| Publication | Date of Publication | Type |
|---|
| A network analysis of the volatility of high dimensional financial series | 2024-11-29 | Paper |
| Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics | 2024-11-05 | Paper |
| On the finite-sample performance of measure-transportation-based multivariate rank tests | 2024-09-16 | Paper |
| Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach | 2024-08-13 | Paper |
| Inferential theory for generalized dynamic factor models | 2024-03-06 | Paper |
| Efficient Fully Distribution-Free Center-Outward Rank Tests for Multiple-Output Regression and MANOVA | 2023-10-18 | Paper |
| Special Issue of the Journal of Time Series Analysis in Honor of Professor Masanobu Taniguchi | 2023-08-24 | Paper |
| Factor models for high‐dimensional functional time series I: Representation results | 2023-08-24 | Paper |
| Factor models for high‐dimensional functional time series II: Estimation and forecasting | 2023-08-24 | Paper |
| On Bounded Completeness and the $L_1$-Denseness of Likelihood Ratios | 2023-08-01 | Paper |
| Monotone Measure-Preserving Maps in Hilbert Spaces: Existence, Uniqueness, and Stability | 2023-05-19 | Paper |
| Center-Outward R-Estimation for Semiparametric VARMA Models | 2023-03-27 | Paper |
| The integrated copula spectrum | 2023-01-12 | Paper |
| Rank-based testing for semiparametric VAR models: a measure transportation approach | 2022-12-19 | Paper |
| Center-Outward Multiple-Output Lorenz Curves and Gini Indices a measure transportation approach | 2022-11-19 | Paper |
| On universally consistent and fully distribution-free rank tests of vector independence | 2022-11-02 | Paper |
| Center-outward Rank- and Sign-based VARMA Portmanteau Tests: Chitturi, Hosking, and Li--McLeod revisited | 2022-08-25 | Paper |
| Generalized dynamic factor models and volatilities: recovering the market volatility shocks | 2022-08-02 | Paper |
| The integrated copula spectrum | 2021-12-13 | Paper |
| On the Finite-Sample Performance of Measure Transportation-Based Multivariate Rank Tests | 2021-11-08 | Paper |
| Optimal tests for elliptical symmetry: specified and unspecified location | 2021-09-10 | Paper |
| Multivariate goodness-of-fit tests based on Wasserstein distance | 2021-08-09 | Paper |
| Distribution and quantile functions, ranks and signs in dimension \(d\): a measure transportation approach | 2021-07-05 | Paper |
| Time-varying general dynamic factor models and the measurement of financial connectedness | 2021-03-24 | Paper |
| A simple R-estimation method for semiparametric duration models | 2021-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149175 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149176 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149178 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149179 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149180 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149181 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149182 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149183 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149184 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149188 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149189 | 2021-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5149190 | 2021-02-06 | Paper |
| Optimal pseudo-Gaussian and rank-based random coefficient detection in multiple regression | 2020-12-15 | Paper |
| Center-outward quantiles and the measurement of multivariate risk | 2020-11-19 | Paper |
| Rank-Based Testing for Semiparametric VAR Models: a measure transportation approach | 2020-11-11 | Paper |
| A note on the regularity of optimal-transport-based center-outward distribution and quantile functions | 2020-09-29 | Paper |
| On universally consistent and fully distribution-free rank tests of vector independence | 2020-07-04 | Paper |
| Efficient pseudo-Gaussian and rank-based detection of random regression coefficients | 2020-06-24 | Paper |
| Generalized dynamic factor models and volatilities: consistency, rates, and prediction intervals | 2020-03-20 | Paper |
| A note on the Regularity of Center-Outward Distribution and Quantile Functions | 2019-12-23 | Paper |
| Dynamic Functional Principal Components | 2019-06-12 | Paper |
| On the Non-Gaussian Asymptotics of the Likelihood Ratio Test Statistic for Homogeneity of Covariance | 2019-06-03 | Paper |
