Contributions to a general asymptotic statistical theory J Pfanzagl, W Wefelmeyer Statistics & Risk Modeling 3 (3-4), 379-388, 1985 | 395 | 1985 |
A third-order optimum property of the maximum likelihood estimator J Pfanzagl, W Wefelmeyer Journal of Multivariate Analysis 8 (1), 1-29, 1978 | 127 | 1978 |
Statistical analysis of stochastic resonance in a simple setting PE Greenwood, LM Ward, W Wefelmeyer Physical Review E 60 (4), 4687, 1999 | 75 | 1999 |
Estimating the error variance in nonparametric regression by a covariate-matched U-statistic UU Müller, A Schick, W Wefelmeyer Statistics: A Journal of Theoretical and Applied Statistics 37 (3), 179-188, 2003 | 73 | 2003 |
Asymptotically optimal estimation in misspecified time series models R Dahlhaus, W Wefelmeyer The Annals of Statistics 24 (3), 952-974, 1996 | 68 | 1996 |
Root n consistent density estimators for sums of independent random variables A Schick*, W Wefelmeyer Journal of Nonparametric Statistics 16 (6), 925-935, 2004 | 63 | 2004 |
Quasi-likelihood models and optimal inference W Wefelmeyer The Annals of Statistics 24 (1), 405-422, 1996 | 62 | 1996 |
Efficiency of estimators for partially specified filtered models PE Greenwood, W Wefelmeyer Stochastic processes and their applications 36 (2), 353-370, 1990 | 54 | 1990 |
Estimating linear functionals of the error distribution in nonparametric regression UU Müller, A Schick, W Wefelmeyer Journal of Statistical Planning and Inference 119 (1), 75-93, 2004 | 51 | 2004 |
Efficiency of empirical estimators for Markov chains PE Greenwood, W Wefelmeyer The Annals of Statistics, 132-143, 1995 | 51 | 1995 |
Estimating the error distribution function in semiparametric regression UU Müller, A Schick, W Wefelmeyer Oldenbourg Wissenschaftsverlag 25 (1), 1-18, 2007 | 48* | 2007 |
Root-n consistent density estimators of convolutions in weighted L1-norms A Schick, W Wefelmeyer Journal of Statistical Planning and Inference 137 (6), 1765-1774, 2007 | 45 | 2007 |
Weighted residual-based density estimators for nonlinear autoregressive models UU Müller, A Schick, W Wefelmeyer Statistica Sinica, 177-195, 2005 | 45 | 2005 |
Root n consistent and optimal density estimators for moving average processes A Schick, W Wefelmeyer Scandinavian Journal of Statistics 31 (1), 63-78, 2004 | 42 | 2004 |
Empirical estimators for semi-Markov processes PE Greenwood, W Wefelmeyer Mathematical Methods of Statistics 5 (3), 299-315, 1996 | 36 | 1996 |
Uniformly root-n consistent density estimators for weakly dependent invertible linear processes A Schick, W Wefelmeyer | 34 | 2007 |
Estimating the innovation distribution in nonlinear autoregressive models A Schick, W Wefelmeyer Annals of the Institute of Statistical Mathematics 54, 245-260, 2002 | 31 | 2002 |
A note on strong unimodality and dispersivity W Droste, W Wefelmeyer Journal of applied probability 22 (1), 235-239, 1985 | 29 | 1985 |
An asymptotically complete class of tests J Pfanzagl, W Wefelmeyer Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 45, 49-72, 1978 | 29 | 1978 |
Functional convergence and optimality of plug-in estimators for stationary densities of moving average processes A Schick, W Wefelmeyer Bernoulli 10 (5), 889-917, 2004 | 28 | 2004 |