| Publication | Date of Publication | Type |
|---|
| On the Least Squares Estimation of Multiple-Threshold-Variable Autoregressive Models | 2024-03-06 | Paper |
| Testing for Threshold Effects in the TARMA Framework | 2023-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6100931 | 2023-05-31 | Paper |
| Jackknife approach to the estimation of mutual information | 2019-07-03 | Paper |
| On model selection from a finite family of possibly misspecified time series models | 2019-03-06 | Paper |
| TESTS FOR TAR MODELS VS. STAR MODELS--A SEPARATE FAMILY OF HYPOTHESES APPROACH | 2018-11-22 | Paper |
| Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence | 2018-03-15 | Paper |
| A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach | 2017-03-16 | Paper |
| Nested sub-sample search algorithm for estimation of threshold models | 2016-10-26 | Paper |
| Estimation and tests for power-transformed and threshold GARCH models | 2016-06-03 | Paper |
| Threshold models in time series analysis -- some reflections | 2015-10-30 | Paper |
| Asset allocation under threshold autoregressive models | 2014-05-06 | Paper |
| On conditionally heteroscedastic AR models with thresholds | 2014-04-29 | Paper |
| Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas | 2013-01-28 | Paper |
| On moving-average models with feedback | 2012-05-28 | Paper |
| Threshold models in time series analysis -- 30 years on | 2011-12-01 | Paper |
| Score based goodness-of-fit tests for time series | 2011-11-10 | Paper |
| Feature matching in time series modeling | 2011-08-19 | Paper |
| Rejoinder to: ``Feature matching in time series modeling. | 2011-08-19 | Paper |
| A note on the invertibility of nonlinear ARMA models | 2010-09-20 | Paper |
| Some comments on a bridge between nonlinear dynamicists and statisticians | 2010-09-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3580587 | 2010-08-13 | Paper |
| Rejoinder | 2009-12-07 | Paper |
| Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach | 2009-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3599774 | 2009-02-09 | Paper |
| A note on time-reversibility of multivariate linear processes | 2009-01-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3508393 | 2008-06-30 | Paper |
| Testing for multimodality with dependent data | 2008-04-08 | Paper |
| Estimation of the covariance matrix of random effects in longitudinal studies | 2008-02-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434007 | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434012 | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434022 | 2008-01-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310571 | 2007-10-11 | Paper |
| Ergodicity and invertibility of threshold moving-average models | 2007-05-15 | Paper |
| Testing for Common Structures in a Panel of Threshold Models | 2007-05-07 | Paper |
| Smoothing for Spatiotemporal Models and Its Application to Modeling Muskrat‐Mink Interaction | 2007-04-27 | Paper |
| Efficient estimation for semivarying-coefficient models | 2007-03-20 | Paper |
| Selecting models with different spectral density matrix structures by the cross-validated log likelihood criterion | 2006-11-06 | Paper |
| On Bayesian value at risk: from linear to non-linear portfolios | 2006-10-24 | Paper |
| Option pricing under threshold autoregressive models by threshold Esscher transform | 2006-07-14 | Paper |
| Testing for a linear MA model against threshold MA models | 2006-03-23 | Paper |
| Statistical Tests for Lyapunov Exponents of Deterministic Systems | 2006-01-27 | Paper |
| Bayesian Risk Measures for Derivatives via Random Esscher Transform | 2006-01-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5715975 | 2006-01-06 | Paper |
| Some Nonlinear Threshold Autoregressive Time Series Models for Actuarial Use | 2006-01-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5312870 | 2005-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4678602 | 2005-05-23 | Paper |
| Semiparametric Non-Linear Time Series Model Selection | 2005-04-11 | Paper |
| An Adaptive Estimation of Dimension Reduction Space | 2005-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4461332 | 2004-03-30 | Paper |
| Model specification tests in nonparametric stochastic regression models | 2003-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4780493 | 2003-01-13 | Paper |
| A note on the equivalence of two approaches for specifying a Markov process | 2003-01-01 | Paper |
| On some distributional properties of a first-order nonnegative bilinear time series model | 2002-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542752 | 2002-08-12 | Paper |
| Chaos: A statistical perspective | 2001-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2744084 | 2001-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4507915 | 2001-01-11 | Paper |
| A personal journey through time series in Biometrika | 2001-01-01 | Paper |
| Cross-validatory bandwidth selections for regression estimation based on dependent data | 2000-08-24 | Paper |
| On extended partially linear single-index models | 2000-08-21 | Paper |
| A bootstrap detection for operational determinism | 2000-02-07 | Paper |
| \(k\)-stationarity and wavelets. | 1999-11-23 | Paper |
