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Neumann, Michael H.

Author ID: neumann.michael-h Recent zbMATH articles by "Neumann, Michael H."
Published as: Neumann, Michael H.; Neumann, M. H.
Homepage: https://www.stochastik.uni-jena.de/Mitarbeiter/Prof_+Dr_+M_+Neumann.html
External Links: MGP

Publications by Year

Citations contained in zbMATH Open

50 Publications have been cited 995 times in 778 Documents Cited by Year
Absolute regularity and ergodicity of Poisson count processes. Zbl 1277.60089
Neumann, Michael H.
92
2011
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
83
2009
On the effect of estimating the error density in nonparametric deconvolution. Zbl 1003.62514
Neumann, Michael H.
80
1997
Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra. Zbl 0871.62081
Neumann, Michael H.; von Sachs, Rainer
49
1997
Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018
Doukhan, Paul; Neumann, Michael H.
42
2007
Simultaneous bootstrap confidence bands in nonparametric regression. Zbl 0913.62041
Neumann, Michael H.; Polzehl, Jörg
40
1998
Regression-type inference in nonparametric autoregression. Zbl 0935.62049
Neumann, Michael H.; Kreiss, Jens-Peter
37
1998
Nonlinear wavelet estimation of time-varying autoregressive processes. Zbl 0954.62103
Dahlhaus, Rainer; Neumann, Michael H.; von Sachs, Rainer
31
1999
A wavelet-based test for stationarity. Zbl 0972.62085
von Sachs, Rainer; Neumann, Michael H.
29
2000
An exponential inequality under weak dependence. Zbl 1126.62039
Kallabis, Raoul S.; Neumann, Michael H.
28
2006
Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics. Zbl 1440.62070
Leucht, Anne; Neumann, Michael H.
27
2013
Deconvolution from panel data with unknown error distribution. Zbl 1206.62063
Neumann, Michael H.
26
2007
Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics. Zbl 1279.62102
Leucht, Anne; Neumann, Michael H.
25
2013
Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian time series. Zbl 0873.62099
Neumann, Michael H.
24
1996
Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations. Zbl 0930.62038
Neumann, Michael H.
23
1998
Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics. Zbl 1163.62035
Leucht, Anne; Neumann, Michael H.
22
2009
Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations. Zbl 1155.62058
Neumann, Michael H.; Paparoditis, Efstathios
21
2008
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics. Zbl 1291.60047
Neumann, Michael H.
19
2013
The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043
Doukhan, Paul; Neumann, Michael H.
18
2008
Fully data-driven nonparametric variance estimators. Zbl 0811.62047
Neumann, Michael H.
17
1994
Optimal change-point estimation in inverse problems. Zbl 0902.62048
Neumann, Michael H.
16
1997
Automatic bandwidth choice and confidence intervals in nonparametric regression. Zbl 0856.62042
Neumann, Michael H.
16
1995
A goodness-of-fit test for Poisson count processes. Zbl 1327.62455
Fokianos, Konstantinos; Neumann, Michael H.
16
2013
Problems related to confidence intervals for impulse responses of autoregressive processes. Zbl 0962.62080
Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H.
15
2000
On bootstrapping \(L_2\)-type statistics in density testing. Zbl 0966.62029
Neumann, Michael H.; Paparoditis, Efstathios
15
2000
Properties of the nonparametric autoregressive bootstrap. Zbl 1062.62173
Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H.
14
2002
Wavelet thresholding: Beyond the Gaussian i.i.d. situation. Zbl 0831.62071
Neumann, Michael H.; von Sachs, Rainer
14
1995
Multivariate wavelet thresholding in anisotropic function spaces. Zbl 0982.62039
Neumann, Michael H.
13
2000
Asymptotic equivalence of nonparametric autoregression and nonparametric regression. Zbl 1246.62105
Grama, Ion G.; Neumann, Michael H.
13
2006
Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029
Doukhan, Paul; Neumann, Michael H.
12
2019
On the efficiency of wavelet estimators under arbitrary error distributions. Zbl 0845.62034
Neumann, M. H.; Spokoiny, V. G.
12
1995
Locally adaptive fitting of semiparametric models to nonstationary time series. Zbl 1046.62032
Dahlhaus, Rainer; Neumann, Michael H.
12
2001
Dependent wild bootstrap for the empirical process. Zbl 1325.62065
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H.
12
2015
A model specification test for GARCH(1,1) processes. Zbl 1419.62238
