Philipp Sibbertsen

发表

Simple procedures for specifying transition functions in persistent nonlinear time series models

Yves Kruse, Philipp Sibbertsen, Hendrik Kaufmann, 2014 .

Can we distinguish between common nonlinear time series models and long memory

Heri Kuswanto, Philipp Sibbertsen, P. Sibbertsen, 2007 .

Log-periodogram estimation of the memory parameter of a long-memory process under trend

Philipp Sibbertsen, P. Sibbertsen, 2003 .

Operations Proceedings 2012

Daniel Rösch, Michael H. Breitner, Stefan Helber, 2012 .

Change-in-mean tests in long-memory time series: a review of recent developments

Philipp Sibbertsen, Kai Wenger, Christian Leschinski, 2019 .

Model Order Selection in Seasonal/Cyclical Long Memory Models

Philipp Sibbertsen, Christian Leschinski, P. Sibbertsen, 2014 .

Long memory versus structural breaks: An overview

Philipp Sibbertsen, P. Sibbertsen, 2004 .

An Overview of Modified Semiparametric Memory Estimation Methods

Philipp Sibbertsen, Marie Busch, 2018 .

Testing for structural change in the presence of long memory

Walter Krämer, Philipp Sibbertsen, W. Krämer, 2000 .

Model order selection in periodic long memory models

Philipp Sibbertsen, Christian Leschinski, P. Sibbertsen, 2019, Econometrics and Statistics.

A comparison of semiparametric tests for fractional cointegration

Philipp Sibbertsen, Christian Leschinski, Michelle Voges, 2020, Statistical Papers.

An introduction to Markov chains for interested high school students

Stefan Halverscheid, Philipp Sibbertsen, 2003 .

Power Properties of Linearity and Long Memory Tests: A Simulation Study

Heri Kuswanto, Philipp Sibbertsen, 2011 .

A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models

Robinson Kruse, Philipp Sibbertsen, Hendrik Kaufmann, 2014 .

Forecasting Long Memory Time Series Under a Break in Persistence

Robinson Kruse, Philipp Sibbertsen, 2009 .

Nonparametric M-estimation with long-memory errors

Jan Beran, Sucharita Ghosh, Philipp Sibbertsen, 2000 .

Testing for a Break in Persistence Under Long-Range Dependencies

Robinson Kruse, Philipp Sibbertsen, 2007 .

Real exchange rates and economic fundamentals: An investigation based on a Markov-STAR model

Jun Ma, Philipp Sibbertsen, Jun Ma, 2015 .

Generating Schemes for Long Memory Processes: Regimes, Aggregation and Linearity

James Davidson, Philipp Sibbertsen, J. Davidson, 2005 .

Robust CUSUM-M test in the presence of long-memory disturbances

Philipp Sibbertsen, P. Sibbertsen, 2000 .

Empirical likelihood confidence intervals for the mean of a long‐range dependent process

Philipp Sibbertsen, Daniel Nordman, S. Lahiri, 2007 .

Measuring model risk

Philipp Sibbertsen, Gerhard Stahl, P. Sibbertsen, 2008 .

What do we know about real exchange rate nonlinearities?

Robinson Kruse, Philipp Sibbertsen, Lukas Menkhoff, 2012 .

Phillips-Perron-type unit root tests in the nonlinear ESTAR framework

Philipp Sibbertsen, Christoph Rothe, C. Rothe, 2006 .

On robust local polynomial estimation with long-memory errors

Jan Beran, Yuanhua Feng, Sucharita Ghosh, 2002 .

Long memory vs. structural change in financial time series

Christian Kleiber, Walter Krämer, Philipp Sibbertsen, 2001 .

Operations Research Proceedings 2012, Selected Papers of the International Annual Conference of the German Operations Research Society (GOR), Leibniz University of Hannover, Germany, September 5-7, 2012

Marc C. Steinbach, Daniel Rösch, Michael H. Breitner, 2014, OR.