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Rozprawy doktorskie na temat „Stationarity”

Autor: Grafiati

Data publikacji: 4 czerwca 2021

Data aktualizacji: 25 lipca 2025

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1

Aldayel, Omar. "Evaluation of MIMO Non- Stationarity." Thesis, KTH, Signalbehandling, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-53761.

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The transmission performance of MIMO systems can be highly improved under stationary channel conditions where the channel statistics are constant. Unfortunately, mobile radio channels are not stationary all the time. Instead, they are stationary for finite time durations, so-called the stationarity regions. If these stationarity regions are relatively large, then the channel statistics can be utilized during each stationarity region to enhance the transmission performance. Therefore, it is necessary to examine the stationarity of mobile channels and characterize the stationarity regions. This

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2

André, Gustaf. "Testing a MIMO Channel for Stationarity." Thesis, KTH, Skolan för elektroteknik och datavetenskap (EECS), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-239374.

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There is an increasing demand for better communication networks, e.g. better data rates and an improved bandwidth. As a response there is a lot of research being invested towards MIMO systems as a possible solution.In this paper data from a MIMO system with a fixed transmitter (8 antennas) and a mobile receiver (4 antennas) was investigated. The goal was to estimate the duration, during which, the MIMO system could be considered stationary. This was done by first estimating a correlation matrix for every time sample and then using the Correlation Matrix Distance function to measure how similar

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3

Rao, Yao. "Essays in panel stationarity and cointegration tests." Thesis, University of Liverpool, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.437525.

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Pol, Marjon van der. "Intertemporal preferences for health : a comparison of the discounted utility model and hyperbolic models and of intertemporal preferences across health outcome." Thesis, University of Aberdeen, 2000. http://digitool.abdn.ac.uk/R?func=search-advanced-go&find_code1=WSN&request1=AAIU602020.

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It is standard practice to assume the discounted utility (DU) model on the part of the economic agents. This thesis tests the key axiom of the DU model (stationarity) in the health domain. Intertemporal preferences for health are of interest because of the debate over the appropriate treatment of future health effects in economic evaluation and of the relationship between intertemporal preferences and health-affecting behaviour. Social intertemporal preferences for fatal changes in health and private and social intertemporal preferences for non-fatal changes were elicited from members of the g

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5

Leisch, Friedrich, Adrian Trapletti, and Kurt Hornik. "On the stationarity of autoregressive neural network models." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 1998. http://epub.wu.ac.at/1612/1/document.pdf.

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We analyze the asymptotic behavior of autoregressive neural network (AR-NN) processes using techniques from Markov chains and non-linear time series analysis. It is shown that standard AR-NNs without shortcut connections are asymptotically stationary. If linear shortcut connections are allowed, only the shortcut weights determine whether the overall system is stationary, hence standard conditions for linear AR processes can be used.<br>Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"

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6

Toalá, Enríquez Rosemberg. "Stationarity of asymptotically flat non-radiating electrovacuum spacetimes." Thesis, University of Warwick, 2016. http://wrap.warwick.ac.uk/89265/.

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It is proven that a solution to the Einstein-Maxwell equations whose gravitational and electromagnetic radiation fields vanish at infinity is in fact stationary in a neighbourhood of spatial infinity. That is, if in adapted coordinates the Weyl and Faraday tensors decay suitably fast and there is an asymptotically-to-all-orders Killing vector field, then this is indeed a Killing vector field in the region outside the bifurcate horizon of a sphere of sufficiently large radius. In particular, electrovacuum time-periodic spacetimes, which are truly dynamical, do not exist. This can be interpreted

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7

Boyer, Alexandre. "Bidimensional stationarity of random models in the plane." Thesis, université Paris-Saclay, 2022. http://www.theses.fr/2022UPASM011.