Leucht, Anne; Kreiss, Jens-Peter; Neumann, Michael H.
10
2015
Bootstrap tests for simple structures in nonparametric time series regression. Zbl 1230.62049
Kreiss, Jens-Peter; Neumann, Michael H.; Yao, Qiwei
10
2008
Bootstrapping nonparametric estimators of the volatility function. Zbl 1033.62039
Franke, Jürgen; Neumann, Michael H.; Stockis, Jean-Pierre
9
2004
On integrated \(L^1\) convergence rate of an isotonic regression estimator for multivariate observations. Zbl 1452.62282
Fokianos, Konstantinos; Leucht, Anne; Neumann, Michael H.
8
2020
Deconvolution from non-standard error densities under replicated measurements. Zbl 1200.62032
Meister, Alexander; Neumann, Michael H.
8
2010
Curve estimation when the design density is low. Zbl 0874.62037
Hall, Peter; Marron, J. S.; Neumann, M. H.; Titterington, D. M.
7
1997
Bootstrap inference in systems of single equation error correction models. Zbl 1336.62113
Herwartz, Helmut; Neumann, Michael H.
6
2005
Pointwise confidence intervals in nonparametric regression with heteroscedastic error structure. Zbl 0869.62034
Neumann, Michael H.
5
1997
Mixing properties of integer-valued GARCH processes. Zbl 1464.62380
Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H.
4
2021
Simultaneous confidence bands in spectral density estimation. Zbl 1437.62563
Neumann, Michael H.; Paparoditis, Efstathios
4
2008
Exact asymptotics for estimating the marginal density of discretely observed diffusion processes. Zbl 1069.62062
Butucea, Cristina; Neumann, Michael H.
3
2005
Improved local polynomial estimation in time series regression. Zbl 1415.62020
Geller, Juliane; Neumann, Michael H.
3
2018
Mixing properties of non-stationary INGARCH(1, 1) processes. Zbl 07467737
Doukhan, Paul; Leucht, Anne; Neumann, Michael H.
1
2022
Second order asymptotic risks of smoothed linear estimators in nonparametric regression models. Zbl 0809.62035
Neumann, Michael H.
1
1992
Bootstrap tests for parametric volatility structure in nonparametric autoregression. Zbl 0984.62030
Kreiss, J.-P.; Neumann, M. H.
1
1999
Teaching wavelets in XploRe. Zbl 0926.65147
Klinke, Sigbert; Golubev, Yuri; Härdle, Wolfgang; Neumann, Michael H.
1
1998
Bootstrap for integer-valued GARCH\((p,q)\) processes. Zbl 07801605
Neumann, Michael H.
1
2021
Mixing properties of non-stationary INGARCH(1, 1) processes. Zbl 07467737
Doukhan, Paul; Leucht, Anne; Neumann, Michael H.
1
2022
Mixing properties of integer-valued GARCH processes. Zbl 1464.62380
Doukhan, Paul; Khan, Naushad Mamode; Neumann, Michael H.
4
2021
Bootstrap for integer-valued GARCH\((p,q)\) processes. Zbl 07801605
Neumann, Michael H.
1
2021
On integrated \(L^1\) convergence rate of an isotonic regression estimator for multivariate observations. Zbl 1452.62282
Fokianos, Konstantinos; Leucht, Anne; Neumann, Michael H.
8
2020
Absolute regularity of semi-contractive GARCH-type processes. Zbl 1418.60029
Doukhan, Paul; Neumann, Michael H.
12
2019
Improved local polynomial estimation in time series regression. Zbl 1415.62020
Geller, Juliane; Neumann, Michael H.
3
2018
Dependent wild bootstrap for the empirical process. Zbl 1325.62065
Doukhan, Paul; Lang, Gabriel; Leucht, Anne; Neumann, Michael H.
12
2015
A model specification test for GARCH(1,1) processes. Zbl 1419.62238
Leucht, Anne; Kreiss, Jens-Peter; Neumann, Michael H.
10
2015
Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics. Zbl 1440.62070
Leucht, Anne; Neumann, Michael H.
27
2013
Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics. Zbl 1279.62102
Leucht, Anne; Neumann, Michael H.
25
2013
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics. Zbl 1291.60047
Neumann, Michael H.
19
2013
A goodness-of-fit test for Poisson count processes. Zbl 1327.62455
Fokianos, Konstantinos; Neumann, Michael H.
16
2013
Absolute regularity and ergodicity of Poisson count processes. Zbl 1277.60089
Neumann, Michael H.
92
2011
Deconvolution from non-standard error densities under replicated measurements. Zbl 1200.62032
Meister, Alexander; Neumann, Michael H.
8
2010
Nonparametric estimation for Lévy processes from low-frequency observations. Zbl 1200.62095
Neumann, Michael H.; Reiß, Markus
83
2009
Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics. Zbl 1163.62035
Leucht, Anne; Neumann, Michael H.
22
2009
Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations. Zbl 1155.62058
