Adaptive quantile computation for Brownian bridge in change-point analysis von Franke, Jürgen, Hefter, Mario, Herzwurm, André, Ritter, Klaus, Schwaar, Stefanie

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On a Mixture Model for Directional Data on the Sphere von Franke, Jürgen, Redenbach, Claudia, Zhang, Na

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Shrinkage Estimation for Multivariate Hidden Markov Models von Fiecas, Mark, Franke, Jürgen, von Sachs, Rainer, Tadjuidje Kamgaing, Joseph

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Statistical Machine Learning for Engineering with Applications von Franke, Jürgen, Schöbel, Anita

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Nonparametric estimates for conditional quantiles of time series von Franke, Jürgen, Mwita, Peter, Wang, Weining

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Synaptic reliability and temporal precision are achieved via high quantal content and effective replenishment: auditory brainstem versus hippocampus von Krächan, Elisa G, Fischer, Alexander U, Franke, Jürgen, Friauf, Eckhard

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Statistics of Financial Markets: An Introduction von Franke, Jürgen

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Digging Deep into the Data Mine with DataMiningGrid von Stankovski, V., Swain, M., Kravtsov, V., Niessen, T., Wegener, D., Rohm, M., Trnkoczy, J., May, M., Franke, J., Schuster, A., Dubitzky, W.

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Statistics of Financial Markets: An Introduction von Franke, Jürgen

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Measuring Risk in Complex Stochastic Systems von Franke, J, Härdle, Wolfgang, Stahl, Gerhard

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Biodistribution and efficacy of [131I]A33scFv::CDy, a recombinant antibody-enzyme protein for colon cancer von PANJIDEH, Hossein, DA SILVA COELHO, Vania Casimiro, DERNEDDE, Jens, BACHRAN, Christopher, FORSTER, Gregor J, FRANKE, Jürgen, FASOLD, Patricia, FUCHS, Hendrik, THIEL, Eckhard, DECKERT, P. Markus

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Einfuhrung in Die Statistik Der Finanzmarkte von Franke, Jurgen, Hafner, C

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Bootstrapping nonparametric estimators of the volatility function von Franke, Jürgen, Neumann, Michael H., Stockis, Jean-Pierre

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Statistics of Financial Markets: An Introduction von Franke, Jürgen, Hafner, Christian Matthias

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Statistics of Financial Markets: An Introduction von Franke, Jürgen, Härdle, Wolfgang Karl, Hafner, Christian Matthias

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Capacitance effect of porous solids: An approach to improve fluidized bed conversion processes of high-volatile fuels von Shimizu, Tadaaki, Franke, Hans-Jürgen, Hori, Satoko, Asazuma, Jun, Iwamoto, Masahiro, Shimoda, Toshio, Ueno, Syunji

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Statistics of Financial Markets: An Introduction von Franke, Jürgen, Härdle, Wolfgang Karl, Hafner, Christian Matthias

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Statistics of Financial Markets: An Introduction von Franke, Jürgen

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Bootstrap of Kernel Smoothing in Quantile Autoregression Process von Mwita, Peter N, Franke, Jurgen

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Einfuhrung in die Statistik der Finanzmarkte von Franke, Jurgen, Hardle, Wolfgang Karl, Hafner, Christian Matthias

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