic Forecast Combinations of Improved Individual Forecasts for the Prediction of Wind Energy”. IEEE Conference Proceedings EEM 2016 (O. Grothe with M. Käso and F. Müsgens).

  • “Liquidity and credit premia in the yields of highly-rated sovereign bonds”. 2015, Journal of Empirical Finance, 33 (O. Grothe with J. Ejsing and M. Grothe).

  • “Tracking changes in cardiac output: Statistical considerations on the four-quadrant plot and the polar plot methodology”. 2015, Anesthesia and Analgesia, 121 (2) (O. Grothe with B. Saugel and J. Wagner).

  • “Construction and sampling of Archimedean and nested Archimedean Levy copulas”. 2015, Journal of Multivariate Analysis, 138 (O. Grothe with M. Hofert).

  • “Modeling Multivariate Extreme Events Using Self-Exciting Point Processes”. 2014, Journal of Econometrics, 182(2) (O. Grothe with V. Korniichuk and H. Manner).

  • “Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study”. 2014, Journal of Energy Markets, 7(1) (O. Grothe with M. Eichler, H. Manner and D. Tuerk).

  • “Estimating correlation and covariance matrices by weighting of market similarity”. 2014, Quantitative Finance, 14(5) (O. Grothe with M. C. Münnix and R. Schäfer).

  • “Measuring Association and Dependendence between Random Vectors”. 2014, Journal of Multivariate Analysis 123 (O. Grothe with J. Schnieders and J. Segers).

  • “Vine Constructions of Lévy Copulas”. 2013, Journal of Multivariate Analysis 119 (O. Grothe with S. Nicklas).

  • “A higher order correlation unscented Kalman filter”. 2013, Applied Mathematics and Computation 219(17) (O. Grothe).

  • “The influence of spatial effects on wind power revenues under direct marketing rules”. 2013, Energy Policy 58 (O. Grothe with F. Müsgens).

  • “Jump Tail Dependence in Lévy Copula Models”. 2013, Extremes 16(3) (O. Grothe).

  • “Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula”. 2013, Computational Statistics 28(2) (O. Grothe with T. Blumentritt).

  • “Historische Analysen für Offshore-Windanlagen: Analyseverfahren mit Hilfe von Satellitendaten”. 2012, emw – Zeitschrift für Energie, Markt, Wettbewerb 4/2012 (O. Grothe with J. Schnieders).

  • “Spatial dependence in wind and optimal wind power allocation: a copula based analysis”. 2011, Energy Policy 39(9) (O. Grothe with J. Schnieders).

  • “Kendall's W reconsidered”. 2011, Communications in Statistics - Simulation and Computation 40(2) (O. Grothe with F. Schmid).

  • “Scaling of Levy-Student processes”. 2010, Physica A: Statistical Mechanics and its Applications 389(7) (O. Grothe with R. Schmidt).

  • “Contributions to Short-Term Financial Risk Management: Volatility in High Frequency Data, Lévy Processes and the Dependence of Jumps”. 2008, Dissertation, University of Cologne (O. Grothe).

  • “Liquiditätsrisiken statt Preisrisiken: Steuerung von Clearingzahlungen bei Future-Portfolios”. 2007, emw – Zeitschrift für Energie, Markt, Wettbewerb 6/2007 (O. Grothe with C. Müller and G. Schiller).

  • “Motion-Detecting Modular Microscope System”. 2007, Patent Publ. WO/2007/128433 (O. Grothe with G. Berger, H. Deitmar, C. Denz, F. Holtmann and V. V. Krishnamachari).

  • “Measurement of Density Changes in Fluid Flow by an Optical Nonlinear Filtering Technique”. 2006, Proc. 12th Intern. Symposium on Flow Visualization, ISBN 0-9533991-8-4 (O. Grothe with H. Deitmar, C. Denz, M. Eversloh, F. Holtmann, V. V. Krishnamachari and M. Wördemann).

  • “Modellierung von Energiepreisrisiken durch Bindefristen bei öffentlichen Ausschreibungen”. 2006, emw – Zeitschrift für Energie, Markt, Wettbewerb 6/2006 (O. Grothe with C. Müller and F. Müsgens).

  • “Echtzeitbestimmung von Geschwindigkeits- und Dichtefeldern in Mikroströmungen mit Hilfe optisch nichtlinearer Bildaufnahme”. 2006, Lasermethoden in der Strömungsmesstechnik, Hrg. D. Dopheide, H. Müller, V. Strunck, B. Ruck, A. Leder, GALA Verlag 2006, ISBN 3-9805613-3-X (O. Grothe with H. Deitmar, C. Denz, M. Eversloh, F. Holtmann, V. V. Krishnamachari and M. Wördemann).

  • “Bayesian Estimation of Volatility with Moment-Based Nonlinear Stochastic Filters”. 2006, Diskussionsbeitrag Nr. 401 / Diskussionsbeiträge Fakultät für Wirtschaftswissenschaft FernUniversität in Hagen (O. Grothe with H. Singer).

  • “Novelty Filtering with a Photorefractive Lithium-Niobate Crystal”. 2005, Appl. Phys. Lett. 87 (O. Grothe with H. Deitmar, C. Denz and V. V. Krishnamachari).

  • “A Lithium-Niobate-Based Photorefractive Novelty Filter Microscope and its Application in Micro-Fluid Flow Diagnostics”. 2005, Photorefractive effects, materials, and devices, OSA Tops 99 (O. Grothe with H. Deitmar, C. Denz and V. V. Krishnamachari).