Neumann, Michael H.; Paparoditis, Efstathios
21
2008
The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series. Zbl 1189.60043
Doukhan, Paul; Neumann, Michael H.
18
2008
Bootstrap tests for simple structures in nonparametric time series regression. Zbl 1230.62049
Kreiss, Jens-Peter; Neumann, Michael H.; Yao, Qiwei
10
2008
Simultaneous confidence bands in spectral density estimation. Zbl 1437.62563
Neumann, Michael H.; Paparoditis, Efstathios
4
2008
Probability and moment inequalities for sums of weakly dependent random variables, with applications. Zbl 1117.60018
Doukhan, Paul; Neumann, Michael H.
42
2007
Deconvolution from panel data with unknown error distribution. Zbl 1206.62063
Neumann, Michael H.
26
2007
An exponential inequality under weak dependence. Zbl 1126.62039
Kallabis, Raoul S.; Neumann, Michael H.
28
2006
Asymptotic equivalence of nonparametric autoregression and nonparametric regression. Zbl 1246.62105
Grama, Ion G.; Neumann, Michael H.
13
2006
Bootstrap inference in systems of single equation error correction models. Zbl 1336.62113
Herwartz, Helmut; Neumann, Michael H.
6
2005
Exact asymptotics for estimating the marginal density of discretely observed diffusion processes. Zbl 1069.62062
Butucea, Cristina; Neumann, Michael H.
3
2005
Bootstrapping nonparametric estimators of the volatility function. Zbl 1033.62039
Franke, Jürgen; Neumann, Michael H.; Stockis, Jean-Pierre
9
2004
Properties of the nonparametric autoregressive bootstrap. Zbl 1062.62173
Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H.
14
2002
Locally adaptive fitting of semiparametric models to nonstationary time series. Zbl 1046.62032
Dahlhaus, Rainer; Neumann, Michael H.
12
2001
A wavelet-based test for stationarity. Zbl 0972.62085
von Sachs, Rainer; Neumann, Michael H.
29
2000
Problems related to confidence intervals for impulse responses of autoregressive processes. Zbl 0962.62080
Benkwitz, Alexander; Lütkepohl, Helmut; Neumann, Michael H.
15
2000
On bootstrapping \(L_2\)-type statistics in density testing. Zbl 0966.62029
Neumann, Michael H.; Paparoditis, Efstathios
15
2000
Multivariate wavelet thresholding in anisotropic function spaces. Zbl 0982.62039
Neumann, Michael H.
13
2000
Nonlinear wavelet estimation of time-varying autoregressive processes. Zbl 0954.62103
Dahlhaus, Rainer; Neumann, Michael H.; von Sachs, Rainer
31
1999
Bootstrap tests for parametric volatility structure in nonparametric autoregression. Zbl 0984.62030
Kreiss, J.-P.; Neumann, M. H.
1
1999
Simultaneous bootstrap confidence bands in nonparametric regression. Zbl 0913.62041
Neumann, Michael H.; Polzehl, Jörg
40
1998
Regression-type inference in nonparametric autoregression. Zbl 0935.62049
Neumann, Michael H.; Kreiss, Jens-Peter
37
1998
Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations. Zbl 0930.62038
Neumann, Michael H.
23
1998
Teaching wavelets in XploRe. Zbl 0926.65147
Klinke, Sigbert; Golubev, Yuri; Härdle, Wolfgang; Neumann, Michael H.
1
1998
On the effect of estimating the error density in nonparametric deconvolution. Zbl 1003.62514
Neumann, Michael H.
80
1997
Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra. Zbl 0871.62081
Neumann, Michael H.; von Sachs, Rainer
49
1997
Optimal change-point estimation in inverse problems. Zbl 0902.62048
Neumann, Michael H.
16
1997
Curve estimation when the design density is low. Zbl 0874.62037
Hall, Peter; Marron, J. S.; Neumann, M. H.; Titterington, D. M.
7
1997
Pointwise confidence intervals in nonparametric regression with heteroscedastic error structure. Zbl 0869.62034
Neumann, Michael H.
5
1997
Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian time series. Zbl 0873.62099
Neumann, Michael H.
24
1996
Automatic bandwidth choice and confidence intervals in nonparametric regression. Zbl 0856.62042
Neumann, Michael H.
16
1995
Wavelet thresholding: Beyond the Gaussian i.i.d. situation. Zbl 0831.62071
Neumann, Michael H.; von Sachs, Rainer
14
1995
On the efficiency of wavelet estimators under arbitrary error distributions. Zbl 0845.62034
Neumann, M. H.; Spokoiny, V. G.
12
1995
Fully data-driven nonparametric variance estimators. Zbl 0811.62047
Neumann, Michael H.
17
1994
Second order asymptotic risks of smoothed linear estimators in nonparametric regression models. Zbl 0809.62035
Neumann, Michael H.
1
1992
all top 5

