1. Block length selection in the bootstrap for time series

Künsch, Hansruedi and Bühlmann, Peter Lukas (1994)

Reports

2. Generalized cross-covariances and their estimation

Künsch, Hansruedi, Papritz, Andreas Jürg and Bassi, F. (1996)

Reports

3. Matched-block bootstrap for dependent data

Carlstein, Edward, Do, Kim-Anh, Hall, Peter, Hesterberg, Tim and Künsch, Hansruedi (1995)

Reports

4. Monte Carlo approximations for general state space models

Hürzeler, Markus and Künsch, Hansruedi (1995)

Reports

5. On model selection in robust linear regression

Qian, Guoqi and Künsch, Hansruedi (1996)

Reports

6. Optimal lattices for interpolation of stationary random fields

Künsch, Hansruedi, Agrell, Erik and Hamprecht, Fred A. (2003)

Reports

7. Recursive Monte Carlo filters

Künsch, Hansruedi (2003)

Reports

8. Reellwertige Zufallsfelder auf einem Gitter

Künsch, Hansruedi, Künsch, Hansruedi and Künsch, Hansruedi (1980)

Doctoral and Habilitation Theses

9. Robust methods for credibility

Künsch, Hansruedi (1990)

Reports

10. Robust priors for smoothing and image restoration

Künsch, Hansruedi (1991)

Reports

11. Some notes on Rissanen's stochastic complexity

Qian, Guoqi and Künsch, Hansruedi (1996)

Reports

12. The blockwise bootstrap for general parameters of a strationary time series

Künsch, Hansruedi and Bühlmann, Peter Lukas (1993)

Reports