@book{FalkMarohnMicheletal.2012,
  author    = {Falk, Michael and Marohn, Frank and Michel, Ren{\´e} and Hofmann, Daniel and Macke, Maria and Spachmann, Christoph and Englert, Stefan},
  title     = {A First Course on Time Series Analysis : Examples with SAS [Version 2012.August.01]},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-72617},
  publisher      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2012},
  abstract  = {The analysis of real data by means of statistical methods with the aid of a software package common in industry and administration usually is not an integral part of mathematics studies, but it will certainly be part of a future professional work. The present book links up elements from time series analysis with a selection of statistical procedures used in general practice including the statistical software package SAS. Consequently this book addresses students of statistics as well as students of other branches such as economics, demography and engineering, where lectures on statistics belong to their academic training. But it is also intended for the practician who, beyond the use of statistical tools, is interested in their mathematical background. Numerous problems illustrate the applicability of the presented statistical procedures, where SAS gives the solutions. The programs used are explicitly listed and explained. No previous experience is expected neither in SAS nor in a special computer system so that a short training period is guaranteed. This book is meant for a two semester course (lecture, seminar or practical training) where the first three chapters can be dealt within the first semester. They provide the principal components of the analysis of a time series in the time domain. Chapters 4, 5 and 6 deal with its analysis in the frequency domain and can be worked through in the second term. In order to understand the mathematical background some terms are useful such as convergence in distribution, stochastic convergence, maximum likelihood estimator as well as a basic knowledge of the test theory, so that work on the book can start after an introductory lecture on stochastics. Each chapter includes exercises. An exhaustive treatment is recommended. Chapter 7 (case study) deals with a practical case and demonstrates the presented methods. It is possible to use this chapter independent in a seminar or practical training course, if the concepts of time series analysis are already well understood. This book is consecutively subdivided in a statistical part and an SAS-specific part. For better clearness the SAS-specific parts are highlighted. This book is an open source project under the GNU Free Documentation License.},
  subject      = {Zeitreihenanalyse},
  language  = {en}
}
@book{FalkMarohnMicheletal.2011,
  author    = {Falk, Michael and Marohn, Frank and Michel, Ren{\´e} and Hofmann, Daniel and Macke, Maria and Tewes, Bernward and Dinges, Peter and Spachmann, Christoph and Englert, Stefan},
  title     = {A First Course on Time Series Analysis : Examples with SAS},
  organization    = {Universit{\"a}t W{\"u}rzburg / Lehrstuhl f{\"u}r Statistik},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-56489},
  publisher      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2011},
  abstract  = {The analysis of real data by means of statistical methods with the aid of a software package common in industry and administration usually is not an integral part of mathematics studies, but it will certainly be part of a future professional work. The present book links up elements from time series analysis with a selection of statistical procedures used in general practice including the statistical software package SAS. Consequently this book addresses students of statistics as well as students of other branches such as economics, demography and engineering, where lectures on statistics belong to their academic training. But it is also intended for the practician who, beyond the use of statistical tools, is interested in their mathematical background. Numerous problems illustrate the applicability of the presented statistical procedures, where SAS gives the solutions. The programs used are explicitly listed and explained. No previous experience is expected neither in SAS nor in a special computer system so that a short training period is guaranteed. This book is meant for a two semester course (lecture, seminar or practical training) where the first three chapters can be dealt within the first semester. They provide the principal components of the analysis of a time series in the time domain. Chapters 4, 5 and 6 deal with its analysis in the frequency domain and can be worked through in the second term. In order to understand the mathematical background some terms are useful such as convergence in distribution, stochastic convergence, maximum likelihood estimator as well as a basic knowledge of the test theory, so that work on the book can start after an introductory lecture on stochastics. Each chapter includes exercises. An exhaustive treatment is recommended. Chapter 7 (case study) deals with a practical case and demonstrates the presented methods. It is possible to use this chapter independent in a seminar or practical training course, if the concepts of time series analysis are already well understood. This book is consecutively subdivided in a statistical part and an SAS-specific part. For better clearness the SAS-specific parts are highlighted. This book is an open source project under the GNU Free Documentation License.},
  subject      = {Zeitreihenanalyse},
  language  = {en}
}
@article{FalkMarohn1993,
  author    = {Falk, Michael and Marohn, Frank},
  title     = {Von Mises condition revisited},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-45790},
  year      = {1993},
  abstract  = {It is shown that the rate of convergence in the von Mises conditions of extreme value theory determines the distance of the underlying distribution function F from a generalized Pareto distribution. The distance is measured in terms of the pertaining densities with the limit being ultimately attained if and only if F is ultimately a generalized Pareto distribution. Consequently, the rate of convergence of the extremes in an lid sample, whether in terms of the distribution of the largest order statistics or of corresponding empirical truncated point processes, is determined by the rate of convergence in the von Mises condition. We prove that the converse is also true.},
  language  = {en}
}
@article{FalkMarohn1993,
  author    = {Falk, Michael and Marohn, Frank},
  title     = {Asymptotically optimal tests for conditional distributions},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-45823},
  year      = {1993},
  abstract  = {No abstract available},
  language  = {en}
}
@incollection{FalkMarohn1992,
  author    = {Falk, Michael and Marohn, Frank},