Cited by 976 Authors

29 Neumann, Michael H.
20 Comte, Fabienne
20 Doukhan, Paul
18 Bouzebda, Salim
18 Zhu, Fukang
15 Fokianos, Konstantinos
12 Lee, Sangyeol
12 von Sachs, Rainer
11 Reiß, Markus
10 Dette, Holger
10 Kreiß, Jens-Peter
10 Meister, Alexander
10 Paparoditis, Efstathios
9 Duval, Céline
9 Leucht, Anne
9 Trabs, Mathias
8 Belomestny, Denis
8 Dahlhaus, Rainer
8 Delaigle, Aurore
8 Hall, Peter Gavin
8 Herwartz, Helmut
8 Hwang, Eunju
8 Kappus, Johanna
8 Mariucci, Ester
8 Morettin, Pedro Alberto
8 Nason, Guy P.
7 Fryzlewicz, Piotr
7 Genon-Catalot, Valentine
7 Li, Qi
7 Politis, Dimitris Nicolas
7 Shin, Dongwan
7 Tatachak, Abdelkader
7 Tjøstheim, Dag B.
7 Wendler, Martin
6 Chesneau, Christophe
6 Hafouta, Yeor
6 Kato, Kengo
6 Mabon, Gwennaëlle
6 Meintanis, Simos G.
6 Preuß, Philip
6 Van Bellegem, Sébastien
6 Vetter, Mathias
6 Weiß, Christian H.
5 Arab, Idir
5 Bissantz, Nicolai
5 Dahmani, Abdelnasser
5 Didi, Sultana
5 Goldenshluger, Alexander
5 Härdle, Wolfgang Karl
5 Holzmann, Hajo
5 Jentsch, Carsten
5 Johannes, Jan
5 Kurisu, Daisuke
5 Mammen, Enno
5 Phuong, Cao Xuan
5 Polonik, Wolfgang
5 Proksch, Katharina
5 Roueff, François
4 Butucea, Cristina
4 Chiann, Chang
4 Claeskens, Gerda
4 Cui, Yan
4 Francq, Christian
4 Franke, Jürgen
4 González-Manteiga, Wenceslao
4 Hoffmann, Marc
4 Hušková, Marie
4 Kang, Jiwon
4 Kirch, Claudia
4 Knight, Marina I.
4 Kroll, Martin H.
4 Lacour, Claire
4 Laksaci, Ali
4 Li, Linyuan
4 Picard, Dominique B.
4 Sharipov, Olimjon Shukurovich
4 Söhl, Jakob
4 Stadtmüller, Ulrich
4 Su, Liangjun
4 Todorov, Viktor
4 Truquet, Lionel
4 Wu, Wei Biao
3 Aknouche, Abdelhakim
3 Autin, Florent
3 Bachoc, François
3 Bücher, Axel
3 Chaouch, Mohamed Ali
3 Christou, Vasiliki
3 Davis, Richard A.
3 Douc, Randal
3 Duchesne, Pierre
3 Fan, Xiequan
3 Freyermuth, Jean-Marc
3 Ghosal, Subhashis
3 Gugushvili, Shota
3 Han, Qiyang
3 Juditsky, Anatoli B.
3 Killick, Rebecca
3 Kohler, Michael
3 Lang, Gabriel
...and 876 more Authors
all top 5

