7 citations · 19 across the 11 of their papers we have counts for
11 papers
Simulating Continuous-Time Autoregressive Moving Average Processes Driven By p-Tempered α-Stable Lévy Processes
Till Massing
We discuss simulation schemes for continuous-time autoregressive moving average (CARMA) processes driven by tempered stable Lévy noises. CARMA processes are the continuous-time ana…
On the parametric description of log-growth rates of cities' sizes of four European countries and the USA
Till Massing, Miguel Puente-Ajovín, Arturo Ramos
We have studied the parametric description of the distribution of the log-growth rates of the sizes of cities of France, Germany, Italy, Spain and the USA. We have considered sever…
Student't mixture models for stock indices. A comparative study
Till Massing, Arturo Ramos
We perform a comparative study for multiple equity indices of different countries using different models to determine the best fit using the Kolmogorov-Smirnov statistic, the Ander…
Parametric Estimation of Tempered Stable Laws
Till Massing
Tempered stable distributions are frequently used in financial applications (e.g., for option pricing) in which the tails of stable distributions would be too heavy. Given the non-…
A Data Mining Approach for Detecting Collusion in Unproctored Online Exams
Janine Langerbein, Till Massing, Jens Klenke +4
Due to the precautionary measures during the COVID-19 pandemic many universities offered unproctored take-home exams. We propose methods to detect potential collusion between stude…
Composite distributions in the social sciences: A comparative empirical study of firms' sales distribution for France, Germany, Italy, Japan, South Korea, and Spain
Arturo Ramos, Till Massing, Atushi Ishikawa +2
We study 17 different statistical distributions for sizes obtained {}from the classical and recent literature to describe a relevant variable in the social sciences and Economics,…
Approximation and Error Analysis of Forward-Backward SDEs driven by General Lévy Processes using Shot Noise Series Representations
Till Massing
We consider the simulation of a system of decoupled forward-backward stochastic differential equations (FBSDEs) driven by a pure jump Lévy process and an independent Brownian m…
Testing for Nonlinear Cointegration under Heteroskedasticity
Christoph Hanck, Till Massing
This article discusses Shin (1994, Econometric Theory)-type tests for nonlinear cointegration in the presence of variance breaks. We build on cointegration test approaches under he…
Effects of Early Warning Emails on Student Performance
Jens Klenke, Till Massing, Natalie Reckmann +4
We use learning data of an e-assessment platform for an introductory mathematical statistics course to predict the probability of passing the final exam for each student. Subsequen…
When is the best time to learn? -- Evidence from an introductory statistics course
Till Massing, Natalie Reckmann, Alexander Blasberg +3
We analyze learning data of an e-assessment platform for an introductory mathematical statistics course, more specifically the time of the day when students learn. We propose stati…
Towards digitalisation of summative and formative assessments in academic teaching of statistics
Nils Schwinning, Michael Striewe, Till Massing +2
Web-based systems for assessment or homework are commonly used in many different domains. Several studies show that these systems can have positive effects on learning outcomes. Ma…