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Dans le cadre de cette thèse,trois modèles ont été étudiés indépendamment. Ils ont en commun d’être des modèles aléatoires définis dans le plan et possédant une propriété de stationnarité bidimensionnelle. Le premier est le modèle de Hammersley stationnaire dans le quart de plan, introduit et étudié par Cator et Groeneboom.Nous présentons ici une preuve probabiliste des fluctuations gaussiennes dans le cas non critique. Le deuxième modèle peut être vu comme une version stationnaire du problème d’O’Connell-Yor. La preuve de sa stationnarité est obtenue en introduisant une discrétisation de ce m

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8

Collings, Jared M. "Clustering Methods for Delineating Regions of Spatial Stationarity." Diss., CLICK HERE for online access, 2007. http://contentdm.lib.byu.edu/ETD/image/etd2175.pdf.

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9

Chang, Kuo-Hwa. "Extreme queues and stationarity of heavy-traffic service systems." Diss., Georgia Institute of Technology, 1992. http://hdl.handle.net/1853/25441.

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10

Addona, Vittorio. "Stationarity in a prevalent cohort study with follow-up." Thesis, McGill University, 2005. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=100309.

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In a prevalent cohort study with follow-up, the incidence process is not directly observed since only the onset times of prevalent cases can be ascertained. Several important consequences follow if one can establish stationarity of the incidence process: (1) The useful epidemiological relationship between prevalence, incidence, and mean duration holds, (2) There is improved efficiency when estimating the underlying survivor function from a prevalent cohort study with follow-up, (3) The constancy of the incidence rate is established, and (4) The constant incidence rate can be estimated using da

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11

Alphey, Marcus J. T. "Blind source separation : the effects of signal non-stationarity." Thesis, University of Edinburgh, 2002. http://hdl.handle.net/1842/11220.

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This thesis investigates the effect of non-stationarity reduction, in the form of silence removal, on the performance of blind separation and deconvolution techniques for speech signals. An information-maximisation-based system is used for the separation of instantaneously mixed signals, and a decorrelating system for convolutively mixed signals. An introduction to the concepts of adaptive signal processing, blind signal processing and artificial neural networks is presented. A review of approaches to solving the blind signal separation and deconvolution problems is provided. The susceptibilit

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12

Zhang, Jing. "Three Essays on House Prices: Stationarity, Dynamics, and Expectations." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1397436206.

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13

Palmer, Laura Michelle. "Impacts of Stationarity Assumption in Floodplain Management: Case Studies." The Ohio State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu1483386481824778.

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14

Dahlman, Rikard, and Ebba Johansson. "A comparative study regarding weakly stationarity assumptions and time dependency : Signal processing of vibrational loading and its influence on fatigue life." Thesis, Linnéuniversitetet, Institutionen för maskinteknik (MT), 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-77740.

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Simplifications regarding calculations of fatigue life due to vibrational loading is based on weakly stationarity assumptions which is a time independent method. The hypothesis was based on the uncertainty of these assumptions. The aim of this study was to examine whether the analysed data fulfilled the assumptions of weakly stationarity. It was determined that the assumption was not valid for most signals and a comparison of time dependent methods should be performed to evaluate the difference compared with the time independent method. Two time dependent methods were constructed and implement

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15

Sikdar, Khokan Chandra. "Application of geographically weighted regression for assessing spatial non-stationarity /." Internet access available to MUN users only, 2003. http://collections.mun.ca/u?/theses,172881.

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16

Guasti, Giovanna, Ralf Engbert, Ralf T. Krampe, and Jürgen Kurths. "Phase transitions, complexity, and stationarity in the production of polyrhythms." Universität Potsdam, 2000. http://opus.kobv.de/ubp/volltexte/2007/1493/.

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Contents: 1 Introduction 2 Experiment 3 Data 4 Symbolic dynamics 4.1 Symbolic dynamics as a tool for data analysis 4.2 2-symbols coding 4.3 3-symbols coding 5 Measures of complexity 5.1 Word statistics 5.2 Shannon entropy 6 Testing for stationarity 6.1 Stationarity 6.2 Time series of cycle durations 6.3 Chi-square test 7 Control parameters in the production of rhythms 8 Analysis of relative phases 9 Discussion 10 Outlook

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17

Heveling, Matthias. "Bijective point maps, point-stationarity and characterization of Palm measures." Karlsruhe : Univ.-Verl. Karlsruhe, 2005. http://deposit.d-nb.de/cgi-bin/dokserv?idn=979772591.

