| Publication | Date of Publication | Type |
|---|
| Principal Volatility Component Analysis | 2025-01-20 | Paper |
| Rejoinder | 2025-01-20 | Paper |
| Market-Based Credit Ratings | 2025-01-20 | Paper |
| Some Methods for Analyzing Big Dependent Data | 2025-01-20 | Paper |
| Empirical Dynamic Quantiles for Visualization of High-Dimensional Time Series | 2024-10-18 | Paper |
| Testing Serial Correlation and ARCH Effect of High-Dimensional Time-Series Data | 2024-10-11 | Paper |
| Matrix-variate time series analysis: a brief review and some new developments | 2024-09-30 | Paper |
| Rank-R matrix autoregressive models for modeling spatio-temporal data | 2024-06-24 | Paper |
| Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data | 2024-01-08 | Paper |
| Testing for symmetric correlation matrices with applications to factor models | 2023-08-24 | Paper |
| A testing approach to clustering scalar time series | 2023-08-24 | Paper |
| Modeling High-Dimensional Time Series: A Factor Model With Dynamically Dependent Factors and Diverging Eigenvalues | 2023-03-09 | Paper |
| Testing independence between two spatial random fields | 2022-10-18 | Paper |
| Parsimony inducing priors for large scale state-space models | 2022-07-15 | Paper |
| A Predictive Approach for Selection of Diffusion Index Models | 2022-05-31 | Paper |
| Multivariate Hysteretic Autoregressive Models | 2022-04-25 | Paper |
| Tensor Canonical Correlation Analysis With Convergence and Statistical Guarantees | 2022-03-29 | Paper |
| Matrix Autoregressive Spatio-Temporal Models | 2022-03-29 | Paper |
| Time evolution of income distributions with subgroup decompositions | 2022-03-04 | Paper |
| Statistical Learning for Big Dependent Data | 2021-05-10 | Paper |
| High-dimensional Linear Regression for Dependent Data with Applications to Nowcasting | 2021-04-27 | Paper |
| Constrained Factor Models for High-Dimensional Matrix-Variate Time Series | 2020-10-28 | Paper |
| Testing serial correlations in high-dimensional time series via extreme value theory | 2020-03-20 | Paper |
| Comments on ``Data science, big data and statistics | 2019-09-18 | Paper |
| Spatio-Temporal Models with Space-Time Interaction and Their Applications to Air Pollution Data | 2019-08-01 | Paper |
| Modelling structured correlation matrices | 2019-06-24 | Paper |
| Clustering Multiple Time Series with Structural Breaks | 2019-06-17 | Paper |
| A Structural‐Factor Approach to Modeling High‐Dimensional Time Series and Space‐Time Data | 2019-05-23 | Paper |
| Nonlinear Time Series Analysis | 2018-11-01 | Paper |
| Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach | 2018-10-11 | Paper |
| Doubly Constrained Factor Models with Applications | 2016-10-26 | Paper |
| A conversation with George C. Tiao | 2016-01-22 | Paper |
| High dimensional dynamic stochastic copula models | 2015-10-30 | Paper |
| Constrained Factor Models | 2015-06-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2871093 | 2014-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326969 | 2013-08-01 | Paper |
| Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market | 2012-12-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2906620 | 2012-09-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2902624 | 2012-08-21 | Paper |
| Dynamic Orthogonal Components for Multivariate Time Series | 2012-03-22 | Paper |
| Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong | 2011-08-19 | Paper |
| Quantile regression models with factor‐augmented predictors and information criterion | 2011-07-27 | Paper |
| Random aggregation with applications in high-frequency finance | 2011-07-27 | Paper |
| Particle filters and Bayesian inference in financial econometrics | 2011-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3084282 | 2011-03-15 | Paper |
| Model selection for generalized linear models with factor-augmented predictors | 2011-02-22 | Paper |
| Estimation of covariance matrix via the sparse Cholesky factor with lasso | 2010-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3583112 | 2010-08-26 | Paper |
| Canonical correlation analysis for the vector AR(1) model with ARCH innovations | 2008-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5386586 | 2008-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434007 | 2008-01-09 | Paper |
| Outlier Detection in Multivariate Time Series by Projection Pursuit | 2007-08-20 | Paper |
| Bayesian methods for change-point detection in long-range dependent processes | 2007-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5474899 | 2006-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3368263 | 2006-01-27 | Paper |
| Analysis of Financial Time Series | 2005-11-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5312862 | 2005-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4779802 | 2002-10-27 | Paper |
| Testing and Modeling Multivariate Threshold Models | 2002-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2746488 | 2002-02-05 | Paper |
| A nonlinear autoregressive conditional duration model with applications to financial transaction data | 2001-10-10 | Paper |
| Outliers in multivariate time series | 2001-09-09 | Paper |
| Limiting properties of the least squares estimator of a continuous threshold autoregressive model | 2000-06-13 | Paper |
| A Unified Approach to Identifying Multivariate Time Series Models | 1999-11-28 | Paper |
| Tests for multinormality with applications to time series | 1999-07-07 | Paper |
| Forecasting the U.S. Unemployment Rate | 1998-12-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4344415 | 1998-02-05 | Paper |
| Nonlinear transfer functions | 1998-01-22 | Paper |
| Making control charts more effective by time series analysis: three illustrative applications | 1997-03-20 | Paper |
| Bandwidth selection for kernel regression with long-range dependent errors | 1997-01-01 | Paper |
| ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES | 1996-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369002 | 1996-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834787 | 1995-11-28 | Paper |
| Additivity tests for nonlinear autoregression | 1995-10-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839930 | 1995-09-19 | Paper |
| Model Checking via Parametric Bootstraps in Time Series Analysis | 1995-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839942 | 1995-07-18 | Paper |
| STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS | 1995-03-01 | Paper |
| BAYESIAN ANALYSIS OF AUTOREGRESSIVE TIME SERIES VIA THE GIBBS SAMPLER | 1994-06-29 | Paper |
| Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series | 1994-01-09 | Paper |
| Functional-Coefficient Autoregressive Models | 1993-11-24 | Paper |
| On the ergodicity of \(TAR(1)\) processes | 1992-06-28 | Paper |
| Asymptotic properties of multivariate nonstationary processes with applications to autoregressions | 1990-01-01 | Paper |
| IDENTIFYING MULTIVARIATE TIME SERIES MODELS | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3468494 | 1989-01-01 | Paper |
| Testing and Modeling Threshold Autoregressive Processes | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3209995 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5203530 | 1988-01-01 | Paper |
| Conditional Heteroscedastic Time Series Models | 1987-01-01 | Paper |
| Nonlinearity tests for time series | 1986-01-01 | Paper |
| Use of canonical analysis in time series model identification | 1985-01-01 | Paper |
| Order selection in nonstationary autoregressive models | 1984-01-01 | Paper |
| Regression Models with Time Series Errors | 1984-01-01 | Paper |
| Consistent Estimates of Autoregressive Parameters and Extended Sample Autocorrelation Function for Stationary and Nonstationary ARMA Models | 1984-01-01 | Paper |
| Consistency properties of least squares estimates of autoregressive parameters in ARMA models | 1983-01-01 | Paper |
