Publications since 2000
Publications 2017
Publications 2016
- Klesov, Oleg; Stadtmüller, Ulrich
Existence of moments of a counting process and convergence in multidimensional time.
Adv. in Appl. Probab. 48 (2016), no. A, 181–201. - Kiesel, Rüdiger; Mroz, Magda; Stadtmüller, Ulrich
Time-varying copula models for financial time series.
Adv. in Appl. Probab. 48 (2016), no. A, 159–180.
Publications 2015
- Harder M., Stadtmüller U.
Testing exchangeability of copulas in arbitrary dimension
Journal of Nonparametric Statistics 29 (2017), no. 1, 40–60. - Stadtmüller, Ulrich; Zampiceni, Marta
An introduction to functional data analysis. Stochastic geometry, spatial statistics and random fields
257–292, Lecture Notes in Math., 2120, Springer, Cham, 2015.
Publications 2014
Publications 2013
- Harder M., Stadtmüller U.
Maximal non-exchangeability in dimension d
Journal of Multivariate Analysis, vol. 124, 2014, 31-41 (Preprint at arxiv.org) - Móricz, Ferenc; Stadtmüller, Ulrich
Characterization of the convergence of weighted averages in a more general setting.
Studia Sci. Math. Hungar. 50 (2013), no. 1, 51–66. - Liflyand, E.; Stadtmüller, U.
On a Hardy-Littlewood theorem.
Bull. Inst. Math. Acad. Sin. (N.S.) 8 (2013), no. 4, 481–489. (Preprint at arxiv.org) - Liflyand, E.; Stadtmüller, U.
A multidimensional Euler-Maclaurin formula and an application.
Complex analysis and dynamical systems V, 183–194, Contemp. Math., 591, Israel Math. Conf. Proc., Amer. Math. Soc., Providence, RI, 2013. - Hmood, Munaf Y.; Stadtmüller, Ulrich
A new version of local linear estimators.
Chil. J. Stat. 4 (2013), no. 2, 61–74. - Móricz, Ferenc; Stadtmüller, Ulrich
Characterization of the convergence of weighted averages of double sequences of numbers and functions in two variables.
Publ. Math. Debrecen 83 (2013), no. 3, 465–480. - Stadtmüller, Ulrich
Strong limit theorems for increments of random fields.
Stochastic geometry, spatial statistics and random fields, 385–398, Lecture Notes in Math., 2068, Springer, Heidelberg, 2013. - Klesov, O. I.; Stadtmüller, U.
Existence of moments in the Hsu-Robbins-Erdős theorem.
Ann. Univ. Sci. Budapest. Sect. Comput. 39 (2013), 271–278. - Gut, Allan; Stadtmüller, Ulrich
Records in subsets of a random field.
Statist. Probab. Lett. 83 (2013), no. 3, 689–699.
Publications 2012
- Hering C., Stadtmüller U.
Estimating Archimedean Copulas in High Dimensions.
Scandinavian Journal of Statistics, vol. 39:3, 2012, 461-479 - Gut A., Stadtmüller U.
On the Hsu-Robbins-Erdős-Spitzer-Baum-Katz theorem for random fields
JMAA, vol. 387, 2012, 447-463 - Hering, C., Mai, J.-F.
Moment-based estimation of extendible Marshall-Olkin copulas
Metrika, vol. 75:5, 2012, 601-620.
Publications 2011
- Hofert, M.
Efficiently sampling Archimedean copulas
Computational Statistics and Data Analysis, vol. 55:1, 2011 - Gut A., Stadtmüller U.
An intermediate Baum-Katz theorem
Statist. Prob. Letter, vol. 81, 2011, 1486-1492 - Müller H.-G., Sen R., Stadtmüller U.
Functional Data Analysis for Volatility
J. Econometrics, vol. 165, 2011, 233-245 - Müller H.-G., Yang W., Stadtmüller U.
Functional singular components and their application
JRSSB, vol. 73, 2011, 303-324 - Stadtmüller U., Van Thanh L.
