Fakultäten der RUB » Fakultät für Mathematik » Lehrstühle » Lehrstuhl Mathematik XII

Preprints

  • A. Betken, H. Dehling (2021): Distance correlation for long-range dependent time series. [arXiv].
  • A. Betken, H. Dehling, M. Kroll (2021): Block bootstrapping the empirical distance covariance. [arXiv].
  • H. Dehling, K. Vuk, M. Wendler (2023): Power of Weighted Test Statistics for Structural Change in Time Series. [arXiv].
  • M.-C. Düker (2020): Sample autocovariance operators of long-range dependent Hilbert space-valued linear processes. [Link]

Wissenschaftliche Publikationen

2023+

  1. H. Dehling, D. Giraudo, S. K. Schmidt (2023): U-statistics of local sample moments under weak dependence. To appear in: ALEA -- Latin American Journal of Probability and Mathematical Statistics; [arXiv].
  2. H. Dehling, D. Giraudo, D. Volny (2023): Some remarks on the ergodic theorem for U-statistics. Comptes Rendus Mathématique, 361, 1511–1519. [link] [arXiv]
  3. S.K. Schmidt (2021): Detecting changes in the trend function of heteroscedastic time series. To appear in Bernoulli. [arXiv]


2022

  1. A. Betken, D. Giraudo, R. Kulik (2022): Change-point tests for the tail parameter of Long Memory Stochastic Volatility time series. Statistica Sinica 33, DOI: 10.5705/ss.202020.0265, [link] [arXiv]
  2. A. Betken, M. Wendler (2022): Rank-based change-point analysis for long-range dependent time series. Bernoulli 28, 2209-2233. [link] [arXiv]
  3. H. Dehling, K. Vuk, M. Wendler (2022): Change-point detection based on weighted two-sample U-statistics. Electronic Journal of Statistics, 16, 862–891. [link] [arXiv]
  4. M. Kroll (2022): Asymptotic Behaviour of the Empirical Distance Covariance for Dependent Data. Journal of Theoretical Probability Theory 35, 1226–1246.. [arXiv], https://doi.org/10.1007/s10959-021-01073-w.

2021

  1. A. Betken, H. Dehling, I. Nüßgen, A. Schnurr (2021): Ordinal Pattern Dependence as a Multivariate Dependence Measure. Journal of Multivariate Analysis DOI: 10.1016/j.jmva.2021.104798. [link] [arXiv]
  2. A. Betken, J. Buchsteiner, H. Dehling, I. Münker, A. Schnurr, J.H.C. Woerner (2021): Ordinal Patterns in Long-Range Dependent Time Series. Scandinavian Journal of Statistics, 48, 969–1000. [link], [arXiv].
  3. H. Dehling, D. Giraudo, O. Sharipov (2021): Convergence of the empirical two-sample U-statistics with $\beta$-mixing data. Acta Mathematica Hungarica, 164, 377–412. [link] [arXiv]
  4. M.-C. Düker, Pipiras, V., Sundararajan, R. (2021): Cotrending: Testing for common deterministic trends in varying means model. Journal of Multivariate Analysis; DOI: 10.1016/j.jmva.2021.104825 [link] Preprint
  5. C. Gerstenberger (2021): Robust Discrimination between Long-Range Dependence and a Change in Mean. Journal of Time Series Analysis 42, 34-62. [link] [arXiv]
  6. D. Giraudo (2021): Bound on the maximal function associated to the law of the iterated logarithm for Bernoulli random fields. Stochastics [link] , DOI: 10.1080/17442508.2021.1920942 [arXiv]
  7. D. Giraudo (2021): Limit theorems for U-statistics of Bernoulli data. ALEA, Lat. Am. J. Probably. Math. Stat. 18, 793-828. [link] [arXiv].
  8. D. Giraudo (2021): Maximal function associated to the bounded law of the iterated logarithms via orthomartingale approximation. Journal of Mathematical Analysis and Applications 461(1),124792. [link] [arXiv]
  9. J. Lache, K. Rolka, M. Kallweit, H. Dehling, D. Meißner (2021): Open Educational Resources for Engineering Statistics. In: H.-U. Heiß, H.-M. Järvinen, A. Mayer, A. Schulz (Eds.): Blended Learning in Engineering Education: challenging, enlightening -- and lasting? Proceedings of SEFI 49th Annual Conference , Berlin 2021 , 995--1004. [link]
  10. S. Schmidt, M. Wornowizki, R. Fried, H. Dehling (2021): An Asymptotic Test for Constancy of the Variance under Short-Range Dependence. The Annals of Statistics 49, 3460–3481. [link].

2020

  1. H. Dehling, M, Matsui, T. Mikosch, G. Samorodnitsky, L. Tafakori (2020): Distance covariance for discretized stochastic processes. Bernoulli 26 , 2758-2789. [link] [arXiv].
  2. H. Dehling, R. Fried, M. Wendler (2020): A robust method for shift detection in time series. Biometrika 107, 647-660.[link] [arXiv].
  3. M.-C. Düker (2020): High-dimensional time series under long-range dependence and nonstationarity. Dissertation, Ruhr-Universität Bochum. [Link]
  4. M.-C. Düker (2020): Limit theorems in the context of multivariate long-range dependence. Stochastic Processes and their Applications 130, 5394-5425. [Link] [arXiv] .
  5. C. Gerstenberger, D. Vogel, M. Wendler (2020): Tests for scale changes based on pairwise differences. Journal of the American Statistical Association 115, 1336–1348. [Link] [arXiv].

