| Publication | Date of Publication | Type |
|---|
| Tests of Normality of Functional Data | 2023-12-12 | Paper |
| Tempered functional time series | 2023-08-24 | Paper |
| Inference in functional factor models with applications to yield curves | 2023-08-22 | Paper |
| White noise testing for functional time series | 2023-05-31 | Paper |
| Principal Component Analysis of Spatially Indexed Functions | 2023-05-22 | Paper |
| Asymptotic and finite sample properties of Hill-type estimators in the presence of errors in observations | 2023-03-10 | Paper |
| Principal component analysis of infinite variance functional data | 2022-12-06 | Paper |
| Change point tests in functional factor models with application to yield curves | 2022-08-02 | Paper |
| Testing normality of spatially indexed functional data | 2022-08-02 | Paper |
| Predictability of shapes of intraday price curves | 2022-07-26 | Paper |
| Estimation of the Mean of Functional Time Series and a Two-Sample Problem | 2022-07-11 | Paper |
| Marginal Distance and Hilbert-Schmidt Covariances-Based Independence Tests for Multivariate Functional Data | 2022-05-16 | Paper |
| Long term behavior of incomplete and time varying product ratings | 2022-03-04 | Paper |
| Extremal dependence measure for functional data | 2022-03-01 | Paper |
| Monitoring for a change point in a sequence of distributions | 2021-12-03 | Paper |
| Multivariate analysis of variance and change points estimation for high‐dimensional longitudinal data | 2021-07-16 | Paper |
| Discussion of ‘a general framework for functional regression modelling’ by Greven and Scheipl | 2020-12-30 | Paper |
| Testing normality of data on a multivariate grid | 2020-08-28 | Paper |
| Some Recent Developments in Inference for Geostatistical Functional Data | 2020-06-21 | Paper |
| Consistency of the Hill Estimator for Time Series Observed with Measurement Errors | 2020-05-27 | Paper |
| Frequency domain theory for functional time series: variance decomposition and an invariance principle | 2020-04-27 | Paper |
| Wavelet semi-parametric inference for long memory in volatility in the presence of a trend | 2020-04-22 | Paper |
| Principal components analysis of regularly varying functions | 2019-09-25 | Paper |
| OUP accepted manuscript | 2019-06-24 | Paper |
| Hill estimator of projections of functional data on principal components | 2019-06-24 | Paper |
| Detection of Change in the Spatiotemporal Mean Function | 2019-06-12 | Paper |
| Risk analysis of cumulative intraday return curves | 2019-06-11 | Paper |
| Detecting Changes in the Mean of Functional Observations | 2019-04-30 | Paper |
| Introduction to Functional Data Analysis | 2019-04-29 | Paper |
| ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS | 2018-12-14 | Paper |
| ESTIMATION OF THE MAXIMAL MOMENT EXPONENT OF A GARCH(1,1) SEQUENCE | 2018-12-14 | Paper |
| Nonparametric inference in small data sets of spatially indexed curves with application to ionospheric trend determination | 2018-11-08 | Paper |
| Quantifying the risk of heat waves using extreme value theory and spatio-temporal functional data | 2018-11-02 | Paper |
| Testing for periodicity in functional time series | 2018-10-30 | Paper |
| Testing Separability of Functional Time Series | 2018-09-28 | Paper |
| Extremes of projections of functional time series on data-driven basis systems | 2018-08-03 | Paper |
| Principal component analysis of periodically correlated functional time series | 2018-07-11 | Paper |
| Testing Normality of Functional Time Series | 2018-07-11 | Paper |
| Testing trend stationarity of functional time series with application to yield and daily price curves | 2018-05-14 | Paper |
| Monitoring the intraday volatility pattern | 2018-02-07 | Paper |
| Inference for the autocovariance of a functional time series under conditional heteroscedasticity | 2017-11-09 | Paper |
| Inference for the autocovariance of a functional time series under conditional heteroscedasticity | 2017-11-01 | Paper |
| Testing for asymmetry in betas of cumulative returns: impact of the financial crisis and crude oil price | 2017-05-22 | Paper |
| KPSS test for functional time series | 2017-01-04 | Paper |
