| Publication | Date of Publication | Type |
|---|
| Reprint of: Robust inference on correlation under general heterogeneity | 2025-01-16 | Paper |
| Estimation on unevenly spaced time series | 2023-08-24 | Paper |
| Choosing between persistent and stationary volatility | 2023-01-12 | Paper |
| ROBUST TESTS FOR WHITE NOISE AND CROSS-CORRELATION | 2022-11-23 | Paper |
| ESTIMATION OF TIME-VARYING COVARIANCE MATRICES FOR LARGE DATASETS | 2022-01-26 | Paper |
| Time-varying instrumental variable estimation | 2021-10-26 | Paper |
| Asymptotic theory for time series with changing mean and variance | 2021-02-04 | Paper |
| Estimation pitfalls when the noise is not i.i.d. | 2019-10-18 | Paper |
| STATIONARY INTEGRATED ARCH(∞) AND AR(∞) PROCESSES WITH FINITE VARIANCE | 2018-11-09 | Paper |
| Spectral approach to parameter-free unit root testing | 2018-08-15 | Paper |
| Inference on Multivariate Heteroscedastic Time Varying Random Coefficient Models | 2018-03-09 | Paper |
| Asymptotic normality of quadratic forms of martingale differences | 2017-12-22 | Paper |
| Mean and autocovariance function estimation near the boundary of stationarity | 2017-05-12 | Paper |
| An I(\(d\)) model with trend and cycles | 2016-08-12 | Paper |
| Smoothing local-to-moderate unit root theory | 2016-08-04 | Paper |
| Two estimators of the long-run variance: beyond short memory | 2016-07-04 | Paper |
| Nonstationarity-extended local Whittle estimation | 2016-05-27 | Paper |
| Corrigendum to: ``Rescaled variance and related tests for long memory in volatility and levels | 2016-03-30 | Paper |
| STUDENTIZING WEIGHTED SUMS OF LINEAR PROCESSES | 2014-12-10 | Paper |
| Inference on stochastic time-varying coefficient models | 2014-08-07 | Paper |
| ASYMPTOTIC NORMALITY FOR WEIGHTED SUMS OF LINEAR PROCESSES | 2014-06-20 | Paper |
| Adaptive forecasting in the presence of recent and ongoing structural change | 2014-06-06 | Paper |
| On asymptotic distributions of weighted sums of periodograms | 2014-02-04 | Paper |
| Weak convergence in the near unit root setting | 2013-11-29 | Paper |
| AGGREGATION OF THE RANDOM COEFFICIENT GLARCH(1,1) PROCESS | 2010-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3400722 | 2010-02-05 | Paper |
| ARCH(∞) Models and Long Memory Properties | 2009-11-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3399435 | 2009-10-12 | Paper |
| Evaluating currency risk in emerging markets | 2007-07-19 | Paper |
| Convergence of quadratic forms with nonvanishing diagonal | 2007-07-16 | Paper |
| Uniform Limit Theory for Stationary Autoregression | 2007-05-29 | Paper |
| Consistent estimation of the memory parameter for nonlinear time series | 2007-05-29 | Paper |
| A TEST FOR STATIONARITY VERSUS TRENDS AND UNIT ROOTS FOR A WIDE CLASS OF DEPENDENT ERRORS | 2007-04-23 | Paper |
| Approximations and limit theory for quadratic forms of linear processes | 2007-03-29 | Paper |
| Estimation of the memory parameter by fitting fractionally differenced autoregressive models | 2006-12-07 | Paper |
| ARCH-type bilinear models with double long memory. | 2005-02-25 | Paper |
| Edgeworth expansions for semiparametric Whittle estimation of long memory. | 2004-07-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407606 | 2004-01-20 | Paper |
| On the power of \(R\)/\(S\)-type tests under contiguous and semi-long memory alternatives | 2003-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410081 | 2003-10-21 | Paper |
| WHITTLE ESTIMATION OF ARCH MODELS | 2003-05-18 | Paper |
| A model for long memory conditional heteroscedasticity. | 2003-05-06 | Paper |
| Rescaled variance and related tests for long memory in volatility and levels | 2003-04-09 | Paper |
| Gaussian estimation of parametric spectral density with unknown pole | 2002-11-14 | Paper |
| Testing for long memory in the presence of a general trend | 2002-06-26 | Paper |
| STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM | 2002-05-23 | Paper |
| Functional non-central and central limit theorems for bivariate Appell polynomials | 2002-05-23 | Paper |
| Variance-type estimation of long memory | 2001-01-17 | Paper |
| Central limit theorem for the empirical process of a linear sequence with long memory | 2000-09-04 | Paper |
| Central limit theorems for quadratic forms with time-domain conditions | 2000-09-04 | Paper |
| Estimation of the dependence parameter in linear regression with long-range-dependent errors | 2000-03-01 | Paper |
| Semiparametric estimation of the intensity of long memory in conditional heteroskedasticity. | 2000-01-01 | Paper |
| Convergence of normalized quadratic forms | 1999-11-23 | Paper |
| Whittle estimator for finite-variance non-Gaussian time series with long memory | 1999-11-09 | Paper |
| On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series | 1999-08-10 | Paper |
| Asymptotic normality of regression estimators with long memory errors | 1999-01-10 | Paper |
| Limit theorems for bivariate Appell polynomials. II: Non-central limit theorems | 1998-04-20 | Paper |
| Limit theorems for bivariate Appell polynomials. I: Central limit theorems | 1997-05-28 | Paper |
| The change-point problem for dependent observations | 1996-11-12 | Paper |
| A generalized fractionally differencing approach in long-memory modeling | 1996-02-25 | Paper |
| Testing and estimating in the change-point problem of the spectral function | 1994-07-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694353 | 1993-06-29 | Paper |
| Functional CLT for nonparametric estimates of the spectrum and change- point problem for a spectral function | 1992-06-25 | Paper |
| Central limit theorem for polynomial forms. II | 1992-06-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3212063 | 1991-01-01 | Paper |
| A central limit theorem for quadratic forms in strongly dependent linear variables and its application to asymptotical normality of Whittle's estimate | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3357200 | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3031710 | 1989-01-01 | Paper |
| Limit theorem for polynomials of a linear process with long-range dependence | 1989-01-01 | Paper |
| Central limit theorem for polynomial forms. I | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4206168 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3490805 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3742423 | 1986-01-01 | Paper |
| CLT and other limit theorems for functionals of Gaussian processes | 1985-01-01 | Paper |
| Central limit theorem for functionals of a linear process | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3678380 | 1985-01-01 | Paper |
| Asymptotic distribution of spectral estimates of Ito-Wiener integrals | 1984-01-01 | Paper |
| Convergence of certain nonlinear transformations of a Gaussian sequence to self-similar processes | 1983-01-01 | Paper |