2019

  1. A. Betken, R. Kulik (2019): Testing for change in stochastic volatility with long range dependence. Journal of Time Series Analysis, 40 (5), 707 - 738. DOI: 10.1111/jtsa.12449.[link] [arXiv]
  2. H. Dehling (2019): Een ’trip down memory lane’. STAtOR 20,38–39. [pdf]
  3. M.-C. Düker, Pipiras, V. (2019): Asymptotic results for multivariate local Whittle estimation with applications, to appear in 8th IEEE International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP), Preprint and Technical Appendix.
  4. S. Geisler, K. Rolka, H. Dehling (2019): Bleiben oder gehen? — Eine Mixed-Methods-Studie zu frühem Studienabbruch und Verbleib von Mathematikstudierenden. In: Y.-B. Böhler, S. Heuchemer, B.Szczyrba (Hrsg.): Hochschuldidaktik erforscht wissenschaftliche Perspektiven auf Lehren und Lernen, Band 5, S. 79–90. [pdf]
  5. D. Giraudo (2019): Deviation inequalities for Banach space valued martingales differences sequences and random field. ESAIM Probability and statistics 23, 922-945.[link] [arXiv].
  6. D. Giraudo (2019): Convergence rates in the central limit theorem for weighted sums of Bernoulli random fields. Modern Stochastic: Theory and Applications, 6, 251-267, [link] [arXiv].
  7. J. Tewes, D.J. Nordman, D.N. Politis (2019): Convolved subsampling estimation with application to block bootstrap. Annals of Statistics. 47, 468-496. [link] [arXiv].

2018

  1. P. Bagchi, V. Characiejus, H. Dette (2018): A simple test for white noise in functional time series, Journal of Time Series Analysis 39, 54-74. [link] [arXiv].
  2. A. Betken (2018): Change-point analysis for long-range dependent time series, Dissertation, Ruhr-Universität Bochum .
  3. A. Betken, M. Wendler (2018): Subsampling for general statistics under long range dependence, Statistica Sinica 28, 1199-1224, [link] [arXiv].
  4. J. Buchsteiner (2018): The function-indexed sequential empirical process under long-range dependence. Bernoulli 24, 2154 - 2175. [link] [arXiv]
  5. M.-C.Düker (2018): Limit theorems for Hilbert space-valued linear processes under long-range dependence. Stochastic Processes and their Applications,128, 1439–1465. [link], [arXiv].
  6. C. Gerstenberger: Robust Tests for discriminating between long-range dependence and short-range dependence with a change in mean. Dissertation. Ruhr-Universität Bochum.
  7. C. Gerstenberger (2018): Robust Wilcoxon-type estimation of Change-Point location under Short-Range Dependence. Journal of Time Series Analysis 39, 90- 104 [link] [arXiv17.01.02271].
  8. D. Giraudo (2018): Invariance principle via orthomartingale approximation. Stochastics and Dynamics , 18 (06), 1850043. [link] [arXiv1702.08288].
  9. J. Tewes (2018): Block bootstrap for the empirical process of long-range dependent data. Journal of Time Series Analysis 39, 28 - 53. [link] [arXiv:1601.01122].

2017

  1. A. Betken (2017): Change point estimation based on the Wilcoxon test in the presence of long-range dependence. Electronic Journal of Statistics 11, 3633 - 3672. [link] [arXiv].
  2. H. Dehling, D. Vogel, M. Wendler, D. Wied (2017): Testing for Changes in Kendall’s Tau. Econometric Theory 33, 1352–1386. . [link] [arXiv].
  3. H. Dehling, B. Franke, J. Woerner (2017): Estimating drift parameters in a fractional Ornstein-Uhlenbeck process with periodic mean. Statistical Inference for Stochastic Processes 20, 1-14. [link], [arXiv]
  4. H. Dehling, A. Rooch, M. Wendler (2017): Two-Sample U-Statistic Processes for Long-Range Dependent Data. Statistics 51, 84-104. [link], [arXiv]
  5. H. Dehling, A. Rooch, M. S. Taqqu (2017): Power of Change-Point Tests for Long-Range Dependent Data. Electronic Journal of Statistics 11, 2168-2198. [link] [arXiv]
  6. B. Franke, F. Pène, M. Wendler (2017): Stable limit theorem for U-statistic processes indexed by a random walk. Electronic Communications in Probability 22, 1-12, [link], [arXiv]
  7. B. Franke, F. Pène, M. Wendler (2017): Convergence of U-statistics indexed by a random walk to stochastic integrals of a Levy sheet. Bernoulli 23, 329-378. [link] [arXiv] .
  8. I. Garcia (2017): Change point detection in mean of short memory processes. Dissertation, Ruhr-Universität Bochum .
  9. A. Schnurr, H. Dehling (2017): Testing for Structural Breaks via Ordinal Pattern Dependence. Journal of the American Statistical Association 112, 706-720. [link],[arXiv]
  10. J. Tewes (2017): Change-point tests under local alternatives for long-range dependent processes, Electronic Journal of Statistics 11, 2461-2498 [link] [arXiv]
  11. J. Tewes (2017): Change-point tests and the bootstrap under long- and short-range dependence. Dissertation, Ruhr-Universität Bochum
  12. D. Vogel, M. Wendler (2017): Studentized sequential U-quantiles under dependence with applications to change-point analysis. Bernoulli 23, 3114-3144. [link] [arXiv]

