4 papers
Testing for a Forecast Accuracy Breakdown under Long Memory
Jannik Kreye, Philipp Sibbertsen
We propose a test to detect a forecast accuracy breakdown in a long memory time series and provide theoretical and simulation evidence on the memory transfer from the time series t…
Spatial autoregressive fractionally integrated moving average model
Philipp Otto, Philipp Sibbertsen
In this paper, we introduce the concept of fractional integration for spatial autoregressive models. We show that the range of the dependence can be spatially extended or diminishe…
Do algebraic numbers follow Khinchin's Law?
Philipp Sibbertsen, Timm Lampert, Karsten Müller +1
The coefficients of the regular continued fraction for random numbers are distributed by the Gauss-Kuzmin distribution according to Khinchin's law. Their geometric mean converges t…
Roth's Theorem implies a Weakened Version of the ABC Conjecture for Special Cases
Philipp Sibbertsen, Timm Lampert, Karsten Müller +1
Enrico Bombieri proved that the ABC Conjecture implies Roth's theorem in 1994. This paper concerns the other direction. In making use of Bombieri's and Van der Poorten's explicit f…