| On the Statistical Inference of a Machine-generated Autoregressive AR(1) Model | 1999-04-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4356553 | 1998-02-05 | Paper |
| Asymmetric least squares regression estimation: A nonparametric approach∗ | 1998-01-22 | Paper |
| Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective | 1997-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5688310 | 1997-03-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4895145 | 1997-02-09 | Paper |
| On prediction and chaos in stochastic systems | 1996-12-16 | Paper |
| Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems | 1996-12-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4864599 | 1996-05-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4849884 | 1996-01-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4858544 | 1995-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4856738 | 1995-12-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839941 | 1995-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4849886 | 1995-10-04 | Paper |
| On Tests for Self-Exciting Threshold Autoregressive-Type Non-Linearity in Partially Observed Time Series | 1995-08-17 | Paper |
| A Note on Tests for Threshold-Type Non-Linearity in Open Loop Systems | 1995-08-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839357 | 1995-07-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4307753 | 1994-10-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4298906 | 1994-06-29 | Paper |
| On residual sums of squares in non-parametric autoregression | 1994-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203556 | 1993-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999154 | 1992-09-17 | Paper |
| A note on one-dimensional chaotic maps under time reversal | 1992-06-28 | Paper |
| NUMERICAL EVALUATION OF DISTRIBUTIONS IN NON-LINEAR AUTOREGRESSION | 1990-01-01 | Paper |
| On testes for threshold–type nonlinearity in irregulaly spaced time series | 1990-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3486695 | 1990-01-01 | Paper |
| A practical method for outlier detection in autoregressive time series modelling | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4204970 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3783875 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3799524 | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3823681 | 1987-01-01 | Paper |
| A NOTE ON EMBEDDING A DISCRETE PARAMETER ARMA MODEL IN A CONTINUOUS PARAMETER ARMA MODEL | 1987-01-01 | Paper |
| A note on certain integral equations associated with nonlinear time series analysis | 1986-01-01 | Paper |
| ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS | 1986-01-01 | Paper |
| On the use of the deterministic Lyapunov function for the ergodicity of stochastic difference equations | 1985-01-01 | Paper |
| A multiple-threshold AR(1) model | 1985-01-01 | Paper |
| Threshold models in non-linear time series analysis | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3319642 | 1983-01-01 | Paper |
| ON THE DISTRIBUTION OF A SIMPLE STATIONARY BILINEAR PROCESS | 1983-01-01 | Paper |
| A note on a delayed autoregressive process in continuous time | 1983-01-01 | Paper |
| A NOTE ON A MARKOV BILINEAR STOCHASTIC PROCESS IN DISCRETE TIME | 1981-01-01 | Paper |
| A NOTE ON THE DISTRIBUTIONS OF NON-LINEAR AUTOREGRESSIVE STOCHASTIC MODELS | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3880704 | 1980-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3893184 | 1980-01-01 | Paper |
| A note on a local equivalence of two recent approaches to autoregressive order determination | 1979-01-01 | Paper |
| The asymptotic joint distribution of the estimated autoregressive coefficients | 1978-01-01 | Paper |
| More on autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.) | 1977-01-01 | Paper |
| On The Estimation of Pr {Y ⩽ X} for Exponential Families | 1977-01-01 | Paper |
| Fitting a smooth moving average to noisy data (Corresp.) | 1976-01-01 | Paper |
| Determination of the order of a Markov chain by Akaike's information criterion | 1975-01-01 | Paper |
| Autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.) | 1975-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4112809 | 1975-01-01 | Paper |
| Frequency-domain approach to the regulation of linear stochastic systems | 1974-01-01 | Paper |
| A Note on the Estimation of Pr Y < X in the Exponential Case | 1974-01-01 | Paper |
| Linear time dependent systems | 1974-01-01 | Paper |
| Applications of principal component analysis and factor analysis in the identification of multivariable systems | 1974-01-01 | Paper |
| On time-dependent linear transformations of non-stationary stochastic processes | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5686842 | 1973-01-01 | Paper |
| On some tests for the time dependence of a transfer function | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4168839 | 1973-01-01 | Paper |
| Some comments on spectral representations of non-stationary stochastic processes | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4778197 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5649341 | 1972-01-01 | Paper |