2016

  1. A. Betken (2016): Testing for change-points in long-range dependent time series by means of a self-normalized Wilcoxon test. Journal of Time Series Analysis 37, 785-809. [link] , [arXiv]
  2. J. Buchsteiner (2016): On the empirical process under long-range dependence. Dissertation, Ruhr-Universität Bochum .
  3. V. Characiejus, A. Račkauskas (2016): Weak law of large numbers for linear processes, Acta Mathematica Hungarica 149, 215-232. [link], [arXiv]
  4. S. Fischer, R. Fried, M. Wendler (2016): Multivariate generalized linear-statistics of short range dependent data, Electronic Journal of Statistics 10(1), 646-682. [link], [arXiv]
  5. C.P. Kustosz, C.H. Müller, M. Wendler (2016): Simplified simplicial depth for regression and autoregressive growth processes. Journal of Statistical Planning and Inference 173, 125-146. [link]
  6. A. Rooch, I Zelo, R. Fried (2016): Estimation methods for the LRD parameter under a change in the mean. Statistical papers http://dx.doi.org/10.1007/s00362-016-0839-7.
  7. A. Rooch, Ph. Junker, J. Härterich, K. Hackl (2016): Linking mathematics with engineering applications at an early stage – implementation, experimental set-up and evaluation of a pilot project. European Journal of Engineering Education 41, 172-191. [link]
  8. Sharipov, O., Tewes, J., Wendler, M. (2016): Sequential block bootstrap in a Hilbert space with application to change point analysis. Canadian Journal of Statistics 44(3), 300-322. [link] [pdf], [arXiv1412.0446]
  9. O.Sh. Sharipov, J. Tewes, M. Wendler (2016): Bootstrap for U-Statistics: A new approach, Journal of Nonparametric Statistics , 28(3), 576-594. [link] [arXiv].
  10. M. Wendler (2016): The sequential empirical process of a random walk in random scenery. Stochastic Processes and their Applications 126, 2787-2799. [link] [arXiv]

2015

  1. J. Buchsteiner (2015): Weak convergence of the weighted sequential empirical process of some long-range dependent data. Statistics and Probability Letters. 96, 170-179. [link] arXiv]
  2. J. Buchsteiner, M. Kallweit (2015): Professionalisierung des Helpdesk Mathematik. In H. Linneweber-Lammerskitten (Hrsg.), Beiträge zum Mathematikunterricht 2015, 220-223. Münster: WTM.
  3. J. Dedecker, H. Dehling, M. S. Taqqu (2015): Weak convergence of the empirical process in L^2 under Long-range dependence. Stochastics and Dynamics 15 [link]. [arXiv] .
  4. H. Dehling, R. Fried, I. Garcia Arboleda, M. Wendler (2015): Change-Point detection under dependence based on two-sample U-statistics. Asymptotic laws and methods in stochastics , 195-220. (Eds: D. Dawson, R. Kulik, M. O. Jaye, B. Szyszkowicz, Y. Zhao), Fields Institute Communication. [Springer Link] arXiv:1304.2479 [math.St].
  5. H. Dehling, O. S. Sharipov, M. Wendler (2015): Bootstrap for dependent Hilbert space valued random variables with aplications to von Mises statistics. Journal of Multivariate Analysis 133, S. 200-215. [link] arXiv [math.St.].
  6. C. Gerstenberger, D. Vogel (2015): On the efficiency of Gini's mean difference. Statistical Methods and Applications 24, 569-596. [link] [arXiv]

2014

  1. N. Bäuerle, H. Dehling, G. Kersting, A. Klenke, J.P. Kreiss (2014): Preface to the GPSD 2012 Special Issue of Metrika. Metrika 77, 1–4. [link]
  2. H. Dehling, K. Roegner, M. Winzker (Gastherausgeber)(2014): Sonderheft :"Transfer von Studienreformprojekten für die Mathematik in den Ingenieurwissenschaften". Zeitschrift für Hochschulentwicklung 9(4). [pdf] [Buch].
  3. H. Dehling, B. Griese, E. Glasmachers, J. Härterich, M. Kallweit (2014): MP^2-Mathe/Plus/Praxis, Strategien zur Vorbeugung gegen Studienabbruch. Zeitschrift für Hochschulentwicklung 9, 39-56. [link].
  4. H. Dehling, O. Durieu, M. Tusche (2014): A sequential empirical central limit theorem for multiple mixing processes with application to B-geometrically ergodic Markov chains. Electronic Journal of Probability 19, no 87, 1-26. [link] [arXiv] .
  5. H. Dehling (2014): Comments on: Extensions of some classical methods in change point analysis. Test 23, 261-264. [pdf]
  6. H. Dehling, E. Glasmachers, J. Härterich (2014): MP2-Mathe/Plus/Praxis. Mitteilungen der Deutschen Mathematikervereinigung 22, 113-115. [link]
  7. H. Dehling, B. Franke, T. Kott, R. Kulperger (2014): Change point testing for the drift parameters of a periodic mean reversion process.Statistical Inference for Stochastic Processes 17 , 1-18. [springerlink][arXiv].
  8. H. Dehling, O. Durieu, M. Tusche (2014): Approximating class approach for empirical processes of dependent sequences indexed by functions. Bernoulli 20, 1372-1403. [link] [arXiv]
  9. O. Durieu, M. Tusche (2014): An empirical process central limit theorem for multidimensional dependent data. Journal of Theoretical Probability 27, 249-277. [springerlink.com], [arXiv]
  10. J. Härterich, A. Rooch (Hrsg.) (2014): Das Mathe Praxis Buch . Springer Verlag 2014. [link]
  11. J. Härterich, M. Mönnigmann, A. Rooch (2014): Mit Trigonometrie schaukelfrei ans Ziel. In: J. Härterich, A. Rooch (Hrsg.): Das Mathe-Praxis-Buch : Wie Ingenieure Mathematik anwenden - Projekte für die Bachelor-Phase. Berlin [u.a.]: Springer Vieweg, S. 97–150. [link]
  12. J. Härterich, M. Mönnigmann, A. Rooch, D. M. Schulze (2014): Balancieren mit Differentialgleichungen. In: J. Härterich, A. Rooch (Hrsg.): Das Mathe-Praxis-Buch : Wie Ingenieure Mathematik anwenden - Projekte für die Bachelor-Phase. Berlin [u.a.]: Springer Vieweg, S. 1-50. [link]
  13. J. Härterich, Ph. Junker, A. Rooch (2014): Immer mit der Ruhe. In: J. Härterich, A. Rooch (Hrsg.): Das Mathe-Praxis-Buch : Wie Ingenieure Mathematik anwenden - Projekte für die Bachelor-Phase. Berlin [u.a.]: Springer Vieweg, S. 153–164. [link]
  14. J. Härterich, A. Rooch (2014): Cool bleiben. In: J. Härterich, A. Rooch (Hrsg.): Das Mathe-Praxis-Buch : Wie Ingenieure Mathematik anwenden - Projekte für die Bachelor-Phase. Berlin [u.a.]: Springer Vieweg, S. 51–96. [link]
  15. A. Rooch, Ch. Kiss, J. Härterich (2014): Brauchen Ingenieure Mathematik? In: I. Bausch, R. Biehler, R. Bruder, P. R. Fischer, R. Hochmuth, W. Koepf, St. Schreiber, Th. Wassong, Thomas (Hrsg.): Mathematische Vor- und Brückenkurse : Konzepte, Probleme und Perspektiven. Wiesbaden: Springer Spektrum. - (Konzepte und Studien zur Hochschuldidaktik und Lehrerbildung Mathematik) S. 398–409. [link]
  16. A. Rooch (2014): Statistik für Ingenieure, Springer Spektrum 2014. [link]
  17. D. Wied, H. Dehling, M. van Kampen, D. Vogel (2014): A Fluctuation Test for Constant Spearman's Rho with Nuisance-Free Limit Distribution.Computational Statististics and Data Analysis. 76, 723-736. [link] [pdf] [arXiv]

