| Publication | Date of Publication | Type |
|---|
| Threshold Estimation via Group Orthogonal Greedy Algorithm | 2024-10-09 | Paper |
| Self-normalized inference for stationarity of irregular spatial data | 2024-10-08 | Paper |
| Nearly unstable integer‐valued ARCH process and unit root testing | 2024-03-15 | Paper |
| Cointegration Rank Estimation for High-Dimensional Time Series With Breaks | 2023-11-17 | Paper |
| Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates | 2023-08-24 | Paper |
| Nonparametric testing for the specification of spatial trend functions | 2023-06-05 | Paper |
| Penalized Whittle likelihood for spatial data | 2023-03-17 | Paper |
| Inference for Structural Breaks in Spatial Models | 2022-10-13 | Paper |
| Simultaneous variable selection and structural identification for time‐varying coefficient models | 2022-08-11 | Paper |
| Consistent order selection for ARFIMA processes | 2022-06-24 | Paper |
| Optimal change-point estimation in time series | 2021-12-03 | Paper |
| NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS | 2021-11-25 | Paper |
| Group orthogonal greedy algorithm for change-point estimation of multivariate time series | 2021-05-07 | Paper |
| Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance | 2021-05-03 | Paper |
| Lasso-based Variable Selection of ARMA Models | 2021-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4986380 | 2021-04-27 | Paper |
| MARKOWITZ PORTFOLIO AND THE BLUR OF HISTORY | 2021-01-29 | Paper |
| Walsh Fourier Transform of Locally Stationary Time Series | 2020-05-27 | Paper |
| On Bartlett correction of empirical likelihood for regularly spaced spatial data | 2020-04-28 | Paper |
| Inference for the degree distributions of preferential attachment networks with zero-degree nodes | 2020-03-20 | Paper |
| On the Estimation of Locally Stationary Long-Memory Processes | 2020-03-16 | Paper |
| Efficient inference for nonlinear state space models: an automatic sample size selection rule | 2019-05-29 | Paper |
| Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data | 2019-05-23 | Paper |
| Portmanteau-type tests for unit-root and cointegration | 2019-04-26 | Paper |
| Nearly Unstable Processes: A Prediction Perspective | 2019-02-28 | Paper |
| Forecasting Online Auctions via Self‐Exciting Point Processes | 2018-10-12 | Paper |
| Modeling and Forecasting Online Auction Prices: A Semiparametric Regression Analysis | 2018-10-12 | Paper |
| Short‐Term Stock Price Prediction Based on Limit Order Book Dynamics | 2018-10-12 | Paper |
| Mildly explosive autoregression with mixing innovations | 2018-02-09 | Paper |
| Group LASSO for Structural Break Time Series | 2017-08-04 | Paper |
| Adaptive quantile regression with precise risk bounds | 2017-06-29 | Paper |
| Factor Modelling for High-Dimensional Time Series: Inference and Model Selection | 2017-03-16 | Paper |
| Nonlinear error correction model and multiple-threshold cointegration | 2016-10-26 | Paper |
| Bartlett Correction of Empirical Likelihood for Non‐Gaussian Short‐Memory Time Series | 2016-08-30 | Paper |
| Artifactual unit root behavior of value at risk (VaR) | 2016-06-24 | Paper |
| Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations | 2016-05-04 | Paper |
| SHRINKAGE ESTIMATION OF MEAN-VARIANCE PORTFOLIO | 2016-04-01 | Paper |
| LASSO estimation of threshold autoregressive models | 2015-10-30 | Paper |
| Stochastic integral convergence: a white noise calculus approach | 2015-10-28 | Paper |
| Residual-based test for fractional cointegration | 2015-09-29 | Paper |
| Simulation Techniques in Financial Risk Management | 2015-06-04 | Paper |
| On the Bartlett correction of empirical likelihood for Gaussian long-memory time series | 2014-09-05 | Paper |
| EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES | 2014-09-05 | Paper |
| Residual empirical processes for nearly unstable long-memory time series | 2014-08-06 | Paper |
| TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS | 2014-06-20 | Paper |
| Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes | 2014-02-25 | Paper |
| Non‐stationary autoregressive processes with infinite variance | 2014-02-25 | Paper |
| Marked empirical processes for non-stationary time series | 2014-02-04 | Paper |
| Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations | 2014-01-13 | Paper |
| Handbook of Financial Risk Management | 2013-10-08 | Paper |
