| Publication | Date of Publication | Type |
|---|
| On a buffered threshold autoregressive stochastic volatility model | 2024-07-29 | Paper |
| Analysis of air quality time series of Hong Kong with graphical modeling | 2023-12-18 | Paper |
| On constrained estimation of graphical time series models | 2018-08-20 | Paper |
| Identification of Threshold Autoregressive Moving Average Models | 2017-07-31 | Paper |
| Testing the significance of index parameters in varying-coefficient single-index models | 2017-06-29 | Paper |
| On two novel types of three-way decisions in three-way decision spaces | 2017-02-22 | Paper |
| Model checking for a general linear model with nonignorable missing covariates | 2017-02-14 | Paper |
| A functional coefficient GARCH-M model | 2016-08-26 | Paper |
| Testing and estimation of thresholds based on wavelets in heteroscedastic threshold autoregressive models | 2016-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398495 | 2014-02-28 | Paper |
| Bayesian Time Series Analysis of Structural Changes in Level and Trend | 2013-11-26 | Paper |
| An Alternative GARCH-in-Mean Model: Structure and Estimation | 2013-07-04 | Paper |
| Fuzzy integral on credibility measure | 2013-01-24 | Paper |
| A class of threshold autoregressive conditional heteroscedastic models | 2011-12-01 | Paper |
| On comparison of jump point detection for an exchange rate series | 2011-07-21 | Paper |
| Smoothing Spline Estimation for Partially Linear Single-index Models | 2011-02-03 | Paper |
| Fuzzy Integral on Credibility Measure | 2010-05-31 | Paper |
| Empirical likelihood based diagnostics for heteroscedasticity in partial linear models | 2010-04-01 | Paper |
| Testing coefficients of AR and bilinear time series models by a graphical approach | 2009-12-07 | Paper |
| On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates | 2009-07-22 | Paper |
| Varying-coefficient single-index model | 2009-06-12 | Paper |
| Predictive inference for singular multivariate elliptically contoured distributions | 2009-06-09 | Paper |
| Generalized likelihood ratio test for varying-coefficient models with different smoothing variables | 2009-05-29 | Paper |
| Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models | 2009-03-20 | Paper |
| Determination of embedded distributions | 2008-11-26 | Paper |
| Functional-coefficient partially linear regression model | 2008-04-23 | Paper |
| Testing heteroscedasticity by wavelets in a nonparametric regression model | 2007-02-16 | Paper |
| Estimation for parameters of interest in random effects growth curve models | 2007-02-13 | Paper |
| Inverse Wishart distributions based on singular elliptically contoured distributions | 2007-01-09 | Paper |
| Mixed Portmanteau Tests for Time‐Series Models | 2006-05-24 | Paper |
| Sequential variable sampling plan for normal distribution | 2006-03-24 | Paper |
| Joint modeling of cointegration and conditional heteroscedasticity with applications | 2006-03-09 | Paper |
| Sufficient and admissible estimators in general multivariate linear model | 2005-11-22 | Paper |
| Wavelets in probability and statistics -- a review on recent advances | 2005-11-21 | Paper |
| A GIC rule for assessing data transformation in regression | 2005-04-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4469697 | 2004-06-15 | Paper |
| Estimation for partially nonstationary multivariate autoregressive models with conditional heteroscedasticity | 2003-03-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4784097 | 2002-12-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2757115 | 2002-12-04 | Paper |
| Detection of jumps by wavelets in a heteroscedastic autoregressive model | 2002-03-06 | Paper |
| Threshold variable selection by wavelets in open-loop threshold autoregressive models | 2001-01-03 | Paper |
| On a multivariate conditional heteroscedastic model | 1998-03-09 | Paper |