2013

  1. H.Dehling (2013): Asymptotic distribution of some robust change-point tests for time series. Oberwolfach reports 10(3), 2757-2760.
  2. H. Dehling, A. Jakubowski (2013): Deutsch-Polnische Stochastiktage 2013. Mitteilungen der Deutschen Mathematiker Vereinigung 21, 246-248. [pdf]
  3. H. Dehling, A. Rooch, M.S. Taqqu (2013): Nonparametric change-point tests for long-range dependent data. Scandinavian Journal of Statistics 40, 153-173. [link] [pdf]
  4. H. Dehling, R. Fried, O. Sh. Sharipov, D. Vogel, M. Wornowizki (2013): Estimation of the variance of partial sums of dependent processes. Statistics and Probability Letters 83, 141-147. [link] [pdf]
  5. B. Franke, T. Kott (2013): Parameter estimation for the drift of a time-inhomogeneous jump diffusion process. Statistica Neerlandica 67, 145-168. [link] [pdf]
  6. O. Sh. Sharipov, M. Wendler (2013): Normal limits, nonnormal limits, and the bootstrap for quantiles of dependent data. Statistics and Probability Letters 83 , 1028–1035. [link] [arXiv]
  7. M. Tusche (2013): Empirical Processes of Multiple Mixing Data, Dissertation, Ruhr-Universität Bochum [pdf ]
  8. T. Zhang, H.-Ch. Ho, M. Wendler, W. B. Wu (2013): Block Sampling under Strong Dependence. Stochastic Processes and their Applications 123, 2323-2339. [link] [arXiv:1312.5807]

2012

  1. H. Dehling, R. Fried (2012): Asymptotic distribution of two-sample empirical U-Quantiles with applications to robust tests for shifts in location. Journal of Multivariate Analysis 105, 124-140. [link]
  2. J. Härterich, C. Kiss, A. Rooch, M. Mönnigmann, M. Schulze Darup, R. Span (2012): MathePraxis - Connecting first year mathematics with engineering applications. European Journal of Engineering Education 37, 255-266. [link] [pdf]
  3. A. Rooch (2012): Change point tests for long-range dependent data, Dissertation, Ruhr-Universität Bochum [pdf ]
  4. O. Sh. Sharipov, M. Wendler (2012): Bootstrap for the sample mean and for U-statistics of mixing and near-epoch dependent processes, Journal of Nonparametric Statistics 24,317-342. [link] [arXiv]
  5. M. Wendler (2012): U-Processes, U-Quantile processes and generalized linear statistics of dependent data, Stochastic Processes and their Applications 122, 787-807. [link] [arXiv]
  6. D. Wied, W. Krämer, H. Dehling (2012): Testing for a change in correlation at an unknown point in time using an extended functional delta method. Econometric Theory 28, 570-589. [link] [pdf]

2011

  1. St. Bialonski, M. Wendler, K. Lehnertz (2011): Unraveling spurious properties of interaction networks with tailored random networks, PLoS One 6(8): e22826. [link] [arXiv]
  2. H. Dehling (2011): Almost sure convergence of random variables. In: M.~Lovric (Ed.): International Encyclopedia of Statistical Science , Springer Verlag. 32-35. [link]
  3. H. Dehling, E. Glasmachers, J. Härterich, D. Kacso (2011): Servicezentrum Mathematik und Anwendungen der Ruhr-Universität Bochum - Ein Zentrum für Mathematik im Dienst der Anwendungen. Das Hochschulwesen 59, 55-58. [link]
  4. H. Dehling, O. Durieu (2011): Empirical processes of multidimensional systems with multiple mixing properties. Stochastic Processes and their Applications 121, 1076-1096. [link] [arXiv]
  5. B. Franke (2011): Limit theorems for a recursive maximum process with location dependent periodic intensity-parameter. Extremes 14, 127-152. [link]
  6. R. Fried, H.Dehling (2011): Robust nonparametric tests for the two-sample location problem. Statistical Methods and Applications 20, 409-422 [link]
  7. I. Garcia, C. Klüppelberg, G. Müller (2011): Estimation of stable CARMA models with an application to electricity spot prices. Statistical Modelling 5, 447-470. [link]
  8. D. Vogel, R. Fried (2011): Elliptic graphical modelling Biometrika 98, 935-951. [link]
  9. M. Wendler (2011): Bahadur representation for U-quantiles of dependent data. Journal of Multivariate Analysis 102, 1064-1079. [link] [arXiv]
  10. M. Wendler (2011) Empirical U-Quantiles of Dependent Data, Dissertation , Ruhr-Universität Bochum [pdf]

