Franke, Jürgen; Kirch, Claudia; Tadjuidje Kamgaing, Joseph Changepoints in times series of counts. (English) Zbl 1281.62181 J. Time Ser. Anal. 33, No. 5, 757-770 (2012). MSC: 62M07 62M10 62P10 62F10 62F05 PDFBibTeX XMLCite \textit{J. Franke} et al., J. Time Ser. Anal. 33, No. 5, 757--770 (2012; Zbl 1281.62181) Full Text: DOI
Stockis, Jean-Pierre; Franke, Jürgen; Kamgaing, Joseph Tadjuidje On geometric ergodicity of CHARME models. (English) Zbl 1223.62151 J. Time Ser. Anal. 31, No. 3, 141-152 (2010). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M10 62G08 62M45 62G20 62H12 PDFBibTeX XMLCite \textit{J.-P. Stockis} et al., J. Time Ser. Anal. 31, No. 3, 141--152 (2010; Zbl 1223.62151) Full Text: DOI
Franke, Jürgen; Kreiss, J.-P.; Mammen, E.; Neumann, M. H. Properties of the nonparametric autoregressive bootstrap. (English) Zbl 1062.62173 J. Time Ser. Anal. 23, No. 5, 555-585 (2002). Reviewer: A. D. Borisenko (Kyïv) MSC: 62M10 62G09 62G20 62F40 PDFBibTeX XMLCite \textit{J. Franke} et al., J. Time Ser. Anal. 23, No. 5, 555--585 (2002; Zbl 1062.62173) Full Text: DOI Link
Kreiss, Jens-Peter; Franke, Jürgen Bootstrapping stationary autoregressive moving-average models. (English) Zbl 0787.62092 J. Time Ser. Anal. 13, No. 4, 297-317 (1992). Reviewer: G.Wittwer (Dresden) MSC: 62M10 62E20 62E15 PDFBibTeX XMLCite \textit{J.-P. Kreiss} and \textit{J. Franke}, J. Time Ser. Anal. 13, No. 4, 297--317 (1992; Zbl 0787.62092) Full Text: DOI
Franke, Jürgen On the robust prediction and interpolation of time series in the presence of correlated noise. (English) Zbl 0576.62090 J. Time Ser. Anal. 5, 227-244 (1984). Reviewer: M.P.Mokljacuk MSC: 62M20 60G35 93E11 62F35 93E10 PDFBibTeX XMLCite \textit{J. Franke}, J. Time Ser. Anal. 5, 227--244 (1984; Zbl 0576.62090) Full Text: DOI