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18

Reade, J. J. ames. "Macroeconomic modelling and forecasting in the face of non-stationarity." Thesis, University of Oxford, 2007. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.495733.

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19

Kane, S. A. "Significance tests of probability non-stationarity of security price returns /." The Ohio State University, 1992. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487780393266049.

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20

Flegel, Michael L. "Constraint qualifications and stationarity concepts for mathematical programs with equilibrium constraints." Doctoral thesis, [S.l.] : [s.n.], 2005. http://deposit.ddb.de/cgi-bin/dokserv?idn=975013661.

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21

Mendy, Sang Taphou. "Quasi-stationarity of stochastic models for the spread of infectious diseases." Thesis, University of Liverpool, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.507720.

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22

Pezo, Danilo Verfasser], Jürgen [Akademischer Betreuer] [Franke, and Rainer [Akademischer Betreuer] Dahlhaus. "Local stationarity for spatial data / Danilo Pezo ; Jürgen Franke, Rainer Dahlhaus." Kaiserslautern : Technische Universität Kaiserslautern, 2018. http://d-nb.info/1151120537/34.

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23

Ahn, Byung Chul. "Testing the null of stationarity and cointegration in multiple time series." The Ohio State University, 1994. http://rave.ohiolink.edu/etdc/view?acc_num=osu1277321569.

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24

Huh, Seungho. "SAMPLE SIZE DETERMINATION AND STATIONARITY TESTING IN THE PRESENCE OF TREND BREAKS." NCSU, 2001. http://www.lib.ncsu.edu/theses/available/etd-20010222-121906.

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<p>Traditionally it is believed that most macroeconomic time series represent stationary fluctuations around a deterministic trend. However, simple applications of the Dickey-Fuller test have, in many cases, been unable to show that major macroeconomic variables are stationary univariate time series structure. One possible reason for non-rejection of unit roots is that the simple mean or linear trend function used by the tests are not sufficient to describe the deterministic part of the series. To address this possibility, unit root tests in the presence of trend breaks have been studied by se

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25

Raza, Haider. "Adaptive learning for modelling non-stationarity in EEG-based brain-computer interfacing." Thesis, Ulster University, 2016. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.695308.

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Non-stationary learning (NSL) refers to the process that can learn rules from data, adapt to shifts, and improve the performance of the system with its experience while operating in the non-stationary environments (NSE). While data processing in NSE, a covariate shift is a major challenge wherein the input data distribution may shift during transitioning from training to testing phase. Covariate shift is one of the fundamental challenges in electroencephalogram (EEG) based brain-computer interface (BCI) systems and these can be often found during multiple trials over different sessions of EEG

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26

Antoniadou, Ifigeneia. "Accounting for non-stationarity in the condition monitoring of wind turbine gearboxes." Thesis, University of Sheffield, 2013. http://etheses.whiterose.ac.uk/4838/.

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Increasing growth of wind turbine systems suggests a more systematic research around their design, operation and maintenance is needed. These systems operate under challenging enviromental conditions and failure of some of their parts, for the time being, is frequent, although undesirable. Wind turbine gearboxes, more particularly, seem to be so problematic that some wind turbine designs avoid including them. Structural health monitoring and condition monitoring of wind turbines appear to be necessary in order to determine the condition and lifespan of the wind turbine components and the drive

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27

Surowiec, Thomas Michael. "Explicit stationarity conditions and solution characterization for equilibrium problems with equilibrium constraints." Doctoral thesis, Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2010. http://dx.doi.org/10.18452/16087.