| Moment bounds and mean squared prediction errors of long-memory time series | 2013-09-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326965 | 2013-08-01 | Paper |
| Statistical inference for non-stationary GARCH(\(p\),\(q\)) models | 2013-05-27 | Paper |
| Least squares estimators for nearly unstable processes for functionals of long-memory noises | 2013-05-23 | Paper |
| Unified asymptotic theory for nearly unstable AR(\(p\)) processes | 2013-03-06 | Paper |
| Interval estimation of the tail index of a GARCH(1,1) model | 2013-02-05 | Paper |
| Structural model of credit migration | 2012-12-30 | Paper |
| Spatial Modeling of Regional Variables | 2012-10-19 | Paper |
| TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS | 2012-06-11 | Paper |
| On parameter estimation of threshold autoregressive models | 2012-04-04 | Paper |
| A note on asymptotic inference for FIGARCH\((p,d,q)\) models | 2011-12-01 | Paper |
| Uniform moment bounds of Fisher's information with applications to time series | 2011-09-14 | Paper |
| Quantile inference for heteroscedastic regression models | 2011-03-22 | Paper |
| EMPIRICAL-LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR CONDITIONAL VARIANCE IN HETEROSKEDASTIC REGRESSION MODELS | 2011-03-08 | Paper |
| Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes | 2011-02-01 | Paper |
| Correction to: Residual empirical processes for long and short memory time series | 2011-01-19 | Paper |
| Time Series | 2010-12-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3057785 | 2010-11-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580594 | 2010-08-13 | Paper |
| Estimation of Long-Memory Time Series Models: a Survey of Different Likelihood-Based Methods | 2010-06-30 | Paper |
| On nonparametric local inference for density estimation | 2010-04-06 | Paper |
| Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence | 2009-12-16 | Paper |
| Time Series with Roots on or Near the Unit Circle | 2009-11-27 | Paper |
| Stochastic integrals driven by fractional Brownian motion and arbitrage: a tale of two integrals | 2009-11-16 | Paper |
| M-estimation in nonparametric regression under strong dependence and infinite variance | 2009-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325806 | 2009-07-24 | Paper |
| Integrated functionals of normal and fractional processes | 2009-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3600720 | 2009-02-05 | Paper |
| Residual empirical processes for long and short memory time series | 2008-11-18 | Paper |
| Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence | 2008-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3427552 | 2007-03-20 | Paper |
| EMPIRICAL LIKELIHOOD FOR GARCH MODELS | 2006-11-07 | Paper |
| Efficient Estimation of Seasonal Long‐Range‐Dependent Processes | 2006-09-19 | Paper |
| Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors | 2006-07-10 | Paper |
| Simulation Techniques in Financial Risk Management | 2006-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5468801 | 2006-05-12 | Paper |
| Long memory stochastic volatility : A bayesian approach | 2003-12-10 | Paper |
| THE ET INTERVIEW: PROFESSOR JOSEPH B. KADANE | 2003-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542751 | 2002-11-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3148847 | 2002-09-24 | Paper |
| THE ET INTERVIEW: PROFESSOR GEORGE C. TIAO | 2002-02-22 | Paper |
| State space modeling of long-memory processes | 1999-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351954 | 1998-03-30 | Paper |
| Priors for unit root models | 1997-06-22 | Paper |
| Inference for unstable long-memory processes with applications to fractional unit root autoregressions | 1996-07-31 | Paper |
| ASYMPTOTIC INFERENCE FOR NON-INVERTIBLE MOVING-AVERAGE TIME SERIES | 1996-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4369002 | 1996-01-01 | Paper |
| Inference for Near-Integrated Time Series With Infinite Variance | 1990-01-01 | Paper |
| Asymptotic inference for unstable auto-regressive time series with drifts | 1989-01-01 | Paper |
| On the nearly nonstationary seasonal time series | 1989-01-01 | Paper |
| Limiting distributions of least squares estimates of unstable autoregressive processes | 1988-01-01 | Paper |
| The Parameter Inference for Nearly Nonstationary Time Series | 1988-01-01 | Paper |
| Asymptotic inference for nearly nonstationary AR(1) processes | 1987-01-01 | Paper |
