Michael Vogt
Biographic Data
| ID | 6415155 |
|---|---|
| NAME | Michael Vogt |
| GIVEN NAMES | Michael |
| FAMILY NAME | Vogt |
| SIGNATURE | VOGT M |
| AFFILIATIONS | Universität Ulm |
| ORCID | 0000-0003-2074-1933 |
| VERIFIED | Yes |
| TOTAL WORKS | 6 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 6 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 1989 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 0 |
Multiscale Comparison of Nonparametric Trend Curves
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in examining the trending behaviour of multiple time series. Among other things, they would like to know which time series have different trends and in which time intervals the differences occur. We design a multiscale test to formally approach these questions. Specifically, we develop a test which allows to make …
Locally Stationary Multiplicative Volatility Modeling
In this article, we study a semiparametric multiplicative volatility model, which splits up into a nonparametric part and a parametric GARCH component. The nonparametric part is modeled as a product of a deterministic time trend component and of further components that depend on stochastic regressors. We propose a two-step procedure to estimate the model. To estimate the nonparametric components, we transform the model and apply a backfitting pro…
Taphonomy and paleoecological context of the Upper Laetolil Beds (Localities 8 and 9), Laetoli in northern Tanzania
Vormarz und Klassik
Ehrlich, Lothar, Hartmut Steinecke, and Michael Vogt, eds. Vormarz and Klassik. Vormarz-Studien 1. Bielefeld: Aisthesis, 1999. 300 pp. DM 48.00. The first in a new series dedicated to a reevaluation of the volatile Vormarz period, this volume contains seventeen essays resulting from papers delivered at a 1996 symposium sponsored by the Forum Vormarz Forschung and the Stiftung Weimarer Klassik. The editors identify four conference sections, Ende d…
Grabbe und die Dramatiker seiner Zeit
Christian Dietrich Grabbe(1801-1836)
No prominent works on this page.
Christian Dietrich Grabbe(1801-1836)
Grabbe und die Dramatiker seiner Zeit
Vormarz und Klassik
Ehrlich, Lothar, Hartmut Steinecke, and Michael Vogt, eds. Vormarz and Klassik. Vormarz-Studien 1. Bielefeld: Aisthesis, 1999. 300 pp. DM 48.00. The first in a new series dedicated to a reevaluation of the volatile Vormarz period, this volume contains seventeen essays resulting from papers delivered at a 1996 symposium sponsored by the Forum Vormarz Forschung and the Stiftung Weimarer Klassik. The editors identify four conference sections, Ende d…
Taphonomy and paleoecological context of the Upper Laetolil Beds (Localities 8 and 9), Laetoli in northern Tanzania
Locally Stationary Multiplicative Volatility Modeling
In this article, we study a semiparametric multiplicative volatility model, which splits up into a nonparametric part and a parametric GARCH component. The nonparametric part is modeled as a product of a deterministic time trend component and of further components that depend on stochastic regressors. We propose a two-step procedure to estimate the model. To estimate the nonparametric components, we transform the model and apply a backfitting pro…
Multiscale Comparison of Nonparametric Trend Curves
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in examining the trending behaviour of multiple time series. Among other things, they would like to know which time series have different trends and in which time intervals the differences occur. We design a multiscale test to formally approach these questions. Specifically, we develop a test which allows to make …
Art (3 works) · German Literature and Culture Studies (3 works) · Philosophy (3 works) · Econometrics (2 works) · Mathematics (2 works) · Nonparametric statistics (2 works) · Statistics (2 works) · Applied Mathematics (1 work) · Asymptotic distribution (1 work) · Autoregressive conditional heteroskedasticity (1 work)