| Optimal dimension reduction for high-dimensional and functional time series | 2018-08-10 | Paper |
| On Wigner–Ville Spectra and the Uniqueness of Time‐Varying Copula‐Based Spectral Densities | 2018-05-16 | Paper |
| Quantile Spectral Analysis for Locally Stationary Time Series | 2018-02-19 | Paper |
| Generalized dynamic factor models and volatilities: estimation and forecasting | 2017-11-07 | Paper |
| R-Estimation for Asymmetric Independent Component Analysis | 2017-10-13 | Paper |
| Efficient R-Estimation of Principal and Common Principal Components | 2017-08-07 | Paper |
| Dynamic factor models with infinite-dimensional factor space: asymptotic analysis | 2017-05-23 | Paper |
| Pseudo-Gaussian and rank-based optimal tests for random individual effects in large \(n\) small \(T\) panels | 2017-05-12 | Paper |
| One-step R-estimation in linear models with stable errors | 2017-05-12 | Paper |
| Monge-Kantorovich depth, quantiles, ranks and signs | 2017-05-02 | Paper |
| R-estimation in semiparametric dynamic location-scale models | 2017-01-13 | Paper |
| Dynamic factors in the presence of blocks | 2016-08-12 | Paper |
| Market liquidity as dynamic factors | 2016-08-12 | Paper |
| A class of simple distribution-free rank-based unit root tests | 2016-08-12 | Paper |
| Quantile spectral processes: asymptotic analysis and inference | 2016-05-12 | Paper |
| Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series | 2016-04-18 | Paper |
| Elliptical multiple-output quantile regression and convex optimization | 2015-12-30 | Paper |
| Semiparametric error-correction models for cointegration with trends: pseudo-Gaussian and optimal rank-based tests of the cointegration rank | 2015-12-02 | Paper |
| Local bilinear multiple-output quantile/depth regression | 2015-08-05 | Paper |
| On Quadratic Expansions of Log-Likelihoods and a General Asymptotic Linearity Result | 2015-06-24 | Paper |
| Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis | 2015-06-15 | Paper |
| Dynamic factor models with infinite-dimensional factor spaces: one-sided representations | 2015-05-06 | Paper |
| Skew-symmetric distributions and Fisher information: the double sin of the skew-normal | 2014-08-08 | Paper |
| On Hodges and Lehmann’s “6/π Result” | 2014-07-02 | Paper |
| Signal detection in high dimension: the multispiked case | 2014-05-05 | Paper |
| Factor models in high-dimensional time series: A time-domain approach | 2014-04-28 | Paper |
| The generalized dynamic factor model consistency and rates | 2014-03-07 | Paper |
| Discussion of ``Local quantile regression | 2014-02-06 | Paper |
| Optimal rank-based tests for common principal components | 2014-02-04 | Paper |
| Asymptotic power of sphericity tests for high-dimensional data | 2013-09-25 | Paper |
| On Hodges and Lehmann's "$6/\pi$ result" | 2013-04-04 | Paper |
| Skew-symmetric distributions and Fisher information -- a tale of two densities | 2012-08-09 | Paper |
| A class of optimal tests for symmetry based on local Edgeworth approximations | 2011-09-14 | Paper |
| One-step R-estimation in linear models with stable errors | 2011-07-22 | Paper |
| Optimal rank-based testing for principal components | 2011-01-19 | Paper |
| Testing for Common Principal Components under Heterokurticity | 2011-01-13 | Paper |
| Local linear spatial quantile regression | 2010-11-12 | Paper |
| Rejoinder | 2010-03-24 | Paper |
| Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth | 2010-03-24 | Paper |
| Optimal detection of Fechner-asymmetry | 2009-10-30 | Paper |
| Optimal Tests of Noncorrelation Between Multivariate Time Series | 2009-06-12 | Paper |
| Optimal tests for homogeneity of covariance, scale, and shape | 2009-02-09 | Paper |
| Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models | 2008-11-25 | Paper |
| Optimal rank-based tests for homogeneity of scatter | 2008-07-01 | Paper |
| Chernoff-Savage and Hodges-Lehmann results for Wilks' test of multivariate independence | 2008-05-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310547 | 2007-10-11 | Paper |
| Determining the Number of Factors in the General Dynamic Factor Model | 2007-09-18 | Paper |
| The Generalized Dynamic Factor Model | 2007-08-20 | Paper |
| Semiparametrically efficient rank-based inference for shape. I: optimal rank-based tests for sphericity | 2007-07-12 | Paper |
| Semiparametrically efficient rank-based inference for shape. II: Optimal \(R\)-estimation of shape | 2007-07-12 | Paper |
