| Publication | Date of Publication | Type |
|---|
| Testing for Threshold Diffusion | 2024-10-09 | Paper |
| Testing for threshold regulation in presence of measurement error | 2024-08-26 | Paper |
| Testing for Threshold Effects in the TARMA Framework | 2023-11-23 | Paper |
| Random Projection Ensemble Classification with High-Dimensional Time Series | 2023-10-30 | Paper |
| Estimating a Smooth Common Transfer Function with a Panel of Time Series - Inflow of Larvae Cod as an Example | 2023-04-25 | Paper |
| Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses | 2022-05-12 | Paper |
| Dynamic conditional angular correlation | 2020-03-20 | Paper |
| A note on rank reduction in sparse multivariate regression | 2019-08-30 | Paper |
| On the Ergodicity of First‐Order Threshold Autoregressive Moving‐Average Processes | 2019-06-17 | Paper |
| Option Pricing with Threshold Diffusion Processes | 2019-05-28 | Paper |
| Reduced Rank Stochastic Regression with a Sparse Singular value Decomposition | 2019-05-09 | Paper |
| Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables | 2018-12-04 | Paper |
| Approximate conditional least squares estimation of a nonlinear state-space model via an unscented Kalman filter | 2018-11-02 | Paper |
| Inference of Bivariate Long-memory Aggregate Time Series | 2018-01-26 | Paper |
| Linking lung airway structure to pulmonary function via composite bridge regression | 2017-02-24 | Paper |
| Assessing the relative importance of nitrogen-retention processes in a large reservoir using time-series modeling | 2016-08-05 | Paper |
| A conversation with Howell Tong | 2016-03-04 | Paper |
| Quasi-likelihood estimation of a threshold diffusion process | 2015-10-30 | Paper |
| Bayesian Inference With Incomplete Multinomial Data: A Problem in Pathogen Diversity | 2015-06-15 | Paper |
| Local polynomial and penalized trigonometric series regression | 2015-04-28 | Paper |
| Nonparametric threshold model of~zero-inflated spatio-temporal data with~application to shifts in jellyfish distribution | 2015-03-06 | Paper |
| Testing for shielding of special nuclear weapon materials | 2014-06-10 | Paper |
| Book Reviews | 2014-05-02 | Paper |
| On conditionally heteroscedastic AR models with thresholds | 2014-04-29 | Paper |
| Identification of an additive nonlinear system and its applications in generalized Hammerstein models | 2014-03-19 | Paper |
| Reduced rank regression via adaptive nuclear norm penalization | 2014-01-17 | Paper |
| On the convergence rate of the unscented transformation | 2013-11-11 | Paper |
| Reduced rank regression via adaptive nuclear norm penalization | 2013-09-11 | Paper |
| Variable selection via RIVAL (removing irrelevant variables amidst lasso iterations) and its application to nuclear material detection | 2013-03-01 | Paper |
| Inference of seasonal long-memory aggregate time series | 2013-01-17 | Paper |
| Semiparametric zero-inflated modeling in multi-ethnic study of atherosclerosis (MESA) | 2012-10-21 | Paper |
| Generalized additive models for zero-inflated data with partial constraints | 2012-09-01 | Paper |
| Subset ARMA selection via the adaptive Lasso | 2011-12-01 | Paper |
| Testing for measurement errors with discrete-time data sampled from a CARMA model | 2011-12-01 | Paper |
| Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong | 2011-08-19 | Paper |
| Maximum likelihood estimation of a generalized threshold stochastic regression model | 2011-06-28 | Paper |
| Penalized maximum likelihood estimation of a stochastic multivariate regression model | 2010-09-24 | Paper |
| A note on the invertibility of nonlinear ARMA models | 2010-09-20 | Paper |
| Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach | 2009-12-07 | Paper |
| Rejoinder | 2009-12-07 | Paper |
| Identification of non-parametric FIR non-linear systems with low-degree interactive terms | 2009-07-15 | Paper |
| A NOTE ON INEQUALITY CONSTRAINTS IN THE GARCH MODEL | 2009-06-11 | Paper |
| A note on time-reversibility of multivariate linear processes | 2009-01-15 | Paper |
| A generalized threshold mixed model for analyzing nonnormal nonlinear time series, with application to plague in Kazakhstan | 2008-07-21 | Paper |
| Testing for multimodality with dependent data | 2008-04-08 | Paper |
| Multivariate reduced-rank nonlinear time series modeling | 2008-01-09 | Paper |
| Editor's melange | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434186 | 2008-01-03 | Paper |
| A Note on Non‐Negative Arma Processes | 2007-12-16 | Paper |
| Testing for Common Structures in a Panel of Threshold Models | 2007-05-07 | Paper |
| Maximum Likelihood Estimation of Linear Continuous Time Long Memory Processes with Discrete Time Data | 2006-10-04 | Paper |
| A Note on Non-Negative Continuous Time Processes | 2006-06-19 | Paper |
| Temporal Aggregation of Stationary And Nonstationary Discrete‐Time Processes | 2006-05-24 | Paper |
| Temporal Aggregation of Stationary and Non‐stationary Continuous‐Time Processes | 2006-05-24 | Paper |
| A note on parameter differentiation of matrix exponentials, with applications to continuous-time modelling | 2004-06-10 | Paper |
| Burmann expansion and test for additivity | 2004-03-16 | Paper |
| A note on the equivalence of two approaches for specifying a Markov process | 2003-01-01 | Paper |
| A note on testing for nonlinearity with partially observed time series | 2002-08-21 | Paper |
| Chaos: A statistical perspective | 2001-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4507927 | 2000-10-10 | Paper |
| Limiting properties of the least squares estimator of a continuous threshold autoregressive model | 2000-06-13 | Paper |
| Testing for nonlinearity with partially observed time series | 2000-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5688314 | 1997-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4298906 | 1994-06-29 | Paper |
| Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model | 1994-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3486695 | 1990-01-01 | Paper |
| A note on the geometric ergodicity of a Markov chain | 1989-01-01 | Paper |
| ON THE EXISTENCE OF THE STATIONARY AND ERGODIC NEAR(p) MODEL | 1988-01-01 | Paper |
| A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL | 1987-01-01 | Paper |
| ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS | 1986-01-01 | Paper |
| A note on certain integral equations associated with nonlinear time series analysis | 1986-01-01 | Paper |
| A multiple-threshold AR(1) model | 1985-01-01 | Paper |
| On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations | 1985-01-01 | Paper |
