| Publication | Date of Publication | Type |
|---|
| Simultaneous statistical inference for second order parameters of time series under weak conditions | 2025-01-03 | Paper |
| Asymptotic normality of spectral means of Hilbert space valued random processes | 2024-06-21 | Paper |
| Bootstrap Prediction Bands for Functional Time Series | 2023-10-18 | Paper |
| Bootstrap Prediction Bands for Functional Time Series | 2023-07-04 | Paper |
| A frequency domain bootstrap for general multivariate stationary processes | 2023-06-02 | Paper |
| Bootstrapping Whittle estimators | 2023-05-26 | Paper |
| Structural inference in sparse high-dimensional vector autoregressions | 2023-04-14 | Paper |
| The asymptotic size and power of the augmented Dickey–Fuller test for a unit root | 2022-03-04 | Paper |
| Testing equality of spectral density operators for functional processes | 2022-03-01 | Paper |
| Review of the book Stochastic Models for Time Series by Paul Doukhan | 2022-02-18 | Paper |
| Sparsity concepts and estimation procedures for high‐dimensional vector autoregressive models | 2021-11-25 | Paper |
| Simultaneous Statistical Inference for Second Order Parameters of Time Series under Weak Conditions | 2021-10-26 | Paper |
| Bootstrap based inference for sparse high-dimensional time series models | 2021-07-09 | Paper |
| Extending the validity of frequency domain bootstrap methods to general stationary processes | 2020-12-14 | Paper |
| Testing equality of autocovariance operators for functional time series | 2020-09-16 | Paper |
| Testing Equality of Spectral Density Operators for Functional Processes | 2020-04-05 | Paper |
| Moving block and tapered block bootstrap for functional time series with an application to the \(K\)-sample mean problem | 2019-09-25 | Paper |
| Bootstrap-based testing of equality of mean functions or equality of covariance operators for functional data | 2019-06-24 | Paper |
| Bootstrapping Locally Stationary Processes | 2019-06-14 | Paper |
| Estimated Wold Representation and Spectral-Density-Driven Bootstrap for Time Series | 2018-10-30 | Paper |
| Sieve bootstrap for functional time series | 2018-10-25 | Paper |
| Extending the Range of Validity of the Autoregressive (Sieve) Bootstrap | 2018-05-16 | Paper |
| Tapered block bootstrap for unit root testing | 2018-02-07 | Paper |
| Some properties of the autoregressive-aided block bootstrap | 2017-04-07 | Paper |
| On local power properties of frequency domain-based tests for stationarity | 2016-09-21 | Paper |
| Generalized seasonal tapered block bootstrap | 2016-05-20 | Paper |
| Unit root testing via the stationary bootstrap | 2016-04-25 | Paper |
| Inference for the fourth-order innovation cumulant in linear time series | 2016-02-29 | Paper |
| A note on the behaviour of nonparametric density and spectral density estimators at zero points of their support | 2016-02-29 | Paper |
| Hybrid wild bootstrap for nonparametric trend estimation in locally stationary time series | 2015-11-23 | Paper |
| Validating Stationarity Assumptions in Time Series Analysis by Rolling Local Periodograms | 2015-06-15 | Paper |
| Block Bootstrap Theory for Multivariate Integrated and Cointegrated Processes | 2015-05-20 | Paper |
| Hybrid bootstrap aided unit root testing | 2015-01-30 | Paper |
| A GENERALIZED BLOCK BOOTSTRAP FOR SEASONAL TIME SERIES | 2014-12-10 | Paper |
| Nonlinear spectral density estimation: thresholding the correlogram | 2014-11-26 | Paper |
| Bootstrap methods for dependent data: a review | 2014-09-30 | Paper |
| Rejoinder: ``Bootstrap methods for dependent data: a review | 2014-09-30 | Paper |
| Bootstrap-Based K-Sample Testing For Functional Data | 2014-09-15 | Paper |
| Estimation of the bispectrum for locally stationary processes | 2014-06-11 | Paper |
| Local block bootstrap inference for trending time series | 2013-08-01 | Paper |
| Comments on: Subsampling weakly dependent time series and application to extremes | 2012-11-15 | Paper |