| Parametric and semiparametric inference for shape: the role of the scale functional | 2007-05-15 | Paper |
| Multivariate signed-rank tests in vector autoregressive order identification | 2006-09-22 | Paper |
| Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity | 2006-06-21 | Paper |
| Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series | 2006-05-24 | Paper |
| Asymptotic linearity of serial and nonserial multivariate signed rank statistics | 2006-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317349 | 2005-09-16 | Paper |
| Local linear spatial regression | 2005-09-12 | Paper |
| Rank-based optimal tests of the adequacy of an elliptic VARMA model | 2005-09-12 | Paper |
| Affine-invariant aligned rank tests for the multivariate general linear model with VARMA errors | 2005-02-09 | Paper |
| Efficient detection of random coefficients in autoregressive models | 2004-05-18 | Paper |
| Kernel density estimation for spatial processes: The \(L_{1}\) theory | 2004-02-03 | Paper |
| Projection de hájek et polynômes de bernstein | 2004-01-14 | Paper |
| Semi-parametric efficiency, distribution-freeness and invariance | 2003-10-09 | Paper |
| Asymptotic behaviour of M-estimators in AR(p) models under nonstandard conditions | 2003-07-03 | Paper |
| Estimation in autoregressivemodels based on autoregressionrank scores | 2003-04-10 | Paper |
| Optimal procedures based on interdirections and pseudo-Mahalanobis ranks for testing multivariate elliptic white noise against ARMA dependence | 2003-03-24 | Paper |
| Density estimation for spatial linear processes | 2003-02-26 | Paper |
| Optimal tests for multivariate location based on interdirections and pseudo-Mahalanobis ranks. | 2002-11-14 | Paper |
| Estimation of the innovation quantile density function of an \(AR(p)\) process based on autoregression quantiles | 2002-08-21 | Paper |
| Rank-Based Autoregressive Order Identification | 2002-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2759610 | 2002-03-06 | Paper |
| Sample heterogeneity and M-estimation | 2001-07-31 | Paper |
| Optimal inference for discretely observed semiparametric Ornstein-Uhlenbeck processes | 2001-07-30 | Paper |
| Optimal tests for autoregressive models based on autoregression rank scores | 2001-06-19 | Paper |
| Kendall's tau for serial dependence | 2001-04-08 | Paper |
| Local asymptotic normality for regression models with long-memory disturbance | 2001-03-20 | Paper |
| When does Edgeworth beat Berry and Esséen? Numerical evaluations of Edgeworth expansions | 2000-11-06 | Paper |
| Locally asymptotically optimal tests for AR\((p)\) against diagonal bilinear dependence | 2000-08-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4378643 | 2000-04-02 | Paper |
| Rank-based partial aurocorrelations are not asymptotically distribution-free | 2000-01-01 | Paper |
| \(L_1\)-estimation in linear models with heterogeneous white noise | 1999-11-25 | Paper |
| Nonparametric tests of independence of two autoregressive time series based on autoregression rank scores | 1999-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4249459 | 1999-06-17 | Paper |
| A Berry-Esséen theorem for serial rank statistics | 1998-11-17 | Paper |
| Generalized runs tests for heteroscedastic time series | 1998-11-15 | Paper |
| Spectral Factorization of Periodically Correlated MA(1) Processes | 1998-11-03 | Paper |
| Characterizion of error distributions in time-series regression models | 1998-09-27 | Paper |
| Kernel density estimation for linear processes: Asymptotic normality and optimal bandwidth derivation | 1998-04-05 | Paper |
| Rank-based tests for autoregressive against bilinear serial dependence | 1998-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356556 | 1998-01-25 | Paper |
| Adaptive estimation of the lag of a long-memory process | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4348088 | 1997-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4348087 | 1997-09-22 | Paper |
| Kernel density estimation for random fields: TheL1Theory | 1997-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4869741 | 1996-11-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4867318 | 1996-06-30 | Paper |
| Local asymptotic normality of multivariate ARMA processes with a linear trend | 1996-05-20 | Paper |
| Asymptotic behavior of the characteristic function of simple serial rank statistics | 1996-01-01 | Paper |
