| Publication | Date of Publication | Type |
|---|
| Long-memory log-linear zero-inflated generalized Poisson autoregression for COVID-19 pandemic modeling | 2025-01-27 | Paper |
| Shrinkage estimators of BLUE for time series regression models | 2024-05-13 | Paper |
| Second-order robustness for time series inference | 2024-02-16 | Paper |
| Sparse principal component analysis for high‐dimensional stationary time series | 2024-01-02 | Paper |
| Higher‐order asymptotics of minimax estimators for time series | 2023-08-24 | Paper |
| Homogeneity tests for one-way models with dependent errors under correlated groups | 2023-07-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q6045882 | 2023-05-15 | Paper |
| Tests for the existence of group effects and interactions for two-way models with dependent errors | 2023-05-15 | Paper |
| Minimax estimation for time series models | 2022-01-24 | Paper |
| Estimation of linear functional of large spectral density matrix and application to Whittle's approach | 2021-12-17 | Paper |
| Shrinkage estimation for multivariate time series | 2021-11-11 | Paper |
| Diagnostic Methods in Time Series | 2021-06-15 | Paper |
| Modified LASSO estimators for time series regression models with dependent disturbances | 2021-01-22 | Paper |
| Models for circular data from time series spectra | 2020-11-20 | Paper |
| Discriminant analysis based on binary time series | 2020-06-16 | Paper |
| Robust Linear Interpolation and Extrapolation of Stationary Time Series in Lp | 2020-05-27 | Paper |
| Local Whittle likelihood approach for generalized divergence | 2020-05-07 | Paper |
| Robust causality test of infinite variance processes | 2020-03-20 | Paper |
| Estimation pitfalls when the noise is not i.i.d. | 2019-10-18 | Paper |
| Robustness of Zero Crossing Estimator | 2019-10-18 | Paper |
| Empirical likelihood and quantile methods for time series. Efficiency, robustness, optimality, and prediction | 2019-02-18 | Paper |
| HIGHER ORDER ASYMPTOTIC THEORY FOR MINIMUM CONTRAST ESTIMATORS OF SPECTRAL PARAMETERS OF STATIONARY PROCESSES | 2018-12-21 | Paper |
| Analysis of variance for high-dimensional time series | 2018-08-10 | Paper |
| Adjustments for a class of tests under nonstandard conditions | 2018-07-06 | Paper |
| Analysis of variance for multivariate time series | 2018-06-14 | Paper |
| Higher-order asymptotic theory of shrinkage estimation for general statistical models | 2018-05-17 | Paper |
| Asymptotic Theory of Test Statistic for Sphericity of High‐Dimensional Time Series | 2018-05-16 | Paper |
| A new look at portmanteau tests | 2018-04-19 | Paper |
| Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities | 2018-02-12 | Paper |
| Asymptotic normality of quadratic forms of martingale differences | 2017-12-22 | Paper |
| Discriminant analysis by quantile regression with application on the climate change problem | 2017-09-28 | Paper |
| AN EMPIRICAL LIKELIHOOD APPROACH FOR NON‐GAUSSIAN VECTOR STATIONARY PROCESSES AND ITS APPLICATION TO MINIMUM CONTRAST ESTIMATION | 2017-09-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5350358 | 2017-08-29 | Paper |
| PORTFOLIO ESTIMATION FOR SPECTRAL DENSITY OF CATEGORICAL TIME SERIES DATA | 2017-08-07 | Paper |
| Control variate method for stationary processes | 2016-08-12 | Paper |
| Asymptotic theory of parameter estimation by a contrast function based on interpolation error | 2016-04-04 | Paper |
| An empirical likelihood approach for symmetric \(\alpha\)-stable processes | 2015-10-30 | Paper |
| Estimating function approach for CHARN models | 2014-11-26 | Paper |
| Generalized information criterion | 2014-11-20 | Paper |
| Statistical inference for financial engineering | 2014-04-01 | Paper |
| Classification and similarity analysis of fundamental frequency patterns in infant spoken language acquisition | 2012-10-19 | Paper |
| Systematic approach for portmanteau tests in view of the Whittle likelihood ratio | 2012-10-04 | Paper |
| Jackknifed Whittle estimators | 2012-08-24 | Paper |
| Statistical portfolio estimation under the utility function depending on exogenous variables | 2012-03-14 | Paper |
| Statistical estimation for CAPM with long-memory dependence | 2012-03-14 | Paper |
| Optimal portfolios with end-of-period target | 2012-03-14 | Paper |
| Preliminary test estimation for spectra | 2011-10-28 | Paper |
| Discriminant analysis for dynamics of stable processes | 2011-05-20 | Paper |
| Local Whittle likelihood estimators and tests for non-Gaussian stationary processes | 2011-04-08 | Paper |
| Statistical testing for asymptotic no-arbitrage in financial markets | 2010-09-16 | Paper |
| Cluster Analysis for Stable Processes | 2010-08-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3552955 | 2010-04-22 | Paper |
| Spectral analysis for intrinsic time processes | 2009-11-18 | Paper |
| Preliminary Test Estimation for Regression Models with Long-Memory Disturbance | 2009-11-16 | Paper |
| The Stein–James estimator for short- and long-memory Gaussian processes | 2009-01-29 | Paper |
| Statistical estimation errors of VaR under ARCH returns | 2008-09-29 | Paper |
| Asymptotic efficiency of conditional least squares estimators for ARCH models | 2008-03-12 | Paper |
| Non-regular estimation theory for piecewise continuous spectral densities | 2008-02-06 | Paper |
| Optimal Statistical Inference in Financial Engineering | 2007-12-07 | Paper |
| Improved estimation for the autocovariances of a Gaussian stationary process | 2007-10-31 | Paper |
| STATISTICAL ESTIMATION OF OPTIMAL PORTFOLIOS FOR LOCALLY STATIONARY RETURNS OF ASSETS | 2007-06-05 | Paper |
| Minimum alpha-divergence estimation for arch models | 2007-05-29 | Paper |