2010

  1. I. Berkes, R. Bradley, H. Dehling, M. Peligrad, R. Tichy (Eds.)(2010): Dependence in probability, analysis and number theory. Kendrick Press. [link]
  2. I. Berkes, H. Dehling (2010): Dependence in probability, analysis and number theory: The Mathematical Work of Walter Philipp (1936-2006). In: I. Berkes, R. Bradley, H. Dehling, M. Peligrad, R. Tichy (Eds.) (2010): Dependence in probability, analysis and number Theory. Kendrick Press, 1-19. [link] [pdf]
  3. H. Dehling, E. Glasmachers, J. Härterich, K. Hellermann (2010): MP2-Mathe/Plus/Praxis: Neue Ideen für die Servicelehre Mitteilungen der DMV 18. [link]
  4. H. Dehling, B. Franke, T. Kott (2010): Drift estimation for a periodic mean reversion process.Statistical Inference for Stochastic Processes 13, 175-192. [link] [pdf]
  5. H. Dehling, M. Wendler (2010): Law of the iterated logarithm for U-statistics of weakly dependent observations. In: I. Berkes, R. Bradley, H. Dehling, M. Peligrad, R. Tichy (Eds.) (2010): Dependence in probability, analysis and number Theory. Kendrick Press, 177-194. [link] [arXiv]
  6. H. Dehling, M. Wendler (2010): Central limit theorem and the bootstrap for U-statistics of strongly mixing data. Journal of Multivariate Analysis 101, 126-137. [link] [arXiv]
  7. B. Franke, T. Saigo (2010): A selfsimilar process arising from a random walk with random environment in random scenery, Bernoulli 16, 825-857 [link]
  8. B. Franke, C.-R. Hwang, H.-M. Pai, S.-J. Sheu (2010): The behavior of the spectral gap under growing drift.Transactions of the American Mathematical Society, 362, 1325-1350 [link]
  9. T. Kott (2010): Price Risk of Energy Commodities, Dissertation, Ruhr-Universität Bochum, in Zusammenarbeit mit E.ON Ruhrgas
  10. D. Vogel, R. Fried. (2010): On robust Gaussian graphical modelling. In: Devroye, L., Karasözen, B., Kohler, M., Korn, R. (Hrsg.) Recent Developments in Applied Probability and Statistics. Dedicated to the Memory of Jürgen Lehn, pp. 155–182. Berlin, Heidelberg: Springer-Verlag. [link]
  11. D. Vogel, A. Dürre, R. Fried (2010): Elliptical graphical modelling in higher dimensions. In: Proceedings of International Biosignal Processing Conference, July 14-16, 2010, Berlin, Germany, 17:1--4 [pdf]

2009

  1. H. Dehling (2009): Andre Dabrowski's work on limit theorems and weak dependence. The Canadian Journal of Statistics, 37, 307-326 [link] [pdf]
  2. H. Dehling, O. Durieu, D. Volny (2009): New techniques for empirical processes of dependent data. Stochastic Processes and their Applications, 119, 3699-3718 [link] [arXiv]
  3. H. Dehling, O. Sharipov (2009): Marcinkiewicz-Zygmund: Strong laws for U-statistics of weakly dependent observations. Statistitics and Probability Letters, 79, 2028-2036 [link]
  4. B. Franke (2009): Homogenization of random transport along periodic two dimensional flows. Stochastic Processes and their Applications, 119, 327-346 [link]
  5. B. Franke, T. Saigo (2009): The extremes of a random scenery as seen by a random walk in a random environment. Statistics and Probability Letters, 79 , 1025-1030 [link]
  6. B. Franke, T. Saigo (2009): The extremes of random walks in random sceneries. Advances in Applied Probability, 41, 452-468 [link]
  7. T. Gottschalk (2009): Markov processes in stochastic modeling of transport phenomena: from application to theory. Südwestdeutscher Verlag für Hochschulschriften, Saarbrücken.
  8. D. Wied (2009): Ein Fluktationstest auf konstante Korrelation, Dissertation, Technische Universität Dortmund

2008

  1. H. G. Dehling, S. R. Fleurke, C. Kuelske (2008): Parking on a random tree. Journal of Statistical Physics, 133,151-157. [arXiv]
  2. T. Gottschalk, H. G. Dehling, A. C. Hoffmann (2008): Multiphase stochastic model for fluidized beds. Physical Review E 77 [link]

2007

  1. H. G. Dehling, T. Gottschalk, A. C. Hoffmann (2007): Stochastic modeling in process technology, Elsevier, Amsterdam [u.a.]. [link]
  2. H. G. Dehling, C. Dechsiri, T. Gottschalk, P. C. Wright, A. C. Hoffmann (2007): A stochastic model for mixing and segretaion in slugging fluidized beds. Powder Technology 171, 118--125 [link]
  3. B. Franke (2007): A functional non-central limit theorem for jump-diffusions with periodic coefficients driven by stable Lévy-noise. Journal of Theoretical Probability, 20, 1087-1100. [link]
  4. B. Franke (2007): A Lévy process whose jumps are dragged by a spherical dynamical system. Journal of Applied Probability, 44, 732-741. [link]
  5. B. Franke (2007): On the decay of the solutions of second order parabolic equations with Dirichlet conditons. Mathematische Nachrichten, 280, 851-865. [link]
  6. B. Franke (2007): Correction to: The scaling limit behavior of periodic stable-like processes. Bernoulli, 13, 600 [link]

