| Publication | Date of Publication | Type |
|---|
| Testing General Linear Hypotheses Under a High-Dimensional Multivariate Regression Model with Spiked Noise Covariance | 2024-12-10 | Paper |
| The state of cumulative sum sequential changepoint testing 70 years after page | 2024-11-13 | Paper |
| Estimation of prediction error in time series | 2024-11-13 | Paper |
| Functional Time Series Prediction Under Partial Observation of the Future Curve | 2023-07-03 | Paper |
| Two-Sample Tests for Relevant Differences in the Eigenfunctions of Covariance Operators | 2023-05-23 | Paper |
| TIME SERIES: A FIRST COURSE WITH BOOTSTRAP STARTER, by Tucker S.McElroy and Dimitris N.Politis. Published by CRC Press, 2020. 586 pp. ISBN: 9781439876510 | 2022-03-17 | Paper |
| Testing for stationarity of functional time series in the frequency domain | 2020-12-14 | Paper |
| High-dimensional general linear hypothesis tests via non-linear spectral shrinkage | 2020-10-07 | Paper |
| An adaptable generalization of Hotelling's $T^2$ test in high dimension | 2020-08-28 | Paper |
| Functional data analysis in the Banach space of continuous functions | 2020-08-28 | Paper |
| Bootstrapping spectral statistics in high dimensions | 2020-01-30 | Paper |
| Consistent Estimation for Partition-Wise Regression and Classification Models | 2019-02-08 | Paper |
| Detecting and Dating Structural Breaks in Functional Data Without Dimension Reduction | 2018-10-30 | Paper |
| On the Prediction of Stationary Functional Time Series | 2017-10-13 | Paper |
| Spectral analysis of sample autocovariance matrices of a class of linear time series in moderately high dimensions | 2017-09-21 | Paper |
| Segmented Model Selection in Quantile Regression Using the Minimum Description Length Principle | 2017-08-07 | Paper |
| Segmenting mean-nonstationary time series via trending regressions | 2017-05-12 | Paper |
| Functional Generalized Autoregressive Conditional Heteroskedasticity | 2017-01-12 | Paper |
| Piecewise quantile autoregressive modeling for nonstationary time series | 2017-01-11 | Paper |
| An adaptable generalization of Hotelling's $T^2$ test in high dimension | 2016-09-28 | Paper |
| Delay times of sequential procedures for multiple time series regression models | 2016-07-04 | Paper |
| Reaction times of monitoring schemes for ARMA time series | 2015-06-15 | Paper |
| On the Marčenko-Pastur law for linear time series | 2015-05-11 | Paper |
| Dependent functional linear models with applications to monitoring structural change | 2015-04-28 | Paper |
| Automatic estimation of flux distributions of astrophysical source populations | 2014-12-17 | Paper |
| ON-LINE MONITORING OF POLLUTION CONCENTRATIONS WITH AUTOREGRESSIVE MOVING AVERAGE TIME SERIES | 2014-12-17 | Paper |
| LIMIT LAWS IN TRANSACTION-LEVEL ASSET PRICE MODELS | 2014-09-25 | Paper |
| Mean shift testing in correlated data | 2014-08-06 | Paper |
| Random matrix theory in statistics: a review | 2014-06-10 | Paper |
| Structural breaks in time series | 2013-10-09 | Paper |
| Local bandwidth selection via second derivative segmentation | 2013-05-28 | Paper |
| On image segmentation using information theoretic criteria | 2012-09-03 | Paper |
| SEQUENTIAL TESTING FOR THE STABILITY OF HIGH-FREQUENCY PORTFOLIO BETAS | 2012-08-30 | Paper |
| On the reaction time of moving sum detectors | 2012-07-06 | Paper |
| A LIMIT THEOREM FOR MILDLY EXPLOSIVE AUTOREGRESSION WITH STABLE ERRORS | 2012-05-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3094073 | 2011-10-21 | Paper |
| Break detection in the covariance structure of multivariate time series models | 2009-12-09 | Paper |
| Estimation of a change-point in the mean function of functional data | 2009-11-13 | Paper |
| Extreme value distribution of a recursive-type detector in linear model | 2009-08-08 | Paper |
| NEAR-INTEGRATED RANDOM COEFFICIENT AUTOREGRESSIVE TIME SERIES | 2009-06-11 | Paper |
| ON DISTINGUISHING BETWEEN RANDOM WALK AND CHANGE IN THE MEAN ALTERNATIVES | 2009-06-11 | Paper |
| Monitoring shifts in mean: asymptotic normality of stopping times | 2009-06-02 | Paper |
| Extreme value theory for stochastic integrals of Legendre polynomials | 2009-03-25 | Paper |
| Testing for changes in polynomial regression | 2009-03-02 | Paper |
| Selection from a stable box | 2009-03-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3539595 | 2008-11-19 | Paper |
| Rescaled range analysis in the presence of stochastic trend | 2007-08-23 | Paper |
| Estimation in Random Coefficient Autoregressive Models | 2007-05-29 | Paper |
| Change‐point monitoring in linear models | 2007-02-13 | Paper |
| Strong approximation for the sums of squares of augmented GARCH sequences | 2006-11-06 | Paper |
| Testing for parameter stability in \(RCA(1)\) time series | 2006-08-16 | Paper |
| Delay time in sequential detection of change | 2005-04-07 | Paper |
| Approximations for the maximum of a vector-valued stochastic process with drift | 2004-10-19 | Paper |
| Strong approximation for RCA(1) time series with applications | 2004-10-04 | Paper |
| A note on estimating the change-point of a gradually changing stochastic process | 2002-09-05 | Paper |
