| Publication | Date of Publication | Type |
|---|
| Zero-modified count time series modeling with an application to influenza cases | 2024-12-05 | Paper |
| Latent level correlation modeling of multivariate discrete-valued financial time series | 2024-10-09 | Paper |
| Time series clustering and classification via frequency domain methods | 2024-09-11 | Paper |
| An introduction to persistent homology for time series | 2024-09-11 | Paper |
| Clustering high-frequency financial time series based on information theory | 2024-07-29 | Paper |
| Nonlinear time series classification using bispectrum-based deep convolutional neural networks | 2024-07-25 | Paper |
| Improving promotional effectiveness for consumer goods -- a dynamic Bayesian approach | 2024-07-25 | Paper |
| Collaborative analysis for energy usage monitoring and management on a large university campus | 2024-05-27 | Paper |
| Multiple day biclustering of high-frequency financial time series | 2024-05-19 | Paper |
| Online Evidential Nearest Neighbour Classification for Internet of Things Time Series | 2024-04-05 | Paper |
| Foreword: COVID‐19 Mini‐issue—Statistical Primers | 2023-12-12 | Paper |
| Bayesian analysis of spherically parameterized dynamic multivariate stochastic volatility models | 2023-08-29 | Paper |
| Estimating functions for circular time series models | 2023-08-21 | Paper |
| Subsampling in longitudinal models | 2023-07-04 | Paper |
| Review of statistical approaches for modeling high-frequency trading data | 2023-06-30 | Paper |
| Count Time Series: A Methodological Review | 2023-05-22 | Paper |
| Dynamic Time Series Models using R-INLA | 2022-08-08 | Paper |
| Characterizations and generalizations of the negative binomial distribution | 2022-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5087639 | 2022-07-01 | Paper |
| A note on response mean confidence band for linear regression models | 2022-06-21 | Paper |
| A First Course in Linear Model Theory | 2021-09-02 | Paper |
| State Space Methods for Time Series Analysis: Theory, Applications And Software. Jose Casals, Alfredo Garica‐Hiernaux, Miguel Jerez, Sonia Sotoca, and A. Alexandre Trindade, Boca Raton: CRC Press | 2020-02-07 | Paper |
| Livestock mortality catastrophe insurance using fatal shock process | 2020-02-03 | Paper |
| Fast Bayesian estimation for VARFIMA processes with stable errors | 2019-09-13 | Paper |
| Reliability modelling incorporating load share and frailty | 2019-03-07 | Paper |
| Structural break detection in financial durations | 2019-03-07 | Paper |
| Stochastic Models for Pricing Weather Derivatives using Constant Risk Premium | 2019-02-14 | Paper |
| Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category | 2019-02-08 | Paper |
| Rejoinder to ‘Multi‐stage multivariate modeling of temporal patterns in prescription counts for competing drugs in a therapeutic category’ | 2019-02-08 | Paper |
| Modeling financial durations using penalized estimating functions | 2018-11-02 | Paper |
| Bispectral-based methods for clustering time series | 2018-10-19 | Paper |
| Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns” | 2018-09-14 | Paper |
| Hierarchical dynamic models for multivariate times series of counts | 2018-05-14 | Paper |
| Clustering nonlinear, nonstationary time series using BSLEX | 2018-03-28 | Paper |
| Approximate Bayesian Estimation for Multivariate Count Time Series Models | 2016-05-17 | Paper |
| Fast approximate likelihood evaluation for stable VARFIMA processes | 2015-11-23 | Paper |
| Generalized duration models and optimal estimation using estimating functions | 2015-02-06 | Paper |
| RCA models: joint prediction of mean and volatility | 2013-05-13 | Paper |
| Inference for linear and nonlinear stable error processes via estimating functions | 2013-01-25 | Paper |
| Spectrum-based comparison of stationary multivariate time series | 2010-11-22 | Paper |
| Maximum likelihood estimation in vector long memory processes via EM algorithm | 2010-04-01 | Paper |
| NHPP models with Markov switching for software reliability | 2009-06-16 | Paper |
| A multivariate preconditioned conjugate gradient approach for maximum likelihood estimation in vector long memory processes | 2009-05-12 | Paper |
| Bivariate positive stable frailty models | 2008-10-30 | Paper |
| Additive positive stable frailty models | 2007-01-29 | Paper |
| NHPP models for categorized software defects | 2006-12-08 | Paper |
| Multivariate Analysis of Pension Plan Mortality Data | 2006-01-13 | Paper |
| Multivariate Survival Analysis with Positive Stable Frailties | 2005-04-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4427569 | 2003-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4427551 | 2003-09-22 | Paper |
| COMPOSITIONAL TIME SERIES ANALYSIS OF MORTALITY PROPORTIONS | 2002-07-28 | Paper |
| DIFFERENTIAL GEOMETRY OFARFIMAPROCESSES | 2002-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4533391 | 2002-06-10 | Paper |
| Multivariate survival models with a mixture of positive stable frailties | 2001-10-04 | Paper |
| Bayesian inference for vector ARMA models with stable innovations | 2001-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247107 | 2000-10-11 | Paper |
| Shrinkage estimation of contemporaneous outliers in concurrent time serie | 2000-06-13 | Paper |
| Monte Carlo EM estimation for multivariate stable distributions | 2000-02-09 | Paper |
| Bayesian analysis of autoregressive fractionally integrated moving-average processes | 1998-12-14 | Paper |
| BAYESIAN ANALYSIS OF VECTOR ARFIMA PROCESSES | 1998-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4395012 | 1998-10-11 | Paper |
| Bayesian Inference for Time Series with Stable Innovations | 1998-08-09 | Paper |
| Shrinkage estimation in time series using a bootstrapped covariance estimate | 1997-11-13 | Paper |
| Relative curvature measures of nonlinearity for time series models | 1995-08-20 | Paper |
| Reallocation Outliers in Time Series | 1995-08-17 | Paper |
| APPROXIMATE SIMULTANEOUS SIGNIFICANCE INTERVALS FOR RESIDUAL AUTOCORRELATIONS OF AUTOREGRESSIVE MOVING-AVERAGE TIME SERIES MODELS | 1993-06-29 | Paper |
| Simultaneous prediction intervals for multiple forecasts based on Bonferroni and product-type inequalities | 1991-01-01 | Paper |
| DIFFERENTIAL GEOMETRY OF ARMA MODELS | 1990-01-01 | Paper |
| Approximate Simultaneous Prediction Intervals for Multiple Forecasts | 1987-01-01 | Paper |
