| Publication | Date of Publication | Type |
|---|
| Slicing-free inverse regression in high-dimensional sufficient dimension reduction | 2025-01-27 | Paper |
| Inference for Time Series Regression Models With Weakly Dependent and Heteroscedastic Errors | 2025-01-20 | Paper |
| A slicing-free perspective to sufficient dimension reduction: selective review and recent developments | 2025-01-15 | Paper |
| Testing serial independence of object-valued time series | 2024-11-13 | Paper |
| Dating the break in high-dimensional data | 2024-11-12 | Paper |
| Gaussian Approximation and Spatially Dependent Wild Bootstrap for High-Dimensional Spatial Data | 2024-11-01 | Paper |
| Volatility Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Multivariate Volatility | 2024-10-28 | Paper |
| Testing for the Martingale Difference Hypothesis in Multivariate Time Series Models | 2024-10-17 | Paper |
| Another look at bandwidth-free inference: a sample splitting approach | 2024-07-09 | Paper |
| On variance estimation of random forests with Infinite-order U-statistics | 2024-05-29 | Paper |
| Two-sample and change-point inference for non-Euclidean valued time series | 2024-03-25 | Paper |
| Change-point inference for high-dimensional heteroscedastic data | 2024-01-05 | Paper |
| Adaptive Inference for Change Points in High-Dimensional Data | 2023-07-06 | Paper |
| Testing the martingale difference hypothesis in high dimension | 2023-06-29 | Paper |
| Modelling the COVID-19 Infection Trajectory: A Piecewise Linear Quantile Trend Model | 2023-05-17 | Paper |
| Segmenting Time Series via Self-Normalisation | 2023-05-17 | Paper |
| Time series analysis of COVID-19 infection curve: a change-point perspective | 2022-12-14 | Paper |
| Robust inference for change points in high dimension | 2022-12-06 | Paper |
| Technology investments into a supplier with upstream entry | 2022-10-17 | Paper |
| A conversation with Stephen Portnoy | 2022-08-10 | Paper |
| Adaptive Change Point Monitoring for High-Dimensional Data | 2022-07-19 | Paper |
| FixedbSubsampling and the Block Bootstrap: Improved Confidence Sets based onp-Value Calibration | 2022-07-11 | Paper |
| Inference for Linear Models with Dependent Errors | 2022-07-11 | Paper |
| Inference for change points in high-dimensional data via selfnormalization | 2022-04-25 | Paper |
| Omnichannel retail move in a dual-channel supply chain | 2021-11-05 | Paper |
| Two Sample Testing in High Dimension via Maximum Mean Discrepancy | 2021-09-30 | Paper |
| Interpoint distance based two sample tests in high dimension | 2021-07-09 | Paper |
| Gaussian approximation and spatially dependent wild bootstrap for high-dimensional spatial data | 2021-03-19 | Paper |
| Distance-based and RKHS-based dependence metrics in high dimension | 2021-02-26 | Paper |
| Hypothesis testing for high-dimensional time series via self-normalization | 2020-12-14 | Paper |
| On the Coverage Bound Problem of Empirical Likelihood Methods for Time Series | 2019-06-12 | Paper |
| A Self-Normalized Approach to Confidence Interval Construction in Time Series | 2019-04-30 | Paper |
| Corrigendum: A Self-Normalized Approach to Confidence Interval Construction in Time Series | 2019-04-30 | Paper |
| BOOTSTRAP-ASSISTED UNIT ROOT TESTING WITH PIECEWISE LOCALLY STATIONARY ERRORS | 2019-03-27 | Paper |
| Testing Mutual Independence in High Dimension via Distance Covariance | 2018-10-30 | Paper |
| Martingale Difference Divergence Matrix and Its Application to Dimension Reduction for Stationary Multivariate Time Series | 2018-10-23 | Paper |
| Conditional mean and quantile dependence testing in high dimension | 2018-04-27 | Paper |
| Self-Normalization for Time Series: A Review of Recent Developments | 2017-10-13 | Paper |
| Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening | 2017-08-07 | Paper |