Cited in 132 Serials

67 The Annals of Statistics
43 Electronic Journal of Statistics
37 Journal of Time Series Analysis
36 Journal of Econometrics
33 Journal of Multivariate Analysis
31 Bernoulli
30 Journal of Nonparametric Statistics
27 Journal of Statistical Planning and Inference
24 Statistics & Probability Letters
23 Communications in Statistics. Theory and Methods
21 Scandinavian Journal of Statistics
21 Annals of the Institute of Statistical Mathematics
21 Stochastic Processes and their Applications
20 Computational Statistics and Data Analysis
17 Test
16 Econometric Theory
14 Journal of the American Statistical Association
14 Journal of the Korean Statistical Society
12 Statistics
11 Mathematical Methods of Statistics
11 Statistical Papers
10 Statistical Inference for Stochastic Processes
8 Metrika
8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Probability Theory and Related Fields
7 Applied and Computational Harmonic Analysis
7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
6 Statistica Neerlandica
6 Computational Statistics
6 Journal of Statistical Computation and Simulation
6 Statistica Sinica
6 AStA. Advances in Statistical Analysis
5 Journal of the Royal Statistical Society. Series B. Statistical Methodology
5 Journal of Applied Statistics
5 International Journal of Wavelets, Multiresolution and Information Processing
4 The Canadian Journal of Statistics
4 Statistical Science
4 Econometric Reviews
4 Communications in Statistics. Simulation and Computation
4 Journal of Forecasting
4 Science China. Mathematics
3 Economics Letters
3 Revista Matemática Complutense
3 Quantitative Finance
3 Statistical Methods and Applications
3 The Annals of Applied Statistics
3 Statistics and Computing
3 Stat
2 Journal of Mathematical Analysis and Applications
2 Physica A
2 Econometrica
2 International Statistical Review
2 Journal of Applied Probability
2 Metron
2 Stochastic Analysis and Applications
2 Sequential Analysis
2 Journal of Theoretical Probability
2 The Annals of Applied Probability
2 Finance and Stochastics
2 Vietnam Journal of Mathematics
2 Extremes
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Journal of Statistical Theory and Practice
2 Statistics Surveys
2 Journal of Probability and Statistics
2 Sankhyā. Series B
2 Dependence Modeling
2 Modern Stochastics. Theory and Applications
2 Graduate Journal of Mathematics
1 Inverse Problems
1 Journal of Statistical Physics
1 Lithuanian Mathematical Journal
1 Nonlinearity
1 Rocky Mountain Journal of Mathematics
1 Applied Mathematics and Computation
1 Automatica
1 Bulletin of the London Mathematical Society
1 Information Sciences
1 International Economic Review
1 Journal of Computational and Applied Mathematics
1 Journal of Functional Analysis
1 Journal of the Korean Mathematical Society
1 Ergodic Theory and Dynamical Systems
1 Insurance Mathematics & Economics
1 Circuits, Systems, and Signal Processing
1 Acta Applicandae Mathematicae
1 Mathematical and Computer Modelling
1 MCSS. Mathematics of Control, Signals, and Systems
1 Science in China. Series A
1 Japan Journal of Industrial and Applied Mathematics
1 Applied Mathematical Modelling
1 Computational Economics
1 Applied Mathematics. Series B (English Edition)
1 Open Economies Review
1 Theory of Probability and Mathematical Statistics
1 Fractals
1 Journal of Computational Neuroscience
1 Electronic Journal of Probability
1 The Journal of Fourier Analysis and Applications
1 Doklady Mathematics
...and 32 more Serials

Citations by Year