| Publication | Date of Publication | Type |
|---|
| Estimating and Testing Nonlinear Local Dependence Between Two Time Series | 2024-11-08 | Paper |
| The Locally Gaussian Partial Correlation | 2024-10-17 | Paper |
| A New Class of Bivariate Threshold Cointegration Models | 2024-10-09 | Paper |
| Statistical embedding: beyond principal components | 2024-01-23 | Paper |
| Some recent trends in embeddings of time series and dynamic networks | 2023-08-24 | Paper |
| Multivariate self-exciting jump processes with applications to financial data | 2023-06-02 | Paper |
| Nonlinear Spectral Analysis: A Local Gaussian Approach | 2023-03-27 | Paper |
| On Bandwidth Choice for Spatial Data Density Estimation | 2022-07-08 | Paper |
| Some notes on nonlinear cointegration: A partial review with some novel perspectives | 2022-03-04 | Paper |
| Statistical dependence: beyond Pearson's \(\rho\) | 2022-02-16 | Paper |
| Robust nonlinear regression estimation in null recurrent time series | 2021-10-26 | Paper |
| Statistical Modeling Using Local Gaussian Approximation | 2021-08-19 | Paper |
| Discussion of: ``Models as approximations | 2020-08-26 | Paper |
| Pairwise local Fisher and naive Bayes: improving two standard discriminants | 2020-03-20 | Paper |
| Multivariate count autoregression | 2019-12-05 | Paper |
| Statistical dependence: Beyond Pearson's $\rho$ | 2018-09-27 | Paper |
| Self-exciting jump processes with applications to energy markets | 2018-04-19 | Paper |
| Asymptotic normality and parameter change test for bivariate Poisson INGARCH models | 2018-03-23 | Paper |
| The locally Gaussian density estimator for multivariate data | 2018-03-07 | Paper |
| Conditional density estimation using the local Gaussian correlation | 2018-02-27 | Paper |
| Specification testing for nonlinear multivariate cointegrating regressions | 2017-08-21 | Paper |
| Nonparametric Estimation of Probability Density Functions for Irregularly Observed Spatial Data | 2017-08-07 | Paper |
| Estimation in threshold autoregressive models with a stationary and a unit root regime | 2017-05-12 | Paper |
| Local Gaussian correlation: a new measure of dependence | 2017-05-12 | Paper |
| Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures | 2017-03-16 | Paper |
| Local Gaussian Autocorrelation and Tests for Serial Independence | 2017-01-12 | Paper |
| Estimation in nonlinear regression with Harris recurrent Markov chains | 2016-11-18 | Paper |
| Estimation for single-index and partially linear single-index integrated models | 2016-02-22 | Paper |
| UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES | 2015-11-20 | Paper |
| Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation | 2015-10-16 | Paper |
| Recognizing and visualizing copulas: an approach using local Gaussian approximation | 2015-01-28 | Paper |
| Model selection of copulas: AIC versus a cross validation copula information criterion | 2014-07-15 | Paper |
| Modelling Nonlinear Economic Time Series | 2014-06-27 | Paper |
| Correction to ``On weak dependence conditions for Poisson autoregressions | 2013-12-06 | Paper |
| Bias and bandwidth for local likelihood density estimation | 2013-11-29 | Paper |
| Some recent theory for autoregressive count time series | 2013-02-05 | Paper |
| Rejoinder on: Some recent theory for autoregressive count time series | 2013-02-05 | Paper |
| Nonlinear Poisson autoregression | 2012-12-27 | Paper |
| Adaptively Varying-Coefficient Spatiotemporal Models | 2012-10-16 | Paper |
| A Convolution Estimator for the Density of Nonlinear Regression Observations | 2012-09-01 | Paper |
| On weak dependence conditions for Poisson autoregressions | 2012-07-05 | Paper |
| NULL RECURRENT UNIT ROOT PROCESSES | 2012-03-29 | Paper |
| Log-linear Poisson autoregression | 2011-03-14 | Paper |
| Poisson Autoregression | 2011-02-01 | Paper |
| Nonparametric regression estimation in a null recurrent time series | 2010-09-20 | Paper |
| NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY | 2009-12-15 | Paper |
| Specification testing in nonlinear and nonstationary time series autoregression | 2009-12-09 | Paper |
| NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES | 2009-06-11 | Paper |
| Spatial smoothing, nugget effect and infill asymptotics | 2008-12-10 | Paper |