2006

  1. H. Dehling (2006): Limit theorems for dependent U-statistics. In: P. Bertail, P. Doukhan and Ph. Soulier (Eds.): Dependence in probability and statistics, Springer Lecture Notes in Statistics 187, 65--86. [link]
  2. T. Gottschalk, H. G. Dehling , A. C. Hoffmann (2006): Danckwerts' law for mean residence time revisited. Chemical Engineering Science 61, 6213--6217. [link]
  3. B. Franke (2006): The scaling limit behavior of periodic stable-like processes. Bernoulli, 12, 551-570. [link]

2005

  1. C. Dechsiri, A. Ghione, F. van de Wiel, H. G. Dehling, A. M. J. Paans, A. C. Hoffmann (2005): Positron emission tomography applied to fluidization engineering. The Canadian Journal of Chemical Engineering 83, 88--96. [link]
  2. C. Dechsiri, E. A. van der Zwan, H. G. Dehling, A. C. Hoffmann (2005): Dispersion of particle pulses in fluidized beds measured by positron emission tomography. American Institute of Chemical Engineers 51, 791--801 [link]
  3. H. G. Dehling, J. N. Kalma (2005): Kansrekening - het zekere van het onzekere. 2. Auflage, Epsilon Uitgaven, Utrecht. [link]
  4. H. Dehling, O. Sh. Sharipov (2005): Estimation of mean and covariance operator for Banach space valued autoregressive processes with dependent innovations. Statistical Inference for Stochastic Processes 8, 137--149 [link]
  5. B. Franke (2005): A functional central limit theorem for diffusions on periodic submanifolds of R^n. Probability Theory and Related Fields 133 , 236--244. [link]
  6. A. C. Hoffmann, C. Dechsiri, F. van de Wiel, H. G. Dehling (2005): PET investigations of a fluidized particle: spatial and temporal resolution and short term motion. Measurement Science and Technology 16, 851--858 [link]
  7. M.-L. T. Lee, H. G.Dehling (2005): Generalized two-sample U-statistics for clustered data. Statistica Neerlandica 59 , 313--323 [link]

2004

  1. A. R. Dabrowski, H. Dehling (2004): Conditional distribution of the H-coefficient in nonparametric unfolding models. In: L. Horvath, B. Szyszkowicz (eds.): Asymptotic methods in stochastics: Festschrift for Miklos Csorgo , Fields Institute Communications 44, 367--379 [link]
  2. C. Dechsiri (2004): Particle transport in fluidized beds - Experiments and Stochastic Models. Dissertation, Rijksuniversiteit Groningen (promotores: prof.dr.H.G. Dehling, prof.dr.A.C. Hoffmann)
  3. H. Dehling, B. Haupt (2004): Einführung in die Wahrscheinlichkeitstheorie und Statistik , 2. Auflage, Springer Verlag. [link]
  4. S. R. Fleurke, H. G. Dehling, H. K. Leonhard, A. D. Brinkerink, R. den Besten (2004): Measurement and statistical analysis of spectrum occupancy. European Transactions on Telecommunications 15, 429--436. [link]
  5. B. Franke (2004): Integral inequalities for the fundamental solutions of diffusions on manifolds with divergence-free drift. Mathematische Zeitschrift 246 , 373--403. [link]
  6. B. Franke (2004): About the decay of vorticity in a two-dimensional incompressible viscous fluid. Semigroup Forum 69 , 303--316. [link]

2003

  1. H. Dehling (2003): Laudatio for Paul Embrechts. Nieuw Archief voor Wiskunde (5e serie) 4, 24-25. [Zbl. 1239.01080]
  2. H. Dehling, B. Haupt (2003): Einführung in die Wahrscheinlichkeitstheorie und Statistik, Springer Verlag.
  3. R. M. Burton, H. G. Dehling, U. Rösler (2003): A law of large numbers for rescaled random difference equations. Stochastics and Dynamics 3, 409--417.
  4. S. Borovkova, H. Dehling, J. Renkema, H. Tulleken (2003): A potential-field approach to financial time series modelling, Computational Economics 22, 139--161
  5. H. Dehling (2003): Wat is een optie waard? In: Speeltuin van de Wiskunde (J. Top, B. de Smit, eds.) Veen Magazines/Natuurwetenschap en Techniek, 27--43
  6. H. Dehling, J. van Maanen (2003): Een plaquette voor Daniel Bernoulli, kleine Groninger en grote wetenschapper. Nieuw Archief voor Wiskunde, 5e serie 4, 254--257.
  7. A. C. Hoffmann, C. Dechsiri, F. van de Wiel, A. Ghione, H.G. Dehling, A.M.J. Paans (2003): Tracking individual particles in a fluidized bed using a medical PET-Camera. Proceedings of the 3rd World Congress on Industrial Process Technology, Banff, Canada 2003
  8. C. Dechsiri, F. van de Wiel, H. G. Dehling, A. M. J. Paans, A. C. Hoffmann (2003): Positron emission tomography applied to fluidization engineering. 3rd World Congress on Industrial Process Tomography, Banff, Canada 2003.

