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PURPOSE
We studied heart-rate (HR) changes at the transition from the preictal to the ictal state in patients with focal epilepsies to gain some insight into the mechanisms involved in the neuronal regulation of cardiovascular function.
METHODS
We assessed ECG changes during 145 seizures recorded with scalp EEG in 58 patients who underwent video-EEG… (More)

The paper deals with a class of quantization problems and algorithms based on partitions of Rd which are defined by maximal support planes (MSP) of a convex function. This kind of problems generalizes the well-known minimum variance partition problem of statistical cluster analysis. The extension is a multivariate version of the topic considered by Bock,… (More)

- Christina Schernthaner, G. Lindinger, Klaus Pötzelberger, Kathy Zeiler, Christoph Baumgartner
- Wiener klinische Wochenschrift
- 1999

PURPOSE
To study cardiac alterations (changes in heart rate and cardiac arrhythmias) at the transition from the pre-ictal to the ictal state during focal epileptic seizures.
METHODS
We assessed ECG changes during 92 seizures recorded with scalp EEG in 30 patients and 35 seizures in 11 patients evaluated with subdural strip and/or grid electrodes.… (More)

In this paper we give examples which show that the convolution theorem (Boll, [1], Hajek, [2]) cannot be extended to infinite-dimensional shift experiments. This answers a question posed by van der Vaart, [9], and which has been considered also by LeCam, [5].

- Klaus Pötzelberger
- Monte Carlo Meth. and Appl.
- 2012

We resume recent developments in the theory of unbiased quantizations of probability distributions. Starting with variance-minimizing partitions, we review concept such as f -information, maximum support plane partition and quantizations, and motivate the definition of unbiased quantizations. The obtained results have applications in statistical inference… (More)

This article considers three standard asset pricing models with adaptive agents and stochastic dividends. The models only di er in the parameters to be estimated. We assume that only limited information is used to construct estimators. Therefore, parameters are not estimated consistently. More precisely, we assume that the parameters are estimated by… (More)

This article considers three standard asset pricing models with adaptive agents and stochastic dividends. The models only di er in the parameters to be estimated. We assume that only limited information is used to construct estimators. Therefore, parameters are not estimated consistently. More precisely, we assume that the parameters are estimated by… (More)

- Suraj Dey, Klaus Pötzelberger
- 2008

American options are different to European style options in that the contract buyer has the right to exercise the option at any time on or before maturity . The freedom to exercise an American option whenever the holder wishes, introduces a boundary problem to solving the Black-Scholes equation popularly used to price the European options. The contract… (More)

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