TU BRAUNSCHWEIG

Dr. Marco Meyer


Büro: Universitätsplatz 2 (Forumsgebäude), Raum 629

Tel.: +49/531/391-7580

Fax: +49/531/391-7564

eMail: marco.meyer [at] tu-bs.de

Sprechstunde: nach Vereinbarung

 

 


Monografie:

Kreiß, J.-P., Meyer, M.. Time Series Analysis. Springer-Verlag. In Vorbereitung.


Publikationen in Fachzeitschriften und Tagungsbänden:

Meyer, M., Jentsch, C., Kreiß, J.-P. (2017). Baxter's Inequality and Sieve Bootstrap for Random Fields. Bernoulli, Vol. 23(4B), S. 2988-3020.

Meyer, M., McMurry, T., Politis, D.N. (2015). Baxter's Inequality for Triangular Arrays. Math. Methods of Statistics, Vol. 24, No. 2, S. 135-146.

Kreiß, J.-P., Pastor, C., Dobberstein, J., Feng, G., Krampe, J., Meyer, M., Niebuhr, T. (2015). Extrapolation of GIDAS accident data to Europe. 24th International Technical Conference on the Enhanced Safety of Vehicles (ESV), Göteborg, Schweden. Paper No. 15-0372.

Meyer, M., Kreiß, J.-P. (2015). On the Vector Autoregressive Sieve Bootstrap. Journal of Time Series Analysis (2015), Vol. 36, No. 3, S. 377-397.


Eingereichte Zeitschriftenbeiträge:

Jentsch, C., Meyer, M. (2018+). Finite predictor coefficients and the inverse Yule-Walker matrix: on the extension of Akaike's identity to random fields.

Meyer, M., Paparoditis, E., Kreiß, J.-P. (2018+). Extending the validity of frequency domain bootstrap methods to general stationary processes.

Meyer, M., Niebuhr, T. (2018+). A test for similarity of discrete distributions with an application to German election forecasts.

Jentsch, C., Leucht, A., Meyer, M., Beering, C. (2017+). Empirical characteristic function-based estimation and distance correlation for locally stationary processes.


In Vorbereitung:

Meyer, M., Politis, D.N.. Bootstrap-based prediction for Markov random fields.

Meyer, M., Paparoditis, E., Kreiß, J.-P.. Frequency domain hybrid bootstrap for a general class of multivariate stationary processes.

 


Vorlesungen der letzten Semester:

Wintersemester 2016/17:

Nichtparametrische Statistik


Sommersemester 2016:

Bootstrap-Verfahren


Wintersemester 2015/16:

Nichtparametrische Statistik

 

 


  aktualisiert am 13.12.2018
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