activity
20182022
most citedWhittle estimation for stationary state space models with finite second moments

2 citations · 2 across the 5 of their papers we have counts for

collaborators

5 papers

math.ST2022

Weibull or not Weibull?

Bruno Ebner, Adrian Fischer, Norbert Henze +1

We propose novel goodness-of-fit tests for the Weibull distribution with unknown parameters. These tests are based on an alternative characterizing representation of the Laplace tr…

math.ST2022

Empirical spectral processes for stationary state space models

Vicky Fasen-Hartmann, Celeste Mayer

In this paper, we consider function-indexed normalized weighted integrated periodograms for equidistantly sampled multivariate continuous-time state space models which are multivar…

math.ST2020

A note on estimation of -stable CARMA processes sampled at low frequencies

Vicky Fasen-Hartmann, Celeste Mayer

In this paper, we investigate estimators for symmetric -stable CARMA processes sampled equidistantly. Simulation studies suggest that the Whittle estimator and the estimator pre…

math.ST2020★ 2 cited

Whittle estimation for stationary state space models with finite second moments

Vicky Fasen-Hartmann, Celeste Mayer

In this paper, we consider the Whittle estimator for the parameters of a stationary solution of a continuous-time linear state space model sampled at low frequencies. In our contex…

stat.ME2018

More good news on the (only) affine invariant test for multivariate reflected symmetry about an unknown center

Norbert Henze, Celeste Mayer

We revisit the problem of testing for multivariate reflected symmetry about an unspecified point. Although this testing problem is invariant with respect to full-rank affine transf…