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Dominik Wied

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This is information that was supplied by Dominik Wied in registering through RePEc. If you are Dominik Wied , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Dominik
Middle Name:
Last Name: Wied
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RePEc Short-ID: pwi327

Email: [This author has chosen not to make the email address public]
Homepage: http://www.statistik.tu-dortmund.de/wied-eng.html
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Affiliation

Works

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Working papers

  1. Rothe, Christoph & Wied, Dominik, 2012. "Misspecification Testing in a Class of Conditional Distributional Models," IZA Discussion Papers 6364, Institute for the Study of Labor (IZA).

Articles

  1. Wied, Dominik & Dehling, Herold & van Kampen, Maarten & Vogel, Daniel, 2014. "A fluctuation test for constant Spearman’s rho with nuisance-free limit distribution," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 723-736.
  2. Matthias Borowski & Nikolaus Rudak & Birger Hussong & Dominik Wied & Sonja Kuhnt & Wolfgang Tillmann, 2014. "On- and offline detection of structural breaks in thermal spraying processes," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(5), pages 1073-1090, May.
  3. Galeano, Pedro & Wied, Dominik, 2014. "Multiple break detection in the correlation structure of random variables," Computational Statistics & Data Analysis, Elsevier, vol. 76(C), pages 262-282.
  4. Dominik Wied & Daniel Ziggel & Tobias Berens, 2013. "On the application of new tests for structural changes on global minimum-variance portfolios," Statistical Papers, Springer, vol. 54(4), pages 955-975, November.
  5. Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2013. "Über die Anwendbarkeit eines neuen Fluktuationstests für Korrelationen auf Finanzzeitreihen," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 6(3), pages 87-103, March.
  6. Dominik Wied, 2013. "CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(2), pages 221-229, 03.
  7. Matthias Arnold & Sebastian Stahlberg & Dominik Wied, 2013. "Modeling different kinds of spatial dependence in stock returns," Empirical Economics, Springer, vol. 44(2), pages 761-774, April.
  8. Christoph Rothe & Dominik Wied, 2013. "Misspecification Testing in a Class of Conditional Distributional Models," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(501), pages 314-324, March.
  9. Dominik Wied & Rafael Weißbach, 2012. "Consistency of the kernel density estimator: a survey," Statistical Papers, Springer, vol. 53(1), pages 1-21, February.
  10. Wied, Dominik & Krämer, Walter & Dehling, Herold, 2012. "Testing For A Change In Correlation At An Unknown Point In Time Using An Extended Functional Delta Method," Econometric Theory, Cambridge University Press, vol. 28(03), pages 570-589, June.
  11. Dominik Wied & Matthias Arnold & Nicolai Bissantz & Daniel Ziggel, 2012. "A new fluctuation test for constant variances with applications to finance," Metrika, Springer, vol. 75(8), pages 1111-1127, November.
  12. Dominik Wied, 2011. "Peter W. Jones and Peter Smith, Stochastic Processes: An Introduction," Statistical Papers, Springer, vol. 52(3), pages 735-736, August.
  13. Arnold, Matthias & Wied, Dominik, 2010. "Improved GMM estimation of the spatial autoregressive error model," Economics Letters, Elsevier, vol. 108(1), pages 65-68, July.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2012-03-08. Author is listed

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