| Publication | Date of Publication | Type |
|---|
| Sequential Gaussian approximation for nonstationary time series in high dimensions | 2024-11-12 | Paper |
| Are minimum variance portfolios in multi-factor models long in low-beta assets? | 2024-08-28 | Paper |
| Sampling inspection by variables: nonparametric setting | 2024-07-17 | Paper |
| Flexible nonlinear inference and change-point testing of high-dimensional spectral density matrices | 2024-01-04 | Paper |
| Projection inference for high-dimensional covariance matrices with structured shrinkage targets | 2022-11-04 | Paper |
| Sequential Gaussian approximation for nonstationary time series in high dimensions | 2022-03-07 | Paper |
| Regularity of multifractional moving average processes with random Hurst exponent | 2021-09-03 | Paper |
| Large‐sample approximations and change testing for high‐dimensional covariance matrices of multivariate linear time series and factor models | 2021-07-16 | Paper |
| High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation | 2021-04-29 | Paper |
| Detecting changes in the second moment structure of high-dimensional sensor-type data in a K-sample setting | 2021-03-09 | Paper |
| The Hotelling-like \(T^2\) control chart modified for detecting changes in images having the matrix normal distribution | 2020-05-13 | Paper |
| Testing and estimating change-points in the covariance matrix of a high-dimensional time series | 2020-03-20 | Paper |
| Nonparametric Gaussian inference for stable processes | 2019-10-23 | Paper |
| Jackknife variance estimation for general two-sample statistics and applications to common mean estimators under ordered variances | 2019-10-18 | Paper |
| On the accuracy of fixed sample and fixed width confidence intervals based on the vertically weighted average | 2019-08-30 | Paper |
| Multistage acceptance sampling under nonparametric dependent sampling designs | 2019-08-09 | Paper |
| Panel‐based stratified cluster sampling and analysis for photovoltaic outdoor measurements | 2019-02-08 | Paper |
| Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance | 2019-01-03 | Paper |
| Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage | 2018-06-13 | Paper |
| Estimation of the asymptotic variance of univariate and multivariate random fields and statistical inference | 2018-04-25 | Paper |
| Sequential detection of three-dimensional signals under dependent noise | 2017-09-27 | Paper |
| Large-sample approximations for variance-covariance matrices of high-dimensional time series | 2017-09-21 | Paper |
| Nonparametric Sequential Change-Point Detection by a Vertically Trimmed Box Method | 2017-07-27 | Paper |
| Nonparametric Sequential Signal Change Detection Under Dependent Noise | 2017-06-08 | Paper |
| Discussion on “An effective method for the explicit solution of sequential problems on the real line” by Sören Christensen | 2017-05-16 | Paper |
| Detecting Changes in Spatial-Temporal Image Data Based on Quadratic Forms | 2016-11-18 | Paper |
| Asymptotics for random functions moderated by dependent noise | 2016-10-21 | Paper |
| Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models | 2016-05-24 | Paper |
| Sampling Plans for Control-Inspection Schemes Under Independent and Dependent Sampling Designs with Applications to Photovoltaics | 2016-02-25 | Paper |
| Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation | 2015-10-20 | Paper |
| Estimation of the quantile function using Bernstein–Durrmeyer polynomials | 2014-06-06 | Paper |
| Decoupling change-point detection based on characteristic functions: methodology, asymptotics, subsampling and application | 2014-01-23 | Paper |
| Detection of Stationary Errors in Multiple Regressions with Integrated Regressors and Cointegration | 2013-10-18 | Paper |
| Basic knowledge in statistics. Short course for users from economy, computer science and engineering | 2013-05-16 | Paper |
| Sequential Data-Adaptive Bandwidth Selection by Cross-Validation for Nonparametric Prediction | 2013-02-21 | Paper |
| New approaches to nonparametric density estimation and selection of smoothing parameters | 2012-12-07 | Paper |
| Sequential Cross-Validated Bandwidth Selection Under Dependence and Anscombe-Type Extensions to Random Time Horizons | 2012-10-19 | Paper |
| MONITORING PROCEDURES TO DETECT UNIT ROOTS AND STATIONARITY | 2012-05-14 | Paper |
| Financial Statistics and Mathematical Finance | 2012-04-18 | Paper |
| Nonlinear Image Processing and Filtering: A Unified Approach Based on Vertically Weighted Regression | 2011-10-05 | Paper |
| Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev | 2011-01-13 | Paper |
| A surveillance procedure for random walks based on local linear estimation | 2010-06-18 | Paper |
| Basic knowledge statistics. Short course for users from economy, computer science and engineering. | 2009-12-14 | Paper |
| A binary control chart to detect small jumps | 2009-09-18 | Paper |
| Sequentially Updated Residuals and Detection of Stationary Errors in Polynomial Regression Models | 2008-09-30 | Paper |
| NP-Optimal Kernels for Nonparametric Sequential Detection Rules | 2008-04-03 | Paper |
| Tests in a Case–control Design Including Relatives | 2007-12-16 | Paper |
| Weighted Dickey-Fuller processes for detecting stationarity | 2007-10-24 | Paper |
| Basic knowledge statistics. Short course for users from economy, computer science and engineering | 2007-10-10 | Paper |
| Random Walks with Drift – A Sequential Approach | 2006-09-19 | Paper |
| Modeling disease dynamics and survivor functions by sanogenesis curves | 2005-06-01 | Paper |
| Optimal sequential kernel detection for dependent processes | 2005-06-01 | Paper |
| On the distribution of the clipping median under a mixture model | 2005-03-08 | Paper |
| A Bayesian View on Detecting Drifts by Nonparametric Methods | 2005-03-08 | Paper |
| Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives | 2005-02-24 | Paper |
| On detecting jumps in time series: nonparametric setting | 2004-12-20 | Paper |
| Sequential control of non-stationary processes by nonparametric kernel control charts | 2004-09-22 | Paper |
| Jump-preserving monitoring of dependent time series using pilot estimators | 2004-06-22 | Paper |
| Mathematical foundations of empirical research | 2003-09-23 | Paper |
| Nonparametric monitoring of financial time series by jump-preserving control charts | 2002-12-01 | Paper |
| On robust GMM estimation with applications in economics and finance | 2002-03-24 | Paper |
| Bootstrapping rank statistics. | 2002-01-29 | Paper |
| On a rank test in a two-factor mixed model with varying dependent repeated measurements | 1998-05-27 | Paper |
