41 citations · 63 across the 7 of their papers we have counts for
10 papers
A statistical analysis of time trends in atmospheric ethane
Marina Friedrich, Eric Beutner, Hanno Reuvers +6
Ethane is the most abundant non-methane hydrocarbon in the Earth's atmosphere and an important precursor of tropospheric ozone through various chemical pathways. Ethane is also an…
A General Framework for Prediction in Time Series Models
Eric Beutner, Alexander Heinemann, Stephan Smeekes
In this paper we propose a general framework to analyze prediction in time series models and show how a wide class of popular time series models satisfies this framework. We postul…
A Residual Bootstrap for Conditional Value-at-Risk
Eric Beutner, Alexander Heinemann, Stephan Smeekes
A fixed-design residual bootstrap method is proposed for the two-step estimator of Francq and Zakoïan (2015) associated with the conditional Value-at-Risk. The bootstrap's consiste…
A Justification of Conditional Confidence Intervals
Eric Beutner, Alexander Heinemann, Stephan Smeekes
To quantify uncertainty around point estimates of conditional objects such as conditional means or variances, parameter uncertainty has to be taken into account. Attempts to incorp…
Identifiability issues of age-period and age-period-cohort models of the Lee-Carter type
Eric Beutner, Simon Reese, Jean-Pierre Urbain
The predominant way of modelling mortality rates is the Lee-Carter model and its many extensions. The Lee-Carter model and its many extensions use a latent process to forecast. The…
Functional delta-method for the bootstrap of uniformly quasi-Hadamard differentiable functionals
Eric Beutner, Henryk Zähle
The functional delta-method provides a convenient tool for deriving bootstrap consistency of a sequence of plug-in estimators w.r.t. a given functional from bootstrap consistency o…