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Die vorliegende Arbeit beschaeftigt sich mit Gleichgewichtsproblemen unter Gleichgewichtsrestriktionen, sogenannten EPECs (Englisch: Equilibrium Problems with Equilibrium Constraints). Konkret handelt es sich um gekoppelte Zwei-Ebenen-Optimierungsprobleme, bei denen Nash- Gleichgewichte fuer die Entscheidungen der oberen Ebene gesucht sind. Ein Ziel der Arbeit besteht in der Formulierung dualer Stationaritaetsbedingungen zu solchen Problemen. Als Anwendung wird ein oligopolistisches Wettbewerbsmodell fuer Strommaerkte betrachtet. Zur Gewinnung qualitativer Hypothesen ueber die Strukt

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28

Barwary, Sara, and Tina Abazari. "Preprocessing Data: A Study on Testing Transformations for Stationarity of Financial Data." Thesis, KTH, Matematisk statistik, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-254301.

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In thesis within Industrial Economics and Applied Mathematics in cooperation with Svenska Handelsbanken given transformations was examined in order to assess their ability to make a given time series stationary. In addition, a parameter α belonging to each of the transformation formulas was to be decided. To do this an extensive study of previous research was conducted and two different tests of hypothesis where obtained to confirm output. A result was concluded where a value or interval for α was chosen for each transformation. Moreover, the first difference transformation is proven to have a

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29

Lilarit, Sopirat. "An improved approach to testing for non-stationarity in economic time series." Thesis, Queensland University of Technology, 1997.

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30

HE, Xin. "Modeling church services supply and performance, using geographically weighted regression." Thesis, University of Gävle, Ämnesavdelningen för samhällsbyggnad, 2009. http://urn.kb.se/resolve?urn=urn:nbn:se:hig:diva-5801.

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<p>The objective of this study is to develop a multiple linear regression model that measures the relationship between the church services supply and the attendance to the services in the Uppsala diocese, Church of Sweden. By reviewing previous models and examining the nature of data available, two research questions were introduced, namely, the problem of omitted variables and the problem of spatial autocorrelation. For the first question, two methods were compared, namely, the Y-lag method and the first-differenced equation. Statistical tests then showed that the latter was more preferable f

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31

Hutton, Richard Shane. "Modeling the United States Unemployment Rate with the Preisach Model of Hysteresis." Thesis, Virginia Tech, 2009. http://hdl.handle.net/10919/32595.

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A system with hysteresis is one that exhibits path dependent but rate independent memory. Hysteresis can be observed physically through the magnetization of a ferromagnetic material. In order to mathematically describe systems with hysteresis, we use the Preisach model. A discussion of the Preisach model is given as well as a method for computing the hysteretic transformation of an input variable. The focus of this paper is hysteresis in economics, namely, unemployment. We consider essential time series techniques for analyzing time series data, i.e. unit root testing for stationarity. H

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32

Heveling, Matthias [Verfasser]. "Bijective point maps, point-stationarity and characterization of Palm measures / von Matthias Heveling." Karlsruhe : Univ.-Verl. Karlsruhe, 2006. http://d-nb.info/979772591/34.

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33

Chetalova, Desislava [Verfasser], and Thomas [Akademischer Betreuer] Guhr. "Dependencies and non-stationarity in financial time series / Desislava Chetalova. Betreuer: Thomas Guhr." Duisburg, 2015. http://d-nb.info/1080478825/34.

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34

Trapletti, Adrian, Friedrich Leisch, and Kurt Hornik. "On the ergodicity and stationarity of the ARMA (1,1) recurrent neural network process." SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 1999. http://epub.wu.ac.at/652/1/document.pdf.

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In this note we consider the autoregressive moving average recurrent neural network ARMA-NN(1, 1) process. We show that in contrast to the pure autoregressive process simple ARMA-NN processes exist which are not irreducible. We prove that the controllability of the linear part of the process is sufficient for irreducibility. For the irreducible process essentially the shortcut weight corresponding to the autoregressive part determines whether the overall process is ergodic and stationary.<br>Series: Working Papers SFB "Adaptive Information Systems and Modelling in Economics and Management Scie

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35

Bui, Hoa. "Extremality and stationarity of collections of sets : metric, slope and normal cone characterisations." Thesis, Federation University of Australia, 2019. http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/178600.