| Moment inequalities for spatial processes | 2008-04-28 | Paper |
| Exploring spatial nonlinearity using additive approximation | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434017 | 2008-01-09 | Paper |
| Nonparametric estimation in a nonlinear cointegration type model | 2007-07-23 | Paper |
| Estimation in semiparametric spatial regression | 2006-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317344 | 2005-09-16 | Paper |
| Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series | 2005-05-20 | Paper |
| Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation | 2005-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407587 | 2004-01-20 | Paper |
| NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS | 2003-05-18 | Paper |
| Nonparametric estimation in null recurrent time series. | 2002-11-14 | Paper |
| Linearity testing using local polynomial approximation | 2000-08-24 | Paper |
| Modelling panels of intercorrelated autoregressive time series | 2000-08-21 | Paper |
| Nonparametric statistics for testing of linearity and serial independence | 1998-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356554 | 1998-02-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4496038 | 1998-01-01 | Paper |
| Measures of Dependence and Tests of Independence | 1997-12-01 | Paper |
| Nonparametric tests of linearity for time series | 1995-11-01 | Paper |
| Nonparametric Identification of Nonlinear Time Series: Projections | 1995-02-23 | Paper |
| Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags | 1995-02-23 | Paper |
| Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality | 1995-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4307738 | 1994-11-20 | Paper |
| A nonparametric test of serial independence based on the empirical distribution function | 1994-06-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4035109 | 1993-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3349820 | 1991-01-01 | Paper |
| Non-linear time series and Markov chains | 1990-01-01 | Paper |
| Loss of spectral peaks in autoregressive spectral estimation | 1987-01-01 | Paper |
| MULTIPLE BILINEAR TIME SERIES MODELS | 1987-01-01 | Paper |
| Estimation in nonlinear time series models | 1986-01-01 | Paper |
| SOME DOUBLY STOCHASTIC TIME SERIES MODELS | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3685046 | 1985-01-01 | Paper |
| LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE | 1985-01-01 | Paper |
| Statistical spatial series modelling II: Some further results on unilateral lattice processes | 1983-01-01 | Paper |
| Bias of some commonly-used time series estimates | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3662366 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4745070 | 1983-01-01 | Paper |
| AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE | 1982-01-01 | Paper |
| EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES | 1982-01-01 | Paper |
| Factorizing multivariate time series operators | 1981-01-01 | Paper |
| Granger-causality in multiple time series | 1981-01-01 | Paper |
| A numerical comparison of two criteria for determining the order of ar processes | 1981-01-01 | Paper |
| Measuring deviations from stationarity | 1980-01-01 | Paper |
| A measure of association for spatial variables | 1978-01-01 | Paper |
| Statistical spatial series modelling | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4169498 | 1978-01-01 | Paper |
| On a class of nonstationary random processes | 1976-01-01 | Paper |
| Spectral representations and density operators for infinite-dimensional homogeneous random fields | 1976-01-01 | Paper |
| A Commutation Relation for Wide Sense Stationary Processes | 1976-01-01 | Paper |
| Linear time-invariant transformations of some nonstationary random processes | 1976-01-01 | Paper |
| Spectral generating operators for non-stationary processes | 1976-01-01 | Paper |
| On random processes that are almost strict sense stationary | 1976-01-01 | Paper |
| Multiplicity theory for multivariate wide sense stationary generalized processes | 1975-01-01 | Paper |
| Some properties and examples of random processes that are almost wide sense stationary | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4131349 | 1975-01-01 | Paper |