On the strong limit theorems for double arrrays of blockwise M-dependent random variables
Acta Mathematica Sinica, vol. 27, 2011 1923-1934 - Gut A., Stadtmüller U.
On the LSL for random fields
J. Theoret. Prob., vol. 24, 2011, 422-449 - Liflyand E., Stadtmüller U., Trigub R.
An interplay of multidimensional variations in Fourier Analysis
J. Fourier Analysis a. Appl., vol. 17, 2011, 226-239
Publications 2010
- Gegler, A., Stadtmüller, U.
Estimation of the characteristics of a Lévy process.
Journal of Statistical Planning and Inference, vol. 140, 2010, 1481–1496 - Hering, C., Hofert, M., Mai, J-F., Scherer, M.
Constructing hierarchical Archimedean copulas with Lévy subordinators
Journal of Multivariate Analysis, vol. 101:6, 2010, 1428-143 - Durante, F., Hofert, M., Scherer, M.
Multivariate hierarchical copulas with shocks
Publications 2009
- Hering, C., Hofert, M.
Goodness-of-fit tests for Archimedean copulas in large dimensions.
Submitted for publication - Stadtmüller, U., Tali, A.
A family of generalized Nörlund methods and related power series methods applied to double sequences
Mathematische Nachrichten, vol. 282:2, 2009 - Stadtmüller, U., Thalmaier, M.
Strong laws for delayed sums of random fields
Acta Sci. Math. (Szeged) 75:3-4, 2009, 723-73 - Meister, A., Stadtmüller, U., Wagner, C.
Consistent and rate-optimal density estimation from heteroscedastic data groups
Journal of Statistical Planning and Inference, vol. 139:6, 2009, 1893-190
Publications 2008
- Gut, A., Stadtmüller, U.
Laws of single logarithm for delayed sums of random fields
Bernoulli, vol. 14:1, 2008, 249-276 - Gut, A., Stadtmüller, U.
Laws of single logarithm for delayed sums of random fields II
Journal of Mathematical Analysis and Applications, vol. 346:2, 2008, 403-414 - Hofert, M.
Sampling Archimedean copulas
Computational Statistics and Data Analysis, vol. 52:12, 2008 - Hofert, M., Scherer, M.
CDO pricing with nested Archimedean copulas
Quantitative Finance, in press. - Stadtmüller, U., Wagner, C.
Asymptotics for TAYLEX and SIMEX Estimators in Deconvolution of Densities
Journal of Nonparametric Statistics, vol. 20:6, 2008, 507-522
Publications 2007
- H. Maier, D. Haase, W.P. Schleich and M. Stefanak
Factorization with Gauss sums: scaling properties of ghost factors,
New Journal of Physics 9 Nr. 370, 2007 - Móricz, F., Stadtmüller, U., Thalmaier, M.
Strong laws for blockwise M-dependent random fields
To appear in J. Theor. Probab. - Pawlak, M., Stadtmüller, U.
Signal sampling and recovery under dependent errors
IEEE Transaction on Information Theory 53, 2526-2541
Publications 2006
- Haase, D., Maier, H.
Quantum algorithms for number fields
Fortschritte der Physik, 54, 8-10, 866-881 - Maier, H.
Exponential Sums with Multiplicative Coefficients over smooth Integers
Functiones et Approximatio XXXV, 209-218 - Maier, H.
The distribution of the L2-norm of cyclotomic polynomials on the unit circle
ELAZ04-Tagungsband, 164-179 - Müller, H.G., Stadtmüller, U.
Functional data analysis for variance processes
JASA 102, 1007-1018 - Schmidt, R., Stadtmüller, U.
Nonparametric estimation of tail dependence
Scand. J. Statistics 33, 307-335
Publications 2005
- Maier, H., Sankaranarayanan, A.