2002

  1. H. Dehling, T. Mikosch, M. Sorensen (eds) (2002): Empirical process techniques for dependent data. Birkhäuser Verlag.
  2. H. Dehling, W. Philipp (2002): Empirical process techniques for dependent data. In: Empirical process techniques for dependent data (H. Dehling, T. Mikosch, M. Sorensen, eds), Birkhäuser Verlag, 3--111
  3. S. Borovkova, R. Burton, H. Dehling (2002): From dimension estimation to asymptotics of dependent U-statistics. In: Limit theorems in probability and statistics I (I. Berkes, E. Csaki, M. Csorgo, eds.) Budapest, 201--234.
  4. A. R. Dabrowski, H. G. Dehling, T. Mikosch, O. Sharipov (2002): Poisson limits for U-statistics. Stochastic Processes and their Applications 99, 137--157.
  5. C. Dechsiri, H. G. Dehling, A. C. Hoffmann (2002): Stochastic model for fluidization, Proceedings of the 4th World Congress on Particle Technology, Sydney 2002

2001

  1. S. Borovkova, R. Burton, H. Dehling (2001): Limit theorems for functionals of mixing processes with applications to U-statistics and dimension estimation. Transactions of the American Mathematical Society 353 , 4261--4318.
  2. S. R. Fleurke, H. G. Dehling, A. J. Boonstra, A. D. Brinkerink, R. den Besten (2001): Monte-Carlo methods for measuring spectrum occupancy. In: Proceedings of RFI Mitigation Workshop, Bonn 2001
  3. C. Dechsiri, J. C. Bosma, H. G. Dehling, A. C. Hoffmann, G. Hui (2001): A stochastic model for particle mixing and segregation in fluidized beds with baffles. In: Proceedings of PARTEC 2001
  4. B. Franke (2001): Heat Content Inequalities for Diffusions on Manifolds. Mathematica Gottingensis.

2000

  1. H. Dehling (2000): Het verdwenen bord van Kapteyn. StatOR 1, 17--19.
  2. C. P. Volkers, H. G. Dehling, H. de Bruin (2000): Analysis of repeated measurement binary data. In: COMPSTAT 2000, Proceedings in Computational Statistics (Wim Jansen, Jelke G. Bethlehem, eds.), Statistics Netherlands, 275--276.
  3. C. Dechsiri, J. C. Abanedes, H. G. Dehling, A. C. Hoffmann, P. C. Wright (2000): A Stochastic model for mixing and segregation in slugging fluidized beds. Proceedings of 3rd European Conference on Fluidization, Toulouse 2000 , 631--638

1999

  1. S. A. Borovkova, R. M. Burton, H. G. Dehling (1999): Consistency of the Takens estimator for the correlation dimension. The Annals of Applied Probability 9, 376--390.
  2. H. G. Dehling, A. C. Hoffmann, H. W. Stuut (1999): Stochastic Models for Transport in a Fluidized Bed. SIAM Journal on Applied Mathematics 60, 337--358.
  3. S. A. Borovkova, H. G. Dehling (1999): A term structure model for oil futures and related trading strategies. Shell Research and Technology Center, Amsterdam, Technical report OP.99.20301.

1998

  1. R. M. Burton, H. G. Dehling (1998): Universal Approximation in p-mean by neural networks. Neural Networks 11 , 661--667.
  2. S. Borovkova, R. Burton, H. Dehling (1998): Smoothing Techniques for Prediction of Non-Linear Time Series. In: Signal Analysis and Prediction (A. Prochazka, J. Uhlir, P.J.W. Rayner, N.G. Kingsbury, eds.), 351--362.
  3. A. R. Dabrowski, H. Dehling (1998): Jump diffusion approximation for a Markovian transport model. In: Asymptotic Methods in Probability and Statistics (B. Szyszkowicz, ed.), Elsevier Science, 115--125.
  4. H. G. Dehling, A. Hussem, A. M. Paulis, E. H. M. Ponds (1998): Toetsen van gewogen sterfte. Verzekerings Archief 75, 87--90.
  5. A. C. Hoffmann, H. G. Dehling (1998): A stochastic modelling approach to particle residence time distribution in continuous fluidized beds. Proceedings of World Congress on Particle Technology, Brighton

1997

  1. S. Borovkova, R. Burton, H. Dehling (1997): Prediction of Nonlinear Time Series by Kernel Regression Smoothing. Proceedings of ECSAP-97: First European Conference on Signal Analysis and Prediction , 199--202.
  2. R. M. Burton, H. G. Dehling, R. S. Venema (1997): Perceptron Algorithms for the Classification of Non-Separable Populations. Communications in Statistics - Stochastic Models 13, 205--222.
  3. H. G. Dehling (1997): Daniel Bernoulli and the St. Petersburg Paradox. Nieuw Archief voor Wiskunde, Vierde Serie 15, 223--227.
  4. H. Dehling (1997): Verdeelde kansen. In: Vakantiecursus 1997 - Rekenen op het Toeval, CWI syllabus 43, 33--50.

1996

  1. J. Aaronson, R. Burton, H. Dehling, D. Gilat, T.Hill, B. Weiss (1996): Strong Laws for L- and U-statistics. Transactions of the American Mathematical Society 348, 2845--2866.
  2. K. Borovkov, H. Dehling, D. Pfeifer (1996): On Asymptotic Behavior of Weighted Sample Quantiles. Mathematical Methods of Statistics 5, 173--186.
  3. A. R. Dabrowski, H. Dehling (1996): Estimating conditional occupation-time distributions for dependent sequences. The Canadian Journal of Statistics 24 , 55--65.
  4. H. Dehling (1996): Neuronale Netze - eine kurze Einführung. Panem et Circenses 8, 3--17.
  5. H. G. Dehling, T. K. Dijkstra, H.J. Guichelaar, W. Schaafsma, A. G. M. Steerneman, T.J. Wansbeek, J.T. van der Zee (1996): Structuring the Inferential Contest. In: Bayesian Analysis in Statistics and Econometrics - Essays in Honor of Alfred Zellner (D.A. Berry, K.M. Chaloner, J.K. Geweke, eds.), J. Wiley, New York.
  6. Herold Dehling, Sergey Utev (1996): The Law of the Iteratedd Logarithm for Degenerate U-statistics. In: Probability Theory and Mathematical Statistics (I.A. Ibragimov, A.Yu. Zaitsev, eds.), Gordon and Breach Publishers, 19--28.

