Publikationen
copula estimation Biometrical Journal , Vol. 61, No. 1 (2019), 40-61. Thorsten Dickhaus, NataliaSirotko-Sibirskaya: Simultaneous Statistical Inference in Dynamic Factor Models: Chi-Square Approximation [...] estimator Annals of the Institute of Statistical Mathematics , Vol. 74 , pages289–319 (2022) . NataliaSirotko-Sibirskaya, Maria Magdalena Hernández-Cedillo, Thorsten Dickhaus, Christian Müller, Regina Usbeck: [...] the Schweder-Spjøtvoll estimator Preprint, April 2020 arXiv.org > stat > arXiv:2004.08256 NataliaSirotko-Sibirskaya, Matthias O. Franz, Thorsten Dickhaus: Volterra bootstrap: Resampling higher-order statistics