| Publication | Date of Publication | Type |
|---|
| Possibility theory with an application to volatility estimation | 2024-09-05 | Paper |
| Estimating functions for circular time series models | 2023-08-21 | Paper |
| Generalized value at risk forecasting | 2022-05-20 | Paper |
| Inference for random coefficient volatility models | 2021-09-29 | Paper |
| Modeling financial durations using penalized estimating functions | 2018-11-02 | Paper |
| Measuring the bullwhip effect for supply chains with seasonal demand components | 2016-07-25 | Paper |
| First-order random coefficient autoregressive (RCA(1)) model: joint Whittle estimation and information | 2016-06-23 | Paper |
| Generalized duration models and optimal estimation using estimating functions | 2015-02-06 | Paper |
| Mellin's transform and application to some time series models | 2014-11-11 | 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 |
| Binary option pricing using fuzzy numbers | 2012-11-15 | Paper |
| RCA model with quadratic GARCH innovation distribution | 2012-09-18 | Paper |
| Hypothesis testing for some time-series models: a power comparison | 2012-09-02 | Paper |
| Random coefficient autoregressive (RCA) models with nonlinear stochastic volatility innovations | 2012-05-30 | Paper |
| Filtering and option pricing with transformation | 2012-05-30 | Paper |
| Option pricing under GARCH, stochastic volatility, and linear autoregressive dynamics | 2012-05-30 | Paper |
| Doubly stochastic models with GARCH innovations | 2011-12-28 | Paper |
| Joint estimation using quadratic estimating function | 2011-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3021395 | 2011-07-25 | Paper |
| Possibilistic moment generating functions | 2011-03-10 | Paper |
| Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing | 2009-07-20 | Paper |
| Recent developments in volatility modeling and applications | 2008-11-20 | Paper |
| Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance | 2008-08-08 | Paper |
| Random coefficient volatility models | 2008-04-28 | Paper |
| Fuzzy coefficient volatility (FCV) models with applications | 2008-02-26 | Paper |
| Option valuation model with adaptive fuzzy numbers | 2007-11-07 | Paper |
| Properties of a new family of volatility sign models | 2007-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308579 | 2007-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5756429 | 2007-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5756428 | 2007-09-04 | Paper |
| RCA models with correlated errors | 2007-06-29 | Paper |
| An introduction to volatility models with indices | 2007-02-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3378837 | 2006-04-04 | Paper |
| Random coefficient mixture (RCM) GARCH models | 2006-02-16 | Paper |
| Forecasting volatility | 2005-12-05 | Paper |
| A Note on the Filtering for Some Time Series Models | 2005-05-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4672490 | 2005-04-29 | Paper |
| Smoothed estimates for models with random coefficients and infinite variance innovations | 2005-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4810565 | 2004-08-16 | Paper |
| Generalized smoothed estimating functions for nonlinear time series. | 2004-02-14 | Paper |
| Filtering via estimating functions | 2003-04-10 | Paper |
| Multivariate stable ARMA processes with time dependent coefficients | 2003-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4540552 | 2002-07-28 | Paper |
| A note on filtering for long memory processes | 2002-06-13 | Paper |
| Recursive estimation for regression with infinite variance fractional ARIMA noise | 2002-06-13 | Paper |
| Estimation for regression with infinite variance errors | 2002-05-05 | Paper |
| Inference for some time series models with random coefficients and infinite variance innovations | 2001-07-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215575 | 2000-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4251616 | 2000-02-13 | Paper |
| Prediction via estimating functions | 1999-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217127 | 1999-03-04 | Paper |
| Nonparametric estimation for some nonlinear models | 1996-09-15 | Paper |
| A note on Model Reference Adaptive System (MRAS) estimate with infinite variance | 1995-12-19 | Paper |
| A note on smoothed estimating functions | 1994-11-01 | Paper |
| Smoothed estimates for nonlinear time series models with irregular data | 1993-10-04 | Paper |
| Optimal estimation of polynomial hazard functions | 1993-10-04 | Paper |
| A nonlinear time series model and estimation of missing observations | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4027358 | 1993-02-21 | Paper |
| On Bayesian nonparametric estimation for stochastic processes | 1993-01-16 | Paper |
| Estimation of multivariate non-linear time series models | 1992-09-27 | Paper |
| Optimal nonparametric estimation for some semimartingale stochastic differential equations | 1990-01-01 | Paper |
| Optimal nonparametric estimation for some semimartingale stochastic differential equations | 1990-01-01 | Paper |
| Robust MR AS-type algorithm for system identification | 1989-01-01 | Paper |
| ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS | 1988-01-01 | Paper |
| A criterion for filtering in semimartingale models | 1988-01-01 | Paper |
| Smoothing signals for semimartingales | 1988-01-01 | Paper |
| Algorithm for the exact likelihood of a counting process | 1987-01-01 | Paper |
| Optimal estimation for semimartingales | 1986-01-01 | Paper |
| MODEL REFERENCE ADAPTIVE SYSTEM ESTIMATES FOR COUNTING PROCESSES | 1986-01-01 | Paper |