| The Hybrid Wild Bootstrap for Time Series | 2012-11-09 | Paper |
| Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities | 2012-10-16 | Paper |
| Short-Term Load Forecasting: The Similar Shape Functional Time Series Predictor | 2012-01-12 | Paper |
| On the range of validity of the autoregressive sieve bootstrap | 2011-12-08 | Paper |
| Frequency domain tests of semiparametric hypotheses for locally stationary process | 2011-02-22 | Paper |
| Testing temporal constancy of the spectral structure of a time series | 2010-11-15 | Paper |
| A bootstrap test for time series linearity | 2010-09-20 | Paper |
| Resampling and Subsampling for Financial Time Series | 2009-11-27 | Paper |
| Simultaneous confidence bands in spectral density estimation | 2009-06-10 | Paper |
| Bandwidth selection for functional time series prediction | 2009-04-03 | Paper |
| Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations | 2009-03-02 | Paper |
| Bootstrapping the Local Periodogram of Locally Stationary Processes | 2009-02-28 | Paper |
| Bootstrapping Unit Root Tests for Autoregressive Time Series | 2007-08-20 | Paper |
| A Functional Wavelet–Kernel Approach for Time Series Prediction | 2007-05-24 | Paper |
| Residual-Based Block Bootstrap for Unit Root Testing | 2006-06-19 | Paper |
| Testing the Fit of a Vector Autoregressive Moving Average Model | 2006-05-24 | Paper |
| Bootstrap hypothesis testing in regression models | 2005-11-07 | Paper |
| Autoregressive-aided periodogram bootstrap for time series | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410087 | 2003-07-01 | Paper |
| Local block bootstrap | 2003-05-27 | Paper |
| A MARKOVIAN LOCAL RESAMPLING SCHEME FOR NONPARAMETRIC ESTIMATORS IN TIME SERIES ANALYSIS | 2003-05-18 | Paper |
| The tapered block bootstrap for general statistics from stationary sequences | 2003-05-05 | Paper |
| The local bootstrap for Markov processes | 2003-04-03 | Paper |
| Tapered block bootstrap | 2002-06-30 | Paper |
| Large sample inference for irregularly spaced dependent observations based on subsampling. | 2001-09-11 | Paper |
| Large-sample inference in the general AR(1) model | 2001-09-02 | Paper |
| On bootstrapping \(L_2\)-type statistics in density testing | 2001-08-17 | Paper |
| The local bootstrap for kernel estimators under general dependence conditions | 2001-05-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4939077 | 2000-10-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945620 | 2000-09-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945625 | 2000-06-07 | Paper |
| Spectral Density Based Goodness‐of‐Fit Tests for Time Series Models | 2000-05-24 | Paper |
| The Local Bootstrap for Periodogram Statistics | 2000-05-24 | Paper |
| Addendum to ``Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models | 1998-05-06 | Paper |
| A Frequency Domain Bootstrap-Based Method for Checking the Fit of a Transfer Function Model | 1997-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357021 | 1997-10-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4357020 | 1997-10-05 | Paper |
| Bootstrapping autoregressive and moving average parameter estimates of infinite order vector autoregressive processes | 1996-08-05 | Paper |
| Bootstrapping periodogram and cross periodogram statistics of vector autoregressive moving average models | 1996-07-02 | Paper |
| A comparison of some autocovariance-based methods of arma model selection: a simulation study | 1995-11-14 | Paper |
| ON VECTOR AUTOCORRELATIONS AND GENERALIZED SECOND-ORDER FUNCTIONS FOR TIME SERIES | 1994-06-29 | Paper |
| ORDER IDENTIFICATION STATISTICS IN STATIONARY AUTOREGRESSIVE MOVING-AVERAGE MODELS:VECTOR AUTOCORRELATIONS AND THE BOOTSTRAP | 1993-01-16 | Paper |
| Modelling long-term dependence in measurement errors of plutonium concentration | 1992-09-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4002212 | 1992-09-18 | Paper |
