Research @ TU Braunschweig

Publications:

Jentsch, C., Kreiß, J.-P., Mantalos, P. and Paparoditis, E. (2009): Hybrid bootstrap aided unit root testing. Computational Statistics. Submitted.
Jentsch, C. und Kreiß, J.-P. (2009): The multiple hybrid Bootstrap - Resampling multivariate linear processes. J. Multiv. Anal. Submitted. Preprint.
Jentsch, C. (2006): Asymptotik eines nicht-parametrischen Kernschätzers für zeitvariable autoregressive Prozesse. Diplomarbeit. Technische Universität Braunschweig.

Conference talks/invited talks:

"The Multiple Hybrid Bootstrap - Resampling multivariate linear processes". NTH Conference on Finance and Insurance Mathematics, Braunschweig, 08.-10. March 2010.
"The Multiple Hybrid Bootstrap - Resampling multivariate linear processes". 9th German Open Conference on Probability and Statistics, Leipzig, 02.-05. March 2010.
"Hybrid Bootstrap - Combining time and frequency domain bootstrap approaches". NTH Doktoranden Workshop, TU Braunschweig, 08.-09. January 2010.
"The Multiple Hybrid Bootstrap - Resampling multivariate linear processes". Invited talk. University of Cyprus, Nicosia/Cyprus, 20. October 2009.
"The Multiple Hybrid Bootstrap - Resampling multivariate linear processes". NBER - NSF Time Series Conference 2009 (Postersession), Davis/USA, 11.-12. September 2009.
"The Multiple Hybrid Bootstrap - Resampling multivariate linear processes". Pfingsttagung 2009 of the German Statistical Society, Merseburg, 04.-05. June 2009.
"A Modified Autoregressive Aided Periodogram Bootstrap (AAPB) method". (jointly with Prof. Dr. J.-P. Kreiß) International Workshop on "Recent Advances in Time Series Analysis", Protaras/Zypern, 08.-11. June 2008.
"A Modified Autoregressive Aided Periodogram Bootstrap (AAPB) method". (jointly with Prof. Dr. J.-P. Kreiß) Workshop on "Bootstrap and Time Series", Kaiserslautern, 05/06. June 2008.

Research interests:

last changed 2010-03-10