| Publication | Date of Publication | Type |
|---|
| On semiparametric inference for periodically modulated density functions | 2023-11-17 | Paper |
| On seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activity | 2022-09-28 | Paper |
| Correction | 2022-05-20 | Paper |
| On nonparametric density estimation for multivariate linear long-memory processes | 2022-05-17 | Paper |
| On nonparametric regression for bivariate circular long-memory time series | 2022-04-07 | Paper |
| Testing for the expected number of exceedances in strongly dependent seasonal time series | 2022-01-25 | Paper |
| On inference for modes under long memory | 2021-07-16 | Paper |
| On nonparametric ridge estimation for multivariate long-memory processes | 2021-05-06 | Paper |
| On the empirical process of tempered moving averages | 2020-12-18 | Paper |
| On aggregation of strongly dependent time series | 2020-11-30 | Paper |
| Estimating the Mean Direction of Strongly Dependent Circular Time Series | 2020-05-27 | Paper |
| On estimating extremal dependence structures by parametric spectral measures | 2019-03-13 | Paper |
| Mathematical Foundations of Time Series Analysis | 2018-08-27 | Paper |
| On Local Trigonometric Regression Under Dependence | 2018-07-11 | Paper |
| On non parametric statistical inference for densities under long-range dependence | 2017-12-06 | Paper |
| On the effect of long-range dependence on extreme value copula estimation with fixed marginals | 2016-10-31 | Paper |
| Analysing sanity of requirements for avionics systems | 2016-05-12 | Paper |
| On two sample inference for eigenspaces in functional data analysis with dependent errors | 2016-04-22 | Paper |
| Estimation of eigenvalues, eigenvectors and scores in FDA models with dependent errors | 2016-04-20 | Paper |
| Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models | 2015-04-16 | Paper |
| On estimation of mean and covariance functions in repeated time series with long-memory errors | 2015-02-25 | Paper |
| On piecewise polynomial regression under general dependence conditions, with an application to calcium-imaging data | 2015-02-13 | Paper |
| On robust tail index estimation for linear long-memory processes | 2014-11-26 | Paper |
| From short to long memory: aggregation and estimation | 2014-04-14 | Paper |
| The harmonic moment tail index estimator: asymptotic distribution and robustness | 2014-02-17 | Paper |
| Optimal convergence rates in non-parametric regression with fractional time series errors | 2013-10-09 | Paper |
| Long-Memory Processes | 2013-02-13 | Paper |
| On robust tail index estimation | 2012-12-30 | Paper |
| Credit risk modeling based on survival analysis with immunes | 2012-10-19 | Paper |
| On asymptotically optimal wavelet estimation of trend functions under long-range dependence | 2012-03-29 | Paper |
| Bootstrap testing for discontinuities under long-range dependence | 2012-03-13 | Paper |
| Modifying the double smoothing bandwidth selector in nonparametric regression | 2011-05-20 | Paper |
| Estimation of a nonparametric regression spectrum for multivariate time series | 2011-05-19 | Paper |
| Filtered log-periodogram regression of long memory processes | 2011-04-18 | Paper |
| On spline regression under Gaussian subordination with long memory | 2011-01-14 | Paper |
| On approximate pseudo-maximum likelihood estimation for LARCH-processes | 2010-11-15 | Paper |
| On rapid change points under long memory | 2010-08-19 | Paper |
| The effect of long memory in volatility on location estimation | 2010-08-13 | Paper |
| On least squares estimation for long-memory lattice processes | 2009-11-13 | Paper |
| On parameter estimation for locally stationary long-memory processes | 2009-03-20 | Paper |
| Weighted averages and local polynomial estimation for fractional linear ARCH processes | 2009-02-24 | Paper |
| A nonparametric regression cross spectrum for multivariate time series | 2008-04-23 | Paper |
| Modelling financial time series with SEMIFAR GARCH model | 2007-12-18 | Paper |
| ON M‐Estimation Under Long‐Range Dependence in Volatility | 2007-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5310534 | 2007-10-11 | Paper |
| On location estimation for LARCH processes | 2006-10-05 | Paper |
| On estimating the cumulant generating function of linear processes | 2006-09-12 | Paper |
| Analyzing musical structure and performance -- a statistical approach | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4437932 | 2003-12-03 | Paper |
| Nonparametric M-estimation with long-memory errors | 2003-10-14 | Paper |
| Local polynomial fitting with long-memory, short-memory and antipersistent errors | 2003-04-27 | Paper |
| SEMIFAR models -- a semiparametric approach to modelling trends, long-range dependence and nonstationarity | 2002-08-13 | Paper |
| Local polynomial estimation with a FARIMA-GARCH error process | 2002-05-23 | Paper |
| Estimation of the Dominating Frequency for Stationary and Nonstationary Fractional Autoregressive Models | 2001-09-23 | Paper |
| Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors | 1999-03-14 | Paper |
| SEMIFAR forecasts, with applications to foreign exchange rates. | 1999-01-01 | Paper |
| On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes | 1998-01-01 | Paper |
| Testing for a change of the long-memory parameter | 1997-07-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4865042 | 1996-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4845377 | 1995-12-13 | Paper |
| TESTING EQUALITY OF VARIANCES FOR PAIRED TIME SERIES | 1995-06-08 | Paper |
| On a class of M-estimators for Gaussian long-memory models | 1995-02-22 | Paper |
| ESTIMATION OF THE LONG-MEMORY PARAMETER, BASED ON A MULTIVARIATE CENTRAL LIMIT THEOREM | 1994-09-08 | Paper |
| Fitting long-memory models by generalized linear regression | 1994-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4203568 | 1993-09-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4040511 | 1993-06-05 | Paper |
| M Estimators of Location for Gaussian and Related Processes With Slowly Decaying Serial Correlations | 1992-06-27 | Paper |
| Slowly Decaying Correlations, Testing Normality, Nuisance Parameters | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3976428 | 1992-06-26 | Paper |
| A test of location for data with slowly decaying serial correlations | 1989-01-01 | Paper |