1995

  1. H. G. Dehling, J. N. Kalma (1995): Kansrekening - het zekere van het onzekere. Epsilon Uitgaven, Utrecht.

1994

  1. I. Berkes, H. Dehling (1994): On the almost sure central limit theorem for random variables with infinite variance. Journal of Theoretical Probability 7, 667--680.
  2. H. Dehling, T. Mikosch (1994): Random Quadratic Forms and the Bootstrap for U-statistics. Journal of Multivariate Analysis 51, 392--413.

1993

  1. I. Berkes, H. Dehling (1993): Some limit theorems in log density. The Annals of Probability 21, 1640--1670.
  2. H. Dehling, J. van der Plicht (1993): Statistical Problems in Calibrating Radiocarbon Dates. Radiocarbon 35, 239--244.
  3. H. Dehling, S. Utev (1993): An exponential inequality for martingales. Siberian Advances in Mathematics 3 , 197--203

1992

  1. H. Dehling, M. S. Taqqu (1992): Continuous functions whose level sets are orthogonal to all polynomials of a given degree. Acta Mathematica Hungarica 60, 217--224.

1991

  1. I. Berkes, H. Dehling, T. F. Mori (1991): Counterexamples related to the a.s. central limit theorem. Studia Scientiarum Mathematicarum Hungarica 26, 153--164.
  2. H. Dehling, M. S. Taqqu (1991): Bivariate symmetric statistics of long-range dependent observations. Journal of Statistical Planning and Inference 28, 153--165.
  3. H. G. Dehling, J. N. Kalma, C. Moes, W. Schaafsma (1991): The Islamic Mean - A peculiar L-statistic. Studia Scientiarum Mathematicarum Hungarica 26, 297--308.

1990

  1. R. M. Burton, H. Dehling (1990): Large deviations for some weakly dependent random processes. Statistics and Probability Letters 9 , 397--401.
  2. H. Dehling, M. Denker, W. A. Woyczynski (1990): Resampling U-statistics using p-stable laws. Journal of Multivariate Analysis 34, 1--13.

1989

  1. I. Berkes, H. Dehling (1989): Almost Sure and Weak Invariance Principles for Random Variables Attracted by a Stable Law. Probability Theory and Related Fields 83, 331--353.
  2. H. Dehling (1989): The Functional Law of the Iterated Logarithm for von Mises Functionals and Multiple Wiener Integrals. Journal of Multivariate Analysis 28, 177--189.
  3. H. Dehling (1989): Complete Convergence of Triangular Arrays and the Law of the Iterated Logarithm for U-statistics. Statistics and Probability Letters 7 , 319--321.
  4. H. Dehling, M. S. Taqqu (1989): The Empirical Process of Some Long-Range Dependent Sequences with an Application to U-Statistics. The Annals of Statistis 17, 1767--1783.
  5. H. Dehling, M. S. Taqqu (1989): The Functional Law of the Iterated Logarithm for the Empirical Process of some Long-Range Dependent Sequences. Statistics and Probability Letters 7, 81--85

1988

  1. A. R. Dabrowski, H. Dehling (1988): A Berry-Esseen theorem and a functional law of the iterated logarithm for weakly associated random vectors. Stochastic Processes and their Applications 30, 277--289.

1987

  1. H. Dehling, M. S. Taqqu (1987): The limit behavior of empirical processes and symmetric statistics for stationary sequences. Bulletin of the International Statistical Institute 52, book 4, 217--234.
  2. H. Dehling, M. Denker, W. Philipp (1987): The almost sure invariance principle for the empirical process of U-statistic structure. Annales de l'Institut Henri Poincare - Probabilites et Statistiques 23 , 121--134.

1986

  1. I. Berkes, A. Dabrowski, H. Dehling, W. Philipp (1986): A strong approximation theorem for sums of random vectors in the domain of attraction to a stable law. Acta Mathematica Hungarica 48, 161--172.
  2. R. M. Burton, A. R. Dabrowski, H. Dehling (1986): An invariance principle for weakly associated random vectors. Stochastic Processes and their Applications 23, 301--306.
  3. H. Dehling (1986): Almost sure approximations for U-statistics. In: Dependence in Probability and Statistics (E. Eberlein, M.S. Taqqu, eds.), Birkhäuser, Boston, 119--135.
  4. H. Dehling, M. Denker, W. Philipp (1986): A bounded law of the iterated logarithm for Hilbert space valued martingales and its applications to U-statistics. Probability Theory and Related Fields 72, 111--131.
  5. H. Dehling, M. Denker, W. Philipp (1986): Central limit theorems for mixing sequences of random variables under minimal conditions. The Annals of Probability 14, 1359--1370.

1984

  1. A. Dabrowski, H. Dehling, W. Philipp (1984): An almost sure invariance principle for triangular arrays of Banach space valued random variables. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 65, 483--491.
  2. H. Dehling, M. Denker, W. Philipp (1984): Invariance principles for von Mises and U-statistics. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 67, 139--167.
  3. H. Dehling, M. Denker, W. Philipp (1984): Versik processes and very weak Bernoulli processes with summable rates are independent. Proceedings of the American Mathematical Society 91, 618--624.

1983

  1. H. Dehling (1983): A note on a theorem of Berkes and Philipp. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 62, 39--42.
  2. H. Dehling (1983): Limit Theorems for Sums of Weakly Dependent Banach Space Valued Random Variables Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete 63, 393--432.

1982

  1. H. Dehling, W. Philipp (1982): Almost sure invariance principles for weakly dependent vector valued random processes. The Annals of Probability 10, 689--701.

1981

  1. H. Dehling (1981): Grenzwertsätze für Summen schwach abhängiger vektor-wertiger Zufallsvariablen. Dissertation, Georg-August-Universität Göttingen.