  title     = {Laws of small numbers : Some applications to conditional curve estimation},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-45841},
  publisher      = {Universit{\"a}t W{\"u}rzburg},
  year      = {1992},
  abstract  = {No abstract available},
  subject      = {Gesetz der kleinen Zahlen},
  language  = {en}
}
@book{FalkMarohnMicheletal.2005,
  author    = {Falk, Michael and Marohn, Frank and Michel, Ren{\´e} and Hofmann, Daniel and Macke, Maria and Tewes, Bernward and Dinges, Peter},
  title     = {A First Course on Time Series Analysis : Examples with SAS},
  organization    = {Universit{\"a}t W{\"u}rzburg / Lehrstuhl f{\"u}r Statistik , Universit{\"a}t Eichst{\"a}tt/Rechenzentrum},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-12593},
  publisher      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2005},
  abstract  = {The analysis of real data by means of statistical methods with the aid of a software package common in industry and administration usually is not an integral part of mathematics studies, but it will certainly be part of a future professional work. The present book links up elements from time series analysis with a selection of statistical procedures used in general practice including the statistical software package SAS Statistical Analysis System). Consequently this book addresses students of statistics as well as students of other branches such as economics, demography and engineering, where lectures on statistics belong to their academic training. But it is also intended for the practician who, beyond the use of statistical tools, is interested in their mathematical background. Numerous problems illustrate the applicability of the presented statistical procedures, where SAS gives the solutions. The programs used are explicitly listed and explained. No previous experience is expected neither in SAS nor in a special computer system so that a short training period is guaranteed. This book is meant for a two semester course (lecture, seminar or practical training) where the first two chapters can be dealt with in the first semester. They provide the principal components of the analysis of a time series in the time domain. Chapters 3, 4 and 5 deal with its analysis in the frequency domain and can be worked through in the second term. In order to understand the mathematical background some terms are useful such as convergence in distribution, stochastic convergence, maximum likelihood estimator as well as a basic knowledge of the test theory, so that work on the book can start after an introductory lecture on stochastics. Each chapter includes exercises. An exhaustive treatment is recommended. This book is consecutively subdivided in a statistical part and an SAS-specific part. For better clearness the SAS-specific part, including the diagrams generated with SAS, always starts with a computer symbol, representing the beginning of a session at the computer, and ends with a printer symbol for the end of this session. This book is an open source project under the GNU Free Documentation License.},
  subject      = {Zeitreihenanalyse},
  language  = {en}
}
@book{FalkMarohnMicheletal.2006,
  author    = {Falk, Michael and Marohn, Frank and Michel, Ren{\´e} and Hofmann, Daniel and Macke, Maria and Tewes, Bernward and Dinges, Peter},
  title     = {A First Course on Time Series Analysis : Examples with SAS},
  organization    = {Universit{\"a}t W{\"u}rzburg / Lehrstuhl f{\"u}r Statistik},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-16919},
  publisher      = {Universit{\"a}t W{\"u}rzburg},
  year      = {2006},
  abstract  = {The analysis of real data by means of statistical methods with the aid of a software package common in industry and administration usually is not an integral part of mathematics studies, but it will certainly be part of a future professional work. The present book links up elements from time series analysis with a selection of statistical procedures used in general practice including the statistical software package SAS Statistical Analysis System). Consequently this book addresses students of statistics as well as students of other branches such as economics, demography and engineering, where lectures on statistics belong to their academic training. But it is also intended for the practician who, beyond the use of statistical tools, is interested in their mathematical background. Numerous problems illustrate the applicability of the presented statistical procedures, where SAS gives the solutions. The programs used are explicitly listed and explained. No previous experience is expected neither in SAS nor in a special computer system so that a short training period is guaranteed. This book is meant for a two semester course (lecture, seminar or practical training) where the first two chapters can be dealt with in the first semester. They provide the principal components of the analysis of a time series in the time domain. Chapters 3, 4 and 5 deal with its analysis in the frequency domain and can be worked through in the second term. In order to understand the mathematical background some terms are useful such as convergence in distribution, stochastic convergence, maximum likelihood estimator as well as a basic knowledge of the test theory, so that work on the book can start after an introductory lecture on stochastics. Each chapter includes exercises. An exhaustive treatment is recommended. This book is consecutively subdivided in a statistical part and an SAS-specific part. For better clearness the SAS-specific part, including the diagrams generated with SAS, always starts with a computer symbol, representing the beginning of a session at the computer, and ends with a printer symbol for the end of this session. This book is an open source project under the GNU Free Documentation License.},
  subject      = {Zeitreihenanalyse},
  language  = {en}
}
@article{FalkFuller2021,
  author    = {Falk, Michael and Fuller, Timo},
  title     = {New characterizations of multivariate Max-domain of attraction and D-Norms},
  series = {Extremes},
  volume    = {24},
  journal   = {Extremes},
  number    = {4},
  issn      = {1572-915X},
  doi       = {10.1007/s10687-021-00416-4},
  url       = {http://nbn-resolving.de/urn:nbn:de:bvb:20-opus-269071},
  pages     = {849-879},
  year      = {2021},
  abstract  = {In this paper we derive new results on multivariate extremes and D-norms. In particular we establish new characterizations of the multivariate max-domain of attraction property. The limit distribution of certain multivariate exceedances above high thresholds is derived, and the distribution of that generator of a D-norm on R\(^{d}\), whose components sum up to d, is obtained. Finally we introduce exchangeable D-norms and show that the set of exchangeable D-norms is a simplex.},
  language  = {en}
}