| Change point detection in heteroscedastic time series | 2016-12-08 | Paper |
| Principal component analysis of periodically correlated functional time series | 2016-11-30 | Paper |
| A randomness test for functional panels | 2016-09-13 | Paper |
| Testing for stochastic dominance using the weighted McFadden-type statistic | 2016-04-25 | Paper |
| Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels | 2016-03-30 | Paper |
| P. Secchi, S. Vantini and V. Vitelli: ``Analysis of spatio-temporal mobile phone data: a case study in the metropolitan area of Milan | 2015-09-25 | Paper |
| Estimation in Functional Lagged Regression | 2015-06-29 | Paper |
| Tests for Error Correlation in the Functional Linear Model | 2015-06-16 | Paper |
| Comments on: ``Extensions of some classical methods in change point analysis | 2015-01-29 | Paper |
| Non-Parametric Econometrics | 2014-11-20 | Paper |
| Testing stationarity of functional time series | 2014-08-07 | Paper |
| Consistency of the mean and the principal components of spatially distributed functional data | 2014-02-04 | Paper |
| Functional data analysis with increasing number of projections | 2014-01-13 | Paper |
| Determining the order of the functional autoregressive model | 2013-10-09 | Paper |
| Dependent functional data | 2013-06-03 | Paper |
| Asymptotic normality of the principal components of functional time series | 2013-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4915057 | 2013-04-16 | Paper |
| Testing the Equality of Covariance Operators in Functional Samples | 2013-03-20 | Paper |
| Estimation and testing for spatially indexed curves with application to ionospheric and magnetic field trends | 2012-08-01 | Paper |
| Inference for functional data with applications | 2012-05-07 | Paper |
| Estimation of the mean of functional time series and a two sample problem | 2011-04-29 | Paper |
| IMPULSE RESPONSES OF FRACTIONALLY INTEGRATED PROCESSES WITH LONG MEMORY | 2011-04-21 | Paper |
| Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models | 2011-02-22 | Paper |
| Weakly dependent functional data | 2010-05-26 | Paper |
| Robust wavelet-domain estimation of the fractional difference parameter in heavy-tailed time series: An empirical study | 2010-03-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400724 | 2010-02-05 | Paper |
| Testing the stability of the functional autoregressive process | 2010-01-12 | Paper |
| Two sample inference in functional linear models | 2009-12-10 | Paper |
| Estimation of a change-point in the mean function of functional data | 2009-11-13 | Paper |
| Portmanteau Test of Independence for Functional Observations | 2009-06-12 | Paper |
| Monitoring shifts in mean: asymptotic normality of stopping times | 2009-06-02 | Paper |
| Wavelet-based confidence intervals for the self-similarity parameter | 2009-03-17 | Paper |
| Testing for changes in polynomial regression | 2009-03-02 | Paper |
| Sample autocovariances of long-memory time series | 2009-03-02 | Paper |
| Distributional analysis of empirical volatility in GARCH processes | 2008-09-29 | Paper |
| Testing for lack of dependence in the functional linear model | 2008-09-25 | Paper |
| Wavelet-domain test for long-range dependence in the presence of a trend | 2008-09-18 | Paper |
| Portmanteau Test of Independence for Functional Observations | 2007-12-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310543 | 2007-10-11 | Paper |
| Convergence of quadratic forms with nonvanishing diagonal | 2007-07-16 | Paper |
| On sequential detection of parameter changes in linear regression | 2007-07-16 | Paper |
| Approximations and limit theory for quadratic forms of linear processes | 2007-03-29 | Paper |
| Change‐point monitoring in linear models | 2007-02-13 | Paper |
| Estimation of the memory parameter by fitting fractionally differenced autoregressive models | 2006-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3409059 | 2006-11-07 | Paper |
| On discriminating between long-range dependence and changes in mean | 2006-08-24 | Paper |
| Almost sure convergence of the Bartlett estimator | 2006-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3374065 | 2006-03-09 | Paper |
