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Publikationen

  • “Nonparametric Estimation of Multivariate Quantiles”. 20xx, Environmetrics, accepted, jointly with M. Coblenz, R. Dyckerhoff.

  • “Error grid analysis for arterial pressure method comparison studies”. 2017, Anesthesia and Analgesia, forthcoming, jointly with B. Saugel, J. Wagner.

  • “Dynamic Forecast Combinations of Improved Individual Forecasts for the Prediction of Wind Energy”. IEEE Conference Proceedings EEM 2016, jointly with M. Käso, F. Müsgens.

  • “Liquidity and credit premia in the yields of highly-rated sovereign bonds”. 2015, Journal of Empirical Finance, 33, jointly with J. Ejsing, 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), jointly with B. Saugel, J. Wagner.

  • “Construction and sampling of Archimedean and nested Archimedean Levy copulas”. 2015, Journal of Multivariate Analysis, 138, jointly with M. Hofert.
  • “Modeling Multivariate Extreme Events Using Self-Exciting Point Processes”. 2014, Journal of Econometrics, 182(2), jointly with V. Korniichuk, H. Manner.
  • “Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study”. 2014, Journal of Energy Markets, 7(1), jointly with M. Eichler, H. Manner, D. Tuerk.
  • “Estimating correlation and covariance matrices by weighting of market similarity”. 2014, Quantitative Finance, 14(5), jointly with M. C. Münnix, R. Schäfer.
  • “Measuring Association and Dependendence between Random Vectors”. 2014, Journal of Multivariate Analysis 123, jointly with J. Schnieders, J. Segers.
  • “Vine Constructions of Lévy Copulas”. 2013, Journal of Multivariate Analysis 119, jointly with S. Nicklas.
  • “A higher order correlation unscented Kalman filter”. 2013, Applied Mathematics and Computation 219(17).
  • “The influence of spatial effects on wind power revenues under direct marketing rules”. 2013, Energy Policy 58, jointly with F. Müsgens.
  • “Jump Tail Dependence in Lévy Copula Models”. 2013, Extremes 16(3).
  • “Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula”. 2013, Computational Statistics 28(2), jointly with T. Blumentritt.
  • “Historische Analysen für Offshore-Windanlagen: Analyseverfahren mit Hilfe von Satellitendaten”. 2012, emw – Zeitschrift für Energie, Markt, Wettbewerb 4/2012, jointly with J. Schnieders.
  • “Spatial dependence in wind and optimal wind power allocation: a copula based analysis”. 2011, Energy Policy 39(9), jointly with J. Schnieders.
  • “Kendall's W reconsidered”. 2011, Communications in Statistics - Simulation and Computation 40(2), jointly with F. Schmid.
  • “Scaling of Levy-Student processes”. 2010, Physica A: Statistical Mechanics and its Applications 389(7), jointly 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.
  • “Liquiditätsrisiken statt Preisrisiken: Steuerung von Clearingzahlungen bei Future-Portfolios”. 2007, emw – Zeitschrift für Energie, Markt, Wettbewerb 6/2007, jointly with C. Müller, G. Schiller.
  • “Motion-Detecting Modular Microscope System”. 2007, Patent Publ. WO/2007/128433, jointly with G. Berger, H. Deitmar, C. Denz, F. Holtmann, 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, jointly with F. Holtmann, V.V. Krishnamachari, H. Deitmar, M. Eversloh, M. Wördemann und C. Denz.
  • “Modellierung von Energiepreisrisiken durch Bindefristen bei öffentlichen Ausschreibungen”. 2006, emw – Zeitschrift für Energie, Markt, Wettbewerb 6/2006, jointly with C. Müller, 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, jointly with F. Holtmann, M. Wördemann, M. Eversloh, H. Deitmar, V.V. Krishnamachari und C. Denz.
  • “Bayesian Estimation of Volatility with Moment-Based Nonlinear Stochastic Filters”. 2006, Diskussionsbeitrag Nr. 401 / Diskussionsbeiträge Fakultät für Wirtschaftswissenschaft FernUniversität in Hagen, jointly with H. Singer.
  • “Novelty Filtering with a Photorefractive Lithium-Niobate Crystal”. 2005, Appl. Phys. Lett. 87, jointly with V. V. Krishnamachari, H. Deitmar, C. Denz.
  • “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, jointly with V. V. Krishnamachari, H. Deitmar, C. Denz.