| Coverage bound for fixed-b subsampling and generalized subsampling for time series | 2016-10-26 | Paper |
| A bootstrap-assisted spectral test of white noise under unknown dependence | 2016-08-12 | Paper |
| Partial martingale difference correlation | 2015-08-25 | Paper |
| Testing for Change Points in Time Series | 2015-06-16 | Paper |
| Two sample inference for the second-order property of temporally dependent functional data | 2015-06-15 | Paper |
| The Dependent Wild Bootstrap | 2015-06-11 | Paper |
| The Dependent Random Weighting | 2015-05-20 | Paper |
| Fixed-b asymptotics for blockwise empirical likelihood | 2015-04-28 | Paper |
| ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA | 2015-01-12 | Paper |
| Partial martingale difference correlation | 2015-01-01 | Paper |
| Nonparametric functional central limit theorem for time series regression with application to self-normalized confidence interval | 2014-11-28 | Paper |
| Common coupled fixed point theorems for weakly compatible mappings in fuzzy metric spaces | 2014-08-01 | Paper |
| Self‐normalization for Spatial Data | 2014-05-26 | Paper |
| A general approach to the joint asymptotic analysis of statistics from sub-samples | 2014-04-24 | Paper |
| On a general class of long run variance estimators | 2014-04-16 | Paper |
| Improving the bandwidth-free inference methods by prewhitening | 2014-01-24 | Paper |
| A simple test of changes in mean in the possible presence of long-range dependence | 2013-10-04 | Paper |
| Fixed-smoothing asymptotics for time series | 2013-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326870 | 2013-07-31 | Paper |
| Testing the structural stability of temporally dependent functional observations and application to climate projections | 2013-05-28 | Paper |
| Bayesian model selection based on parameter estimates from subsamples | 2013-05-13 | Paper |
| Parametric Inference in Stationary Time Series Models with Dependent Errors | 2012-12-21 | Paper |
| LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION FOR NONLINEAR PROCESSES | 2012-05-14 | Paper |
| A LIMIT THEOREM FOR QUADRATIC FORMS AND ITS APPLICATIONS | 2012-05-14 | Paper |
| Fixed-b Subsampling and Block Bootstrap: Improved Confidence Sets Based on P-value Calibration | 2012-04-04 | Paper |
| A stochastic dynamic programming approach-based yield management with substitution and uncertainty in semiconductor manufacturing | 2011-07-21 | Paper |
| TESTING FOR WHITE NOISE UNDER UNKNOWN DEPENDENCE AND ITS APPLICATIONS TO DIAGNOSTIC CHECKING FOR TIME SERIES MODELS | 2011-04-27 | Paper |
| Modeling and analysis of material flows in re-entrant supply chain networks using modified partial differential equations | 2011-02-09 | Paper |
| A simple test of changes in mean in the possible presence of long-range dependence | 2011-02-01 | Paper |
| NONSTATIONARITY-EXTENDED WHITTLE ESTIMATION | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3561145 | 2010-05-25 | Paper |
| A GENERALIZED PORTMANTEAU TEST FOR INDEPENDENCE BETWEEN TWO STATIONARY TIME SERIES | 2010-04-08 | Paper |
| A tuning parameter free test for properties of space-time covariance functions | 2009-10-01 | Paper |
| Effects of sourcing structure on performance in a multiple-product assemble-to-order supply chain | 2009-04-08 | Paper |
| Confidence intervals for spectral mean and ratio statistics | 2009-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3543453 | 2008-12-02 | Paper |
| Statistical comparisons of methods for interpolating the output of a numerical air quality model | 2007-10-26 | Paper |
| Asymptotic spectral theory for nonlinear time series | 2007-10-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5755341 | 2007-08-20 | Paper |
| Local asymptotic powers of nonparametric and semiparametric tests for fractional integration | 2007-02-19 | Paper |
| Limit theorems for iterated random functions | 2004-09-24 | Paper |