| A Multivariate Wald-Wolfowitz Rank Test against Serial Dependence | 1995-10-03 | Paper |
| ON THE PITMAN NON-ADMISSIBILITY OF CORRELOGRAM-BASED METHODS | 1995-01-15 | Paper |
| Aligned rank tests for linear models with autocorrelated error terms | 1994-09-13 | Paper |
| Improved Eaton Bounds for Linear Combinations of Bounded Radom Variables, With Statistical Applications | 1994-07-26 | Paper |
| ON THE INVERTIBILITY OF PERIODIC MOVING-AVERAGE MODELS | 1994-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694318 | 1993-06-29 | Paper |
| Optimal rank-based tests against first-order superdiagonal bilinear dependence | 1993-01-17 | Paper |
| Some asymptotic results for a broad class of nonparametric statistics | 1993-01-16 | Paper |
| Permutational extreme values of autocorrelation coefficients and a Pitman test against serial dependence | 1992-09-27 | Paper |
| Simple exact bounds for distributions of linear signed rank statistics | 1992-09-27 | Paper |
| Time series analysis via rank order theory: Signed-rank tests for ARMA models | 1992-06-28 | Paper |
| Distribution-free tests against serial dependence: Signed or unsigned ranks? | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3479454 | 1990-01-01 | Paper |
| Asymptotically most powerful rank tests for multivariate randomness against serial dependence | 1989-01-01 | Paper |
| Locally asymptotically rank-based procedures for testing autoregressive moving average dependence | 1988-01-01 | Paper |
| On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3787331 | 1988-01-01 | Paper |
| Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3355103 | 1988-01-01 | Paper |
| LINEAR AND QUADRATIC SERIAL RANK TESTS FOR RANDOMNESS AGAINST SERIAL DEPENDENCE | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4727245 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746734 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746735 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3746736 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3757177 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3790937 | 1986-01-01 | Paper |
| On fractional linear bounds for probability generating functions | 1986-01-01 | Paper |
| Non-stationary q-dependent processes and time-varying moving-average models: invertibility properties and the forecasting problem | 1986-01-01 | Paper |
| Linear serial rank tests for randomness against ARMA alternatives | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711556 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3711557 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3734922 | 1984-01-01 | Paper |
| Spectral factorization of nonstationary moving average processes | 1984-01-01 | Paper |
| Nonstationary Yule-Walker equations | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3036532 | 1983-01-01 | Paper |
| The Swedish automobile portfolio in 1977 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3945444 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3965455 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3965456 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3899356 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3943864 | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3875646 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3888399 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3906957 | 1980-01-01 | Paper |
| Band strategies: The random walk of reserves | 1979-01-01 | Paper |
| Mixed autoregressive-moving average multivariate processes with time- dependent coefficients | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4154404 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155703 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4124650 | 1976-01-01 | Paper |
| Subjectively mixed strategies. The public event case | 1976-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4116249 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5181118 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5675176 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5657927 | 1972-01-01 | Paper |
| Distribution-free tests of multivariate independence based on center-outward quadrant, Spearman, Kendall, and van der Waerden statistics | N/A | Paper |
| Nonparametric Measure-Transportation-Based Methods for Directional Data | N/A | Paper |
| Multivariate Quantiles: Geometric and Measure-Transportation-Based Contours | N/A | Paper |