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Variational analysis, a relatively new area of research in mathematics, has become one of the most powerful tools in nonsmooth optimisation and neighbouring areas. The extremal principle, a tool to substitute the conventional separation theorem in the general nonconvex environment, is a fundamental result in variational analysis. There have seen many attempts to generalise the conventional extremal principle in order to tackle certain optimisation models. Models involving collections of sets, initiated by the extremal principle, have proved their usefulness in analysis and optimisation, with n

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36

Pavlíček, Tomáš. "Segmentace pro časově-variantní systémy a jejich implementace." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2014. http://www.nusl.cz/ntk/nusl-220605.

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This thesis is interested in describing stationary random discrete signals, especially) in music discrete signals. Here is described when is signal stationary and when is not stationary. It contains tip for preprocessing of signal for accurate recognition of local stationarity. Thesis contain mathematical definition of parameters of random digital signals, which are used for stationarity recognition. It is followed by description of basic windows, their categories, describing of their parameters and comparing of each. In next part of thesis are described mothods of segmentations with constant

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37

Ji, Inyeob Economics Australian School of Business UNSW. "Essays on testing some predictions of RBC models and the stationarity of real interest rates." Publisher:University of New South Wales. Economics, 2008. http://handle.unsw.edu.au/1959.4/41441.

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This dissertation contains a series of essays that provide empirical evidence for Australia on some fundamental predictions of real business cycle models and on the convergence and persistence of real interest rates. Chapter 1 provides a brief introduction to the issues examined in each chapter and provides an overview of the methodologies that are used. Tests of various basic predictions of standard real business cycle models for Australia are presented in Chapters 2, 3 and 4. Chapter 2 considers the question of great ratios for Australia. These are ratios of macroeconomic variables that are

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38

Krause, Jakob [Verfasser], Jörg [Gutachter] Laitenberger, and Gregor [Gutachter] Weiß. "Essays on non-stationarity in finance : [kumulative Dissertation] / Jakob Krause ; Gutachter: Jörg Laitenberger, Gregor Weiß." Halle (Saale) : Universitäts- und Landesbibliothek Sachsen-Anhalt, 2020. http://d-nb.info/1226762409/34.

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Koutris, Andreas. "Testing for Structural Change: Evaluation of the Current Methodologies, a Misspecification Testing Perspective and Applications." Diss., Virginia Tech, 2006. http://hdl.handle.net/10919/26716.

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The unit root revolution in time series modeling has created substantial interest in non- stationarity and its implications for empirical modeling. Beyond the original interest in trend vs. diÂ¤erence non-stationarity, there has been renewed interest in testing and modeling structural breaks. The focus of my dissertation is on testing for departures from stationarity in a broader framework where unit root, mean trends and structural break non-stationarity constitute only a small subset of the possible forms of non-stationarity. In the fi¦rst chapter the most popular testing procedures for the

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40

Eckersten, Sofia. "Updating Rainfall Intensity-Duration-Frequency Curves in Sweden Accounting for the Observed Increase in Rainfall Extremes." Thesis, Uppsala universitet, Luft-, vatten och landskapslära, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-283714.

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Increased extreme precipitation has been documented in many regions around the world, in- cluding central and northern Europe. Global warming increases average temperature, which in turn enhances atmospheric water holding capacity. These changes are believed to increase the frequency and/or intensity of extreme precipitation events. In determining the design storm, or a worst probable storm, for infrastructure design and failure risk assessment, experts commonly assume that statistics of extreme precipitation do not change significantly over time. This so- called notion of stationarity assumes

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41

Van, Greunen Jan Adriaan. "Determining the impact of different forms of stationarity on financial time series analysis / van Greunen J.A." Thesis, North-West University, 2011. http://hdl.handle.net/10394/7269.

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Since most time series data are non–stationary, the econometrician and financial analyst are re–quired to make the data stationary before embarking on any econometric analysis in order to avoid spurious results. Although there are several different ways to render a non–stationary time series stationary, few econometricians and financial analysts look past the first differencing and log–differencing methods. Due to this "difference first, ask questions later" approach, this study aims to determine the impact of different forms of stationarity on financial time series analysis. Further–more, thi

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42

Lee, HyunWook. "Pushing/Pulling Exertions Disturb Trunk Postural Stability." Thesis, Virginia Tech, 2007. http://hdl.handle.net/10919/32752.