On a certain Exponential Sum
Intern. J. of Number Theory 1-2, 183-192 - Maier, H., Sankaranarayanan, A.
On an Exponential Sum involving the MŽbius Function
Hardy Ramanujan Journal 28, 10-29 - Müller, H.G., Stadtmüller, U.
Generalized functional linear models
Ann. Statistics 33, 774-806
Publications 2004
- Konyagin, S., Maier, H., Wirsing, E.
Cyclotomic polynomials with many primes dividing their orders
Periodica Math. Hungarica, 49, 2, 99-106 - Lanzinger, H., Stadtmüller, U.
Refined Baum-Katz-laws for weighted sums of iid random variables
Stat. & Probab. Letters 69, 357-368 - Móricz, F., Stadtmüller, U.
Summability of double sequences by weighted mean methods and Tauberian conditions for convergence in Pringsheim’s sense
Int. J. Math.Math. Sciences 65, 3499-3511 - Stadtmüller, U., Tali, A.
Strong summability in certain families of summability methods
Acta Sci. Math. (Szeged) 70, 639-657
Publications 2003
- Fahrner, I., Stadtmüller, U.
Strong approximation of maxima by extremal processes
Ann. Prob., 31, 926-947 - Lanzinger, H., Stadtmüller, U.
Baum-Katz-laws for certain weighted sums
Bernoulli, 9, 985-1002 - Stadtmüller, U., Tali, A.
Comparison of certain summability methods
Analysis Mathematica, 29, 227-242
Publications 2002
- Lanzinger, H., Stadtmüller, U.
Tauberian theorems and distributional limit theorems for upper order statistics
Publ. l’Inst. Math. (Belgrade), 71 (85), 41-53 - Maier, H.
Small Gaps in Sequences of Shiftet Prime Numbers
Bolyai Society Mathematical Studies 11 Paul ErdŽs and his Mathematics, 455-463 - Stadtmüller, U.
One-sided Tauberian theorems and double sequences
Period. Math. Hung. 45, 135-136 - Stadtmüller, U.
Almost sure versions of distributional limit theorems for certain order statistics
Statist. & Probab. Letters 58, 413-426
Publications 2001
- Borwein, D., Kratz, W., Stadtmüller, U.
One-sided Tauberian theorems for Dirichlet series methods of summability
Rocky Mountain J. Math. 31, 797-830 - Móricz, F., Stadtmüller, U.
Necessary and sufficient conditions under which convergence follows from weighted mean summability
Int. J. Math. Math. Sciences, 27, 399-406 - Pawlak, M., Stadtmüller, U.
Statistical aspects of sampling for noisy and grouped data
Modern Sampling Theory, Editors: J.J. Benedetto, P.J.S.G. Ferreira, Birkhaeuser, 317-
342
Publications 2000
- Baron, S., Liflyand, E., Stadtmüller, U.
Complementary spaces and multipliers for double Fourier series for functions of bounded variation
J. Math. Analysis Appl. 250, 706-721 - Dubowik, C., Stadtmüller, U.
Detecting Changepoints in nonparametric regression
Asymptotics in Statistics and Probability, Editor M.L. Puri, 171-184 - Kiesel, R., Stadtmüller, U.
A large deviation principle for weighted means of iid random variables
J. Math. Analyis Appl., 251, 929-939 - Lanzinger, H.
A law of the single logarithm for moving averages of random variables under exponential moment conditions
Stud. Sci. Math. Hung., 36, 2000, 65-91 - Lanzinger, H., Stadtmüller, U.
Strong laws for i.i.d. random variables with thin tails
Bernoulli, 6, 45-61 - Lanzinger, H., Stadtmüller, U.
Maxima of increments of partial sums for certain subexponential distributions
Stoch. Proc. Appl., 86, 307-322 - Lanzinger, H., Stadtmüller, U.
Weighted sums for i.i.d. random variables with relatively thin tails
Bernoulli, 6, 45-61