| Publication | Date of Publication | Type |
|---|
| Statistical inference for wavelet curve estimators of symmetric positive definite matrices | 2024-05-21 | Paper |
| Time-varying spectral matrix estimation via intrinsic wavelet regression for surfaces of Hermitian positive definite matrices | 2022-07-22 | Paper |
| Intrinsic Data Depth for Hermitian Positive Definite Matrices | 2022-03-28 | Paper |
| Intrinsic Wavelet Regression for Curves of Hermitian Positive Definite Matrices | 2021-07-06 | Paper |
| Time-varying general dynamic factor models and the measurement of financial connectedness | 2021-03-24 | Paper |
| Time-frequency analysis of locally stationary Hawkes processes | 2019-04-30 | Paper |
| Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series | 2019-03-05 | Paper |
| Asymptotics for high-dimensional covariance matrices and quadratic forms with applications to the trace functional and shrinkage | 2018-06-13 | Paper |
| Large-sample approximations for variance-covariance matrices of high-dimensional time series | 2017-09-21 | Paper |
| Locally stationary covariance and signal estimation with macrotiles | 2017-09-08 | Paper |
| Functional mixed effects wavelet estimation for spectra of replicated time series | 2016-09-21 | Paper |
| Fitting dynamic factor models to non-stationary time series | 2016-08-12 | Paper |
| Locally stationary Hawkes processes | 2016-04-20 | Paper |
| Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time Series | 2015-06-15 | Paper |
| A novel semi-distance for measuring dissimilarities of curves with sharp local patterns | 2015-05-15 | Paper |
| Data-driven shrinkage of the spectral density matrix of a high-dimensional time series | 2015-01-27 | Paper |
| Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously | 2014-10-13 | Paper |
| Block‐threshold‐adapted Estimators via a Maxiset Approach | 2014-05-02 | Paper |
| Ideal denoising within a family of tree-structured wavelet estimators | 2013-05-28 | Paper |
| Structural shrinkage of nonparametric spectral estimators for multivariate time series | 2013-05-24 | Paper |
| Using \textsc{Bagidis} in nonparametric functional data analysis: predicting from curves with sharp local features | 2013-03-12 | Paper |
| Combining thresholding rules: a new way to improve the performance of wavelet estimators | 2012-12-20 | Paper |
| LOCALLY STATIONARY FACTOR MODELS: IDENTIFICATION AND NONPARAMETRIC ESTIMATION | 2012-01-04 | Paper |
| Locally stationary long memory estimation | 2011-06-15 | Paper |
| Classification of multivariate non-stationary signals: the SLEX-shrinkage approach | 2010-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580321 | 2010-08-12 | Paper |
| A wavelet-Fisz approach to spectrum estimation | 2010-04-22 | Paper |
| Second-generation wavelet denoising methods for irregularly spaced data in two dimensions | 2009-10-29 | Paper |
| Shrinkage estimation in the frequency domain of multivariate time series | 2009-03-25 | Paper |
| Locally adaptive estimation of evolutionary wavelet spectra | 2008-08-28 | Paper |
| Multivariate wavelet-based shape-preserving estimation for dependent observations | 2008-01-09 | Paper |
| Smooth Design-Adapted Wavelets for Nonparametric Stochastic Regression | 2007-08-20 | Paper |
| SLEX Analysis of Multivariate Nonstationary Time Series | 2007-08-20 | Paper |
| Estimation of nonlinear autoregressive models using design-adapted wavelets | 2006-03-10 | Paper |
| ON ADAPTIVE ESTIMATION FOR LOCALLY STATIONARY WAVELET PROCESSES AND ITS APPLICATIONS | 2005-10-17 | Paper |
| Forecasting non-stationary time series by wavelet process modelling | 2004-09-27 | Paper |
| Smoothing Spline ANOVA for Time-Dependent Spectral Analysis | 2004-06-10 | Paper |
| Automatic Statistical Analysis of Bivariate Nonstationary Time Series | 2003-08-13 | Paper |
| A simple generalised crossvalidation method of span selection for periodogram smoothing | 2003-04-10 | Paper |
| The SLEX model of a non-stationary random process | 2002-08-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2769706 | 2002-06-10 | Paper |
| Non-parametric Curve Estimation by Wavelet Thresholding with Locally Stationary Errors | 2001-09-23 | Paper |
| A Wavelet-Based Test for Stationarity | 2001-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2715900 | 2001-05-29 | Paper |
| Nonlinear wavelet estimation of time-varying autoregressive processes | 2001-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4389399 | 1999-05-05 | Paper |
| Wavelets in time-series analysis | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351556 | 1997-11-04 | Paper |
| Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra | 1997-06-23 | Paper |
| Wavelet smoothing of evolutionary spectra by nonlinear thresholding | 1997-04-23 | Paper |
| CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA | 1996-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4850001 | 1996-02-12 | Paper |
| Estimating nonlinear functions of the spectral density, using a data- taper | 1995-08-21 | Paper |
| PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION | 1995-03-12 | Paper |
| Estimating the Spectrum of a Stochastic Process in the Presence of a Contaminating Signal | 1993-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4023765 | 1993-01-23 | Paper |
