| Publication | Date of Publication | Type |
|---|
| Branching random walk with infinite progeny mean: a tale of two tails | 2023-05-17 | Paper |
| The tail process and tail measure of continuous time regularly varying stochastic processes | 2022-04-04 | Paper |
| Heavy-Tailed Time Series | 2020-05-18 | Paper |
| Statistical inference for heavy tailed series with extremal independence | 2020-02-28 | Paper |
| The tail empirical process of regularly varying functions of geometrically ergodic Markov chains | 2019-11-27 | Paper |
| The tail process revisited | 2018-12-20 | Paper |
| Tail measure and spectral tail process of regularly varying time series | 2018-12-17 | Paper |
| An invariance principle for sums and record times of regularly varying stationary sequences | 2018-11-21 | Paper |
| Markov Chains | 2018-08-28 | Paper |
| Drift in Transaction‐Level Asset Price Models | 2017-09-18 | Paper |
| Asymptotics for duration-driven long range dependent processes | 2016-05-27 | Paper |
| Estimation of conditional laws given an extreme component | 2016-01-22 | Paper |
| The diameter of an elliptical cloud | 2015-08-07 | Paper |
| Heavy tailed time series with extremal independence | 2015-07-07 | Paper |
| Convergence to Stable Laws in the SpaceD | 2015-05-29 | Paper |
| LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS | 2014-09-25 | Paper |
| Estimating the scaling function of multifractal measures and multifractal random walks using ratios | 2014-04-10 | Paper |
| Estimation of limiting conditional distributions for the heavy tailed long memory stochastic volatility process | 2013-06-25 | Paper |
| Limit Theorems for Long-Memory Stochastic Volatility Models with Infinite Variance: Partial Sums and Sample Covariances | 2013-02-28 | Paper |
| Function-indexed empirical processes based on an infinite source Poisson transmission stream | 2012-08-09 | Paper |
| Optimal rates of convergence in the Weibull model based on kernel-type estimators | 2012-05-18 | Paper |
| Monotone spectral density estimation | 2011-04-05 | Paper |
| On the properties of the periodogram of a stationary long-memory process over different epochs with applications | 2011-02-22 | Paper |
| The tail empirical process for long memory stochastic volatility sequences | 2011-01-14 | Paper |
| Limit Conditional Distributions for Bivariate Vectors with Polar Representation | 2010-05-21 | Paper |
| Stochastic Volatility Models with Long Memory | 2009-11-27 | Paper |
| CONDITIONS FOR THE PROPAGATION OF MEMORY PARAMETER FROM DURATIONS TO COUNTS AND REALIZED VOLATILITY | 2009-09-30 | Paper |
| Estimation of bivariate excess probabilities for elliptical models | 2009-03-02 | Paper |
| Corrigendum to "Estimating Long Memory in Volatility" | 2008-06-13 | Paper |
| On the existence of some ARCH\((\infty)\)processes | 2008-04-28 | Paper |
| Computable convergence rates for sub-geometric ergodic Markov chains | 2008-02-06 | Paper |
| Estimation of the memory parameter of the infinite-source Poisson process | 2008-01-09 | Paper |
| Log-average periodogram estimator of the memory parameter | 2007-12-05 | Paper |
| Estimation of Long Memory in the Presence of a Smooth Nonparametric Trend | 2007-08-20 | Paper |
| Subgeometric ergodicity of Markov chains | 2007-01-09 | Paper |
| Long Memory in Nonlinear Processes | 2007-01-09 | Paper |
| Estimating Long Memory in Volatility | 2006-10-24 | Paper |
| Nonlinear functionals of the periodogram | 2005-05-20 | Paper |
| The FEXP estimator for potentially non-stationary linear time series. | 2005-02-25 | Paper |
| Estimation of the location and exponent of the spectral singularity of a long memory process | 2004-11-24 | Paper |
| The periodogram of an i.i.d. sequence. | 2004-09-22 | Paper |
| Practical drift conditions for subgeometric rates of convergence. | 2004-09-15 | Paper |
| Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. | 2004-03-14 | Paper |
| The central limit theorem for stationary associated sequences | 2003-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407607 | 2003-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410084 | 2003-07-01 | Paper |
| TESTING FOR LONG MEMORY IN VOLATILITY | 2003-05-18 | Paper |
| Adaptive estimation of the fractional differencing coefficient | 2003-03-10 | Paper |
| Adaptive estimation of the spectral density of a weakly or strongly dependent Gaussian process | 2003-02-10 | Paper |
| Moment bounds and central limit theorem for functions of Gaussian vectors | 2002-09-15 | Paper |
| Convergence of random spectral measures and applications to invariance principles. | 2002-01-24 | Paper |
| Estimation adaptative de la densité spectrale d'un processus gaussien faiblement ou fortement dépendant | 2001-10-04 | Paper |
| Broadband log-periodogram regression of time series with long-range dependence | 2001-06-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4496052 | 2001-03-19 | Paper |
| Data Driven Order Selection for Projection Estimator of the Spectral Density of Time Series with Long Range Dependence | 2001-03-01 | Paper |
| Marcinkiewicz-Zygmund strong laws for infinite variance time series. | 2000-01-01 | Paper |
| Wavelet estimator of long-range dependent processes. | 2000-01-01 | Paper |
| Recent advances on the semi-parametric estimation of the long-range dependence coefficient | 1999-01-27 | Paper |
| Non parametric estimation of the diffusion coefficient of a diffusion process | 1998-09-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351557 | 1998-02-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5690661 | 1997-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3985716 | 1992-06-27 | Paper |