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The stability of the spine can be estimated from kinematic variability and nonlinear analyses of seated balance tasks. However, processing methods require sufficient signal duration and test-retest experiments require that the assessment must be reliable. Our goal was to characterize the reliability and establish the trial duration for spine stability assessment. Stationarity, kinematic variability and nonlinear dynamic stability were quantified from kinetic and kinematic data collected during balance performance. Stationarity results showed that a minimum 30 seconds test duration is neces

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43

Jentsch, Carsten [Verfasser], and J. P. [Akademischer Betreuer] Kreiß. "The Multiple Hybrid Bootstrap and Frequency Domain Testing for Periodic Stationarity / Carsten Jentsch ; Betreuer: J.-P. Kreiß." Braunschweig : Technische Universität Braunschweig, 2010. http://d-nb.info/1175826693/34.

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Hosseini, Tabaghdehi Seyedeh Asieh. "Structural analysis of energy market failure : empirical evidence from US." Thesis, Brunel University, 2013. http://bura.brunel.ac.uk/handle/2438/8848.

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This thesis is concerned with the econometric modelling of gasoline prices in US. The intention is to characterize the market process in this crucial and significant industry. Overall we have been seeking to identify a mechanism to signal and measure market failure and consequently improve market performance. Firstly we examine the time series properties of gasoline prices using the criteria for perfect arbitrage to test market efficiency from the stationarity of price proportions. This is done by considering market efficiency across in different regions of the US, by applying a range of diffe

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45

Fan, Yiying. "Covariance estimation and application to building a new control chart." Case Western Reserve University School of Graduate Studies / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=case1291406214.

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Namavari, Hamed. "Essays on Objective Procedures for Bayesian Hypothesis Testing." University of Cincinnati / OhioLINK, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1563872718411158.

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47

Vera, Ruiz Victor. "Recoding of Markov Processes in Phylogenetic Models." Thesis, The University of Sydney, 2014. http://hdl.handle.net/2123/13433.

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Under a Markov model of evolution, lumping the state space (S) into fewer groups has been historically used to focus on specific types of substitutions or to reduce compositional heterogeneity and saturation. However, working with reduced state spaces (S’) may yield misleading results unless the Markovian property is kept. A Markov process X(t) is lumpable if the reduced process X’(t) of S’ is Markovian. The aim of this Thesis is to develop a test able to detect if a given X(t) is lumpable with respect to a given S’. This test should allow flexibility to any possible non-trivial S’ and should

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Dissanayake, Gnanadarsha. "Advancement of Fractionally Differenced Gegenbauer Processes with Long Memory." Thesis, The University of Sydney, 2015. http://hdl.handle.net/2123/13434.

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The class of long memory time series models involving Gegenbauer processes is investigated in detail in terms of formulation, parameter estimation, prediction and testing. Corresponding truncated AR (autoregressive) and MA (moving average) approximations driven by Gaussian white noise are analysed through state space modelling and Kalman filtering to assess the viability of estimating techniques . The optimal approximation option is employed to proceed with the estimation of model parameters. The resulting mean square errors are validated by the predictive accuracy to establish an optimal l

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Schmitt, Thilo Albrecht [Verfasser], Thomas [Akademischer Betreuer] Guhr, and Andreas [Akademischer Betreuer] Schadschneider. "Non-stationarity as a central aspect of financial markets / Thilo Albrecht Schmitt. Gutachter: Andreas Schadschneider. Betreuer: Thomas Guhr." Duisburg, 2014. http://d-nb.info/1063278198/34.

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Baldermann, Claudia [Verfasser]. "Robust Small Area Estimation under Spatial Non-Stationarity for Unit-Level Models : Theory and Empirical Results / Claudia Baldermann." Berlin : Freie Universität Berlin, 2017. http://d-nb.info/1147758182/34.

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