| Publication | Date of Publication | Type |
|---|
| Estimating Generalized Additive Conditional Quantiles for Absolutely Regular Processes | 2023-06-06 | Paper |
| On portmanteau-type tests for nonlinear multivariate time series | 2023-03-17 | Paper |
| Simultaneity and Asymmetry of Returns and Volatilities: The Emerging Baltic States' Stock Exchanges | 2023-03-13 | Paper |
| A multi-step kernel–based regression estimator that adapts to error distributions of unknown form | 2022-05-25 | Paper |
| The marginal distribution function of threshold-type processes with central symmetric innovations | 2022-03-17 | Paper |
| Kernel-based hidden Markov conditional densities | 2022-02-18 | Paper |
| Asymmetric vector moving average models: estimation and testing | 2021-06-16 | Paper |
| Penalized averaging of parametric and non-parametric quantile forecasts | 2020-09-03 | Paper |
| Testing non-linearities in world stock market prices | 2017-11-09 | Paper |
| Elements of nonlinear time series analysis and forecasting | 2017-03-21 | Paper |
| Non parametric portmanteau tests for detecting non linearities in high dimensions | 2016-05-25 | Paper |
| Asymptotically Informative Prior for Bayesian Analysis | 2014-10-14 | Paper |
| Bahadur representation for the nonparametricM-estimator under α-mixing dependence | 2014-03-12 | Paper |
| Some exact tests for manifest properties of latent trait models | 2012-09-15 | Paper |
| Efficient Estimation of an Additive Quantile Regression Model | 2012-09-01 | Paper |
| Kernel-smoothed conditional quantiles of correlated bivariate discrete data | 2011-11-10 | Paper |
| Partial sums of lagged cross-products of AR residuals and a test for white noise | 2009-06-02 | Paper |
| Detecting change-points in multidimensional stochastic processes | 2009-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3608245 | 2009-02-28 | Paper |
| Power of the Neyman Smooth Test for Evaluating Multivariate Forecast Densities | 2009-02-24 | Paper |
| Modeling vector nonlinear time series using POLYMARS | 2008-11-04 | Paper |
| MDL Mean Function Selection in Semiparametric Kernel Regression Models | 2008-09-24 | Paper |
| TR Multivariate Conditional Median Estimation | 2007-06-28 | Paper |
| On the \(u\)\,th geometric conditional quantile | 2007-06-26 | Paper |
| A Multivariate Quantile Predictor | 2006-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4831350 | 2004-12-29 | Paper |
| On Conditional Density Estimation | 2004-06-15 | Paper |
| On Additive Conditional Quantiles With High-Dimensional Covariates | 2004-06-10 | Paper |
| Nonlinear stochastic inflation modelling using SEASETARs. | 2003-11-16 | Paper |
| Mean squared error properties of the kernel-based multi-stage median predictor for time series | 2002-09-05 | Paper |
| MULTI-STAGE KERNEL-BASED CONDITIONAL QUANTILE PREDICTION IN TIME SERIES | 2002-07-28 | Paper |
| Cross‐validation Criteria for Setar Model Selection | 2001-09-16 | Paper |
| Nonparametric conditional predictive regions for time series | 2000-08-21 | Paper |
| Nonparametric forecasting: a comparison of three kernel-based methods | 2000-02-13 | Paper |
| On threshold moving-average models | 1998-12-09 | Paper |
| Testing linearity against nonlinear moving average models | 1998-12-03 | Paper |
| On forecasting SETAR processes | 1998-03-25 | Paper |
| Invertibility of non-linear time series models | 1997-11-10 | Paper |
| Component extraction analysis of multivariate time series | 1997-02-27 | Paper |
| Cumulated prediction errors of multivariate time series models | 1997-01-09 | Paper |
| Cross-validation criteria for covariance structures | 1996-01-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4854084 | 1995-11-08 | Paper |
| Dynamic factor analysis of nonstationary multivariate time series | 1993-04-01 | Paper |
| Discriminating between nonstationary and nearly nonstationary time series models: A simulation study | 1992-10-26 | Paper |
| Discrimination between nonstationary and nearly nonstationary processes, and its effect on forecasting | 1990-01-01 | Paper |
| Min-max optimal instrumental variable estimation method for multivariate linear time-series systems | 1989-01-01 | Paper |
| Sampled autocovariance and autocorrelation results for linear time processes | 1988-01-01 | Paper |
| A specification strategy for order determination in arma models | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3218993 | 1985-01-01 | Paper |
| Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey | 1985-01-01 | Paper |
| Moments of the sampled space-time autocovariance and autocorrelation function | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3805703 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3316428 | 1983-01-01 | Paper |
| On the maximum likelihood estimation of the parameters of a Gaussian moving average process | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3956266 | 1982-01-01 | Paper |
| An investigation of the moments of the sample autocovariances and autocorrelations for general arma processes | 1981-01-01 | Paper |
| Exact moments of the sample autocorrelations from series generated by general ARIMA processes of order (p,d,q), d=0 or 1 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3888403 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3893187 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3893188 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3914264 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3923456 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3872582 | 1979-01-01 | Paper |
| On the inverse of the autocovariance matrix for a general mixed autoregressive moving average process | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4176868 | 1977-01-01 | Paper |