| Computational Science - ICCS 2004 | 2005-12-23 | Paper |
| SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS | 2005-09-05 | Paper |
| Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals | 2005-05-09 | Paper |
| Near-integrated GARCH sequences | 2005-04-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663821 | 2005-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663802 | 2005-04-04 | Paper |
| Testing for parameter constancy in GARCH\((p,q)\) models | 2005-03-08 | Paper |
| Monitoring changes in linear models | 2004-11-29 | Paper |
| Subsampling the mean of heavy‐tailed dependent observations | 2004-11-24 | Paper |
| A weighted goodness-of-fit test for GARCH(1,1) specification | 2004-10-15 | Paper |
| Subsampling unit root tests for heavy-tailed observations | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458417 | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407611 | 2004-03-02 | Paper |
| A bootstrap approximation to a unit root test statistic for heavy-tailed observations. | 2004-02-14 | Paper |
| On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives | 2003-12-09 | Paper |
| The periodogram at the Fourier frequencies | 2003-11-03 | Paper |
| Change-Point Detection With Non-Parametric Regression | 2003-05-20 | Paper |
| Rescaled variance and related tests for long memory in volatility and levels | 2003-04-09 | Paper |
| GARCH processes: structure and estimation | 2003-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407613 | 2003-01-01 | Paper |
| Change-point estimation in ARCH models | 2002-11-14 | Paper |
| Empirical process of the squared residuals of an ARCH sequence | 2002-11-14 | Paper |
| Testing for long memory in the presence of a general trend | 2002-06-26 | Paper |
| STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM | 2002-05-23 | Paper |
| Discrete time parametric models with long memory and infinite variance | 2002-05-05 | Paper |
| Approximations for weighted bootstrap processes with an application | 2002-04-08 | Paper |
| LARGE SAMPLE DISTRIBUTION OF WEIGHTED SUMS OF ARCH(p) SQUARED RESIDUAL CORRELATIONS | 2001-12-05 | Paper |
| Testing for parameter changes in ARCH models | 2001-11-19 | Paper |
| Can One Use the Durbin–Levinson Algorithm to Generate Infinite Variance Fractional ARIMA Time Series? | 2001-09-16 | Paper |
| Testing for changes in multivariate dependent observations with an application to temperature changes | 2001-06-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518942 | 2001-05-11 | Paper |
| The effect of long-range dependence on change-point estimators | 2000-10-29 | Paper |
| Approximation for bootstrapped empirical processes | 2000-05-22 | Paper |
| Change-point in the mean of dependent observations | 2000-05-08 | Paper |
| Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. | 2000-01-01 | Paper |
| Parameter estimation for infinite variance fractional ARIMA | 1998-10-06 | Paper |
| The asymptotic behavior of quadratic forms in heavy-tailed strongly dependent random variables | 1998-03-29 | Paper |
| The integrated periodogram for long-memory processes with finite or infinite variance | 1998-03-29 | Paper |
| The effect of long-range dependence on change-point estimators | 1997-10-01 | Paper |
| Infinite variance stable moving averages with long memory | 1997-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895037 | 1997-02-24 | Paper |
| A characterization of mixing processes of type G | 1996-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895346 | 1996-10-14 | Paper |
| Fractional ARIMA with stable innovations | 1996-10-03 | Paper |
| Computer investigation of the Rate of Convergence of Lepage Type Series to α-Stable Random Variables | 1995-02-28 | Paper |
| New classes of self-similar symmetric stable random fields | 1995-02-14 | Paper |
| INFINITE VARIANCE STABLE ARMA PROCESSES | 1995-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4273001 | 1994-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3139489 | 1994-01-02 | Paper |
| Asymptotic dependence of moving average type self-similar stable random Fields | 1993-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4014113 | 1992-10-04 | Paper |