| Higher order asymptotic option valuation for non-Gaussian dependent returns | 2007-02-14 | Paper |
| James-Stein estimators for time series regression models | 2006-12-07 | Paper |
| Statistical analysis of a class of factor time series models | 2006-05-22 | Paper |
| LAN theorem for non-Gaussian locally stationary processes and its applications | 2006-01-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317350 | 2005-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660424 | 2005-03-21 | Paper |
| Discriminant analysis for locally stationary processes | 2004-10-01 | Paper |
| Sequential estimation for time series regression models | 2004-08-19 | Paper |
| Testing Composite Hypotheses for Locally Stationary Processes | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4453312 | 2004-03-07 | Paper |
| Prediction problems for square-transformed stationary processes | 2003-06-09 | Paper |
| Asymptotics of tests for a unit root in autoregression | 2003-04-03 | Paper |
| On large deviation asymptotics of some tests in time series | 2002-04-25 | Paper |
| Estimating functions for nonlinear time series models | 2002-04-11 | Paper |
| Sequential estimation for a functional of the spectral density of a Gaussian stationary process | 2002-04-11 | Paper |
| Stochastic regression model with dependent disturbances | 2001-09-16 | Paper |
| AN ESTIMATION METHOD IN TIME SERIES ERRORS-IN-VARIABLES MODELS | 2001-07-03 | Paper |
| ASYMPTOTIC THEORY FOR THE DURBIN–WATSON STATISTIC UNDER LONG-MEMORY DEPENDENCE | 2001-06-05 | Paper |
| Local asymptotic normality for regression models with long-memory disturbance | 2001-03-20 | Paper |
| Asymptotic theory of statistical inference for time series | 2000-10-16 | Paper |
| Large Deviation Results for Statistics of Short‐ and Long‐memory Gaussian Processes | 2000-02-20 | Paper |
| Discrimination and Clustering for Multivariate Time Series | 1998-08-09 | Paper |
| Nonparametric approach for discriminant analysis in time series | 1997-11-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4348093 | 1997-10-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4352955 | 1997-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4891958 | 1997-03-10 | Paper |
| Nonparametric approach for non-Gaussian vector stationary processes | 1996-08-05 | Paper |
| Higher order asymptotic theory for normalizing transformations of maximum likelihood estimators | 1996-06-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4834442 | 1995-08-21 | Paper |
| DISCRIMINANT ANALYSIS FOR STATIONARY VECTOR TIME SERIES | 1994-09-08 | Paper |
| ASYMPTOTIC EFFICIENCY OF THE SAMPLE COVARIANCES IN A GAUSSIAN STATIONARY PROCESS | 1994-09-08 | Paper |
| Statistical analysis of curved probability densities | 1994-04-21 | Paper |
| Higher order asymptotic theory for discriminant analysis in exponential families of distributions | 1994-04-21 | Paper |
| NON-PARAMETRIC APPROACH IN TIME SERIES ANALYSIS | 1994-02-02 | Paper |
| Correction to: A central limit theorem for stationary processes and the parameter estimation of linear processes | 1993-12-21 | Paper |
| An Automatic Formula for the Second-Order Approximation of the Distributions of Test Statistics under Contiguous Alternatives | 1993-02-04 | Paper |
| Higher order asymptotic theory for time series analysis | 1992-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3979225 | 1992-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3970298 | 1992-06-25 | Paper |
| Third-order asymptotic properties of a class of test statistics under a local alternative | 1991-01-01 | Paper |
| HIGHER-ORDER ASYMPTOTIC PROPERTIES OF A WEIGHTED ESTIMATOR FOR GAUSSIAN ARMA PROCESSES | 1991-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3201444 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473943 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3823034 | 1988-01-01 | Paper |
| Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3809091 | 1987-01-01 | Paper |
| Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes | 1987-01-01 | Paper |
| Walsh spectral analysis of multiple dyadic stationary processes and its applications | 1987-01-01 | Paper |
| THIRD ORDER ASYMPTOTIC PROPERTIES OF BLUE AND LSE FOR A REGRESSION MODEL WITH ARMA RESIDUAL | 1987-01-01 | Paper |
| Third order asymptotic properties of maximum likelihood estimators for Gaussian ARMA processes | 1986-01-01 | Paper |
| Berry-Esseen theorems for quadratic forms of Gaussian stationary processes | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3700637 | 1985-01-01 | Paper |
| VALIDITY OF EDGEWORTH EXPANSIONS FOR STATISTICS OF TIME SERIES | 1984-01-01 | Paper |
| On the second order asymptotic efficiency of estimators of Gaussian ARMA processes | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3969744 | 1982-01-01 | Paper |
| A central limit theorem for stationary processes and the parameter estimation of linear processes | 1982-01-01 | Paper |
| On estimation of the integrals of the fourth order cumulant spectral density | 1982-01-01 | Paper |
| Asymptotic expansions of the distributions of the estimates of coefficients in a simultaneous equation system | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3903918 | 1981-01-01 | Paper |
| ROBUST REGRESSION AND INTERPOLATION FOR TIME SERIES | 1981-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3888400 | 1980-01-01 | Paper |
| On estimation of the integrals of certain functions of spectral density | 1980-01-01 | Paper |
| On selection of the order of the spectral density model for a stationary process | 1980-01-01 | Paper |
| On estimation of parameters of Gaussian stationary processes | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4167342 | 1978-01-01 | Paper |
