| Publication | Date of Publication | Type |
|---|
| Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models | 2024-02-14 | Paper |
| Weak convergence to derivatives of fractional Brownian motion | 2022-08-04 | Paper |
| Corrigendum to: ``Analysis of the forward search using some new results for martingales and empirical processes | 2019-09-25 | Paper |
| Nonstationary Cointegration in the Fractionally Cointegrated VAR Model | 2019-07-30 | Paper |
| BOUNDEDNESS OF M-ESTIMATORS FOR LINEAR REGRESSION IN TIME SERIES | 2019-06-26 | Paper |
| Testing the CVAR in the Fractional CVAR Model | 2018-11-16 | Paper |
| The cointegrated vector autoregressive model with general deterministic terms | 2018-07-17 | Paper |
| THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS | 2017-04-28 | Paper |
| Likelihood inference for a nonstationary fractional autoregressive model | 2016-08-04 | Paper |
| Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate | 2016-08-04 | Paper |
| Some identification problems in the cointegrated vector autoregressive model | 2016-08-04 | Paper |
| Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models | 2016-06-29 | Paper |
| Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models | 2016-06-29 | Paper |
| Statistical analysis of hypotheses on the cointegrating relations in the \(I(2)\) model | 2016-06-10 | Paper |
| Analysis of the forward search using some new results for martingales and empirical processes | 2016-04-01 | Paper |
| MODEL DISCOVERY AND TRYGVE HAAVELMO’S LEGACY | 2015-03-09 | Paper |
| An asymptotic invariance property of the common trends under linear transformations of the data | 2014-08-06 | Paper |
| Discussion: The forward search: theory and data analysis | 2014-08-05 | Paper |
| Least squares estimation in a simple random coefficient autoregressive model | 2014-06-06 | Paper |
| Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model | 2013-11-08 | Paper |
| On a Graphical Technique for Evaluating Some Rational Expectations Models | 2013-06-14 | Paper |
| Periodic review lost-sales inventory models with compound Poisson demand and constant lead times of any length | 2012-12-29 | Paper |
| A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM | 2012-06-11 | Paper |
| Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model | 2012-01-01 | Paper |
| Cointegration: Overview and Development | 2009-11-27 | Paper |
| Can-order policy for the periodic-review joint replenishment problem | 2009-10-15 | Paper |
| A REPRESENTATION THEORY FOR A CLASS OF VECTOR AUTOREGRESSIVE MODELS FOR FRACTIONAL PROCESSES | 2009-06-11 | Paper |
| Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes | 2009-03-17 | Paper |
| Exact rational expectations, cointegration, and reduced rank regression | 2008-06-11 | Paper |
| A Small Sample Correction of the Dickey–Fuller Test | 2007-06-19 | Paper |
| A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model | 2006-06-16 | Paper |
| A NOTE ON TESTING RESTRICTIONS FOR THE COINTEGRATION PARAMETERS OF A VAR WITH I(2) VARIABLES | 2005-10-18 | Paper |
| Optimal and near-optimal policies for lost sales inventory models with at most one replenishment order outstanding | 2005-10-17 | Paper |
| More on testing exact rational expectations in cointegrated vector autoregressive models: Restricted constant and linear term | 2005-07-04 | Paper |
| The asymptotic variance of the estimated roots in a cointegrated vector autoregressive model | 2004-11-24 | Paper |
| A small sample correction for tests of hypotheses on the cointegrating vectors | 2003-04-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4791406 | 2003-02-06 | Paper |
| Computation of a near-optimal service policy for a single-server queue with homogeneous jobs | 2002-05-14 | Paper |
| Some tests for parameter constancy in cointegrated VAR‐models | 2002-04-07 | Paper |
| Cointegration analysis in the presence of structural breaks in the deterministic trend | 2002-02-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4518959 | 2001-11-27 | Paper |
| A BARTLETT CORRECTION FACTOR FOR TESTS ON THE COINTEGRATING RELATIONS | 2001-05-16 | Paper |
| Testing exact rational expectations in cointegrated vector autoregressive models | 2000-05-10 | Paper |
| Can-order policies for coordinated inventory replenishment with Erlang distributed times between ordering | 1999-11-08 | Paper |
| Likelihood Analysis of the I(2) Model | 1999-10-31 | Paper |
| Likelihood analysis of seasonal cointegration | 1999-01-01 | Paper |
| Likelihood-Based Inference in Cointegrated Vector Autoregressive Models | 1998-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4388789 | 1998-05-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4388790 | 1998-05-10 | Paper |
| Identifying restrictions of linear equations with applications to simultaneous equations and cointegration | 1996-03-05 | Paper |
| Estimating systems of trending variables | 1996-01-24 | Paper |
| The role of the constant and linear terms in cointegration analysis of nonstationary variables | 1995-10-25 | Paper |
| Identification of the long-run and the short-run structure. An application to the ISLM model | 1995-02-16 | Paper |
| Optimal Prices of an M/G/1 Jobshop | 1995-01-12 | Paper |
| A Stastistical Analysis of Cointegration for I(2) Variables | 1995-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4020627 | 1993-01-17 | Paper |
| Cointegration in partial systems and the efficiency of single-equation analysis | 1992-09-27 | Paper |
| Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK | 1992-09-27 | Paper |
| Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models | 1992-06-28 | Paper |
| Hotelling's theorem on the volume of tubes: Some illustrations in simultaneous inference and data analysis | 1990-01-01 | Paper |
| A survey of product-integration with a view toward application in survival analysis | 1990-01-01 | Paper |
| Statistical analysis of cointegration vectors | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4207492 | 1988-01-01 | Paper |
| The asymptotic properties of the Cornish-Bowden-Eisenthal median estimator | 1987-01-01 | Paper |
| Estimation of proportional covariances | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3780225 | 1986-01-01 | Paper |
| Functional relations, random coefficients, and nonlinear regression with application to kinetic data | 1984-01-01 | Paper |
| An Extension of Cox's Regression Model | 1983-01-01 | Paper |
| On de Moivre's Recursion Formulae for the Duration of Play | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3327531 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4741596 | 1982-01-01 | Paper |
| The Welch-James approximation to the distribution of the residual sum of squares in a weighted linear regression | 1980-01-01 | Paper |
| Control of arrivals to a stochastic input–output system | 1980-01-01 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:4159481 A Bang-Bang representation for 3�3 embeddable stochastic matrices] | 1979-01-01 | Paper |
| [https://portal.mardi4nfdi.de/wiki/Publication:4166860 A Bang-Bang representation for 3�3 embeddable stochastic matrices] | 1979-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4164219 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4166085 | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4137913 | 1977-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4155625 | 1977-01-01 | Paper |
| The Extremal Convex Functions. | 1974-01-01 | Paper |
| Some Results on the Imbedding Problem for Finite Markov Chains | 1974-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5182944 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5184241 | 1973-01-01 | Paper |
| A central limit theorem for finite semigroups and its application to the imbedding problem for finite state Markov chains | 1973-01-01 | Paper |
| The Bang-Bang problem for stochastic matrices | 1973-01-01 | Paper |
| A Representation Theorem for a Convex Cone of Quasi Convex Functions. | 1972-01-01 | Paper |
| A generalized Radon-Nikodym derivative | 1970-01-01 | Paper |
| Asymptotic Properties of the Restricted Bayesian Double Sampling Plan | 1970-01-01 | Paper |
| The descriptive approach to the derivative