| Publication | Date of Publication | Type |
|---|
| Generalised local polynomial estimators of smooth functionals of a distribution function with nonnegative support | 2025-01-22 | Paper |
| Joint parametric specification checking of conditional mean and volatility in time series models with martingale difference innovations | 2023-03-10 | Paper |
| Asymptotically optimal tests for non-linear autoregressive model with \(\beta \)-ARCH errors | 2021-11-12 | Paper |
| Optimal asymptotic MSE of kernel regression estimate for continuous time processes with missing at random response | 2019-09-25 | Paper |
| Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data | 2019-03-18 | Paper |
| Asymptotic normality of kernel density function estimator from continuous time stationary and dependent processes | 2019-02-20 | Paper |
| Limiting law results for a class of conditional mode estimates for functional stationary ergodic data | 2017-05-24 | Paper |
| Rate of uniform consistency for a class of mode regression on functional stationary ergodic data | 2017-03-30 | Paper |
| Uniform in bandwidth rate of convergence of the conditional mode estimate on functional stationary ergodic data | 2016-02-05 | Paper |
| Vector-on-function quantile regression for stationary ergodic processes | 2015-07-21 | Paper |
| Nonparametric multivariate \(L_{1}\)-median regression estimation with functional covariates | 2013-06-20 | Paper |
| A functional conditional symmetry test for a GARCH-SM model: Power asymptotic properties | 2013-04-23 | Paper |
| An efficient locally asymptotic parametric test in nonlinear heteroscedastic time series models | 2012-06-18 | Paper |
| Generalized kernel regression estimator for dependent size-biased data | 2011-12-08 | Paper |
| A simultaneous test for conditional mean and conditional variance functions in time series models with martingale difference innovations | 2011-05-20 | Paper |
| Generalised kernel smoothing for non-negative stationary ergodic processes | 2011-01-13 | Paper |
| Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties | 2010-11-10 | Paper |
| Rates of strong consistencies of the regression function estimator for functional stationary ergodic data | 2010-10-22 | Paper |
| On residual empirical processes of GARCH-SM models: application to conditional symmetry tests | 2010-04-22 | Paper |
| Local power of a Cramér-von Mises type test for parametric autoregressive models of order one | 2009-03-12 | Paper |
| A locally asymptotically powerful test for nonlinear autoregressive models | 2008-06-26 | Paper |
| A weak invariance principle for cumulated functionals of the regressogram estimator with dependent data | 2007-04-16 | Paper |
| Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors | 2005-08-05 | Paper |
| Non-Parametric Testing of Conditional Variance Functions in Time Series | 2005-04-11 | Paper |
| ON THE CONDITIONAL HOMOSCEDASTICITY TEST IN AUTOREGRESSIVE MODEL WITH ARCH ERROR | 2004-02-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4265713 | 2002-02-05 | Paper |
| A robust nonparametric estimation of the autoregression function under an ergodic hypothesis | 2001-08-17 | Paper |
| Nonparametric testing for correlation models with dependent data | 2001-05-17 | Paper |
| Exponential-type inequalities for martingale difference sequences. Application to nonparametric regression estimation | 1999-09-22 | Paper |
| Limiting distribution of weighted processes of residuals. Application to parametric nonlinear autoregressive models | 1997-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4878370 | 1996-07-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840413 | 1995-09-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4289157 | 1994-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5285973 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3986675 | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3361635 | 1991-01-01 | Paper |
