Juliane Willert
Personal Details
First Name: Juliane
Middle Name:
Last Name: Willert
Suffix:
RePEc Short-ID: pwi201
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Homepage:
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Affiliation
(in no particular order)Institut für Statistik (Institute of Statistics)
Homepage: http://www.statistik.uni-hannover.de/
Location: Hannover, GermanyWirtschaftswissenschaftliche Fakultät (School of Economics and Management)
Location: Hannover, Germany
Leibniz Universität Hannover (University of Hannover)
Homepage: http://www.wiwi.uni-hannover.de/
Email:
Phone: (0511) 762-5350
Fax: (0511) 762-5665
Postal: Koenigsworther Platz 1, D-30167 Hannover
Handle: RePEc:edi:fwhande (more details at EDIRC)
Works
Working papers
- Sibbertsen, Philipp & Willert, Juliane, 2012. "Estimating the number of mean shifts under long memory," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-496, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Heinen, Florian & Willert, Juliane, 2011. "Monitoring a change in persistence of a long range dependent time series," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-479, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Sibbertsen, Philipp & Willert, Juliane, 2009.
"Testing for a break in persistence under long-range dependencies and mean shifts,"
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover
dp-422, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Philipp Sibbertsen & Juliane Willert, 2012. "Testing for a break in persistence under long-range dependencies and mean shifts," Statistical Papers, Springer, vol. 53(2), pages 357-370, May.
- Willert, Juliane, 2009.
"Mean Shift detection under long-range dependencies with ART,"
MPRA Paper
17874, University Library of Munich, Germany.
- Willert, Juliane, 2010. "Mean Shift detection under long-range dependencies with ART," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-437, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
NEP Fields
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):- NEP-ECM: Econometrics (4) 2009-07-17 2009-10-24 2010-02-13 2011-10-01. Author is listed
- NEP-ETS: Econometric Time Series (5) 2009-07-17 2009-10-24 2010-02-13 2011-10-01 2012-03-28. Author is listed
Statistics
Most cited item
- Sibbertsen, Philipp & Willert, Juliane, 2009. "Testing for a break in persistence under long-range dependencies and mean shifts," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-422, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
Most downloaded item (past 12 months)
- Sibbertsen, Philipp & Willert, Juliane, 2012. "Estimating the number of mean shifts under long memory," Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover dp-496, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
Access and download statistics for all items
Co-authorship network on CollEc
Corrections
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