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Philipp Sibbertsen
Philipp Sibbertsen
Email verificata su statistik.uni-hannover.de
Titolo
Citata da
Citata da
Anno
Testing for a break in persistence under long‐range dependencies
P Sibbertsen, R Kruse
Journal of Time Series Analysis 30 (3), 263-285, 2009
1062009
Long memory versus structural breaks: An overview
P Sibbertsen
Statistical Papers 45 (4), 465-515, 2004
1062004
Long memory in volatilities of German stock returns
P Sibbertsen
Empirical Economics 29, 477-488, 2004
912004
Testing for structural change in the presence of long memory
W Krämer, P Sibbertsen
Technical Report, 2000
872000
Statistik: Einführung für Wirtschafts-und Sozialwissenschaftler
P Sibbertsen, H Lehne
Springer-Verlag, 2012
842012
Testing for a break in the persistence in yield spreads of EMU government bonds
P Sibbertsen, C Wegener, T Basse
Journal of Banking & Finance 41, 109-118, 2014
832014
Generating schemes for long memory processes: regimes, aggregation and linearity
J Davidson, P Sibbertsen
Journal of econometrics 128 (2), 253-282, 2005
832005
Prophylactic HPV vaccination after conization: A systematic review and meta-analysis
M Jentschke, J Kampers, J Becker, P Sibbertsen, P Hillemanns
Vaccine 38 (41), 6402-6409, 2020
752020
Measuring model risk
P Sibbertsen, G Stahl, C Luedtke
Diskussionsbeitrag, 2008
412008
Empirical likelihood confidence intervals for the mean of a long‐range dependent process
DJ Nordman, P Sibbertsen, SN Lahiri
Journal of Time Series Analysis 28 (4), 576-599, 2007
402007
Tests of bias in log-periodogram regression
J Davidson, P Sibbertsen
Economics Letters 102 (2), 83-86, 2009
362009
The memory of stock return volatility: Asset pricing implications
DBB Nguyen, M Prokopczuk, P Sibbertsen
Journal of Financial Markets 47, 100487, 2020
342020
Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
C Rothe, P Sibbertsen
Allgemeines Statistisches Archiv 90, 439-456, 2006
332006
Modeling water flow of the Rhine River using seasonal long memory
M Lohre, P Sibbertsen, T Könning
Water Resources Research 39 (5), 2003
302003
A multivariate test against spurious long memory
P Sibbertsen, C Leschinski, M Busch
Journal of Econometrics 203 (1), 33-49, 2018
262018
Long memory vs. structural change in financial time series
W Krämer, P Sibbertsen, C Kleiber
Technical Report, 2001
262001
Log-periodogram estimation of the memory parameter of a long-memory process under trend
P Sibbertsen
Statistics & probability letters 61 (3), 261-268, 2003
222003
A simple test on structural change in long-memory time series
K Wenger, C Leschinski, P Sibbertsen
Economics letters 163, 90-94, 2018
202018
On robust local polynomial estimation with long-memory errors
J Beran, Y Feng, S Ghosh, P Sibbertsen
International Journal of forecasting 18 (2), 227-241, 2002
202002
Protective operative techniques in radical hysterectomy in early cervical carcinoma and their influence on disease-free and overall survival: a systematic review and meta …
J Kampers, E Gerhardt, P Sibbertsen, T Flock, R Klapdor, H Hertel, ...
Archives of Gynecology and Obstetrics 304 (3), 577-587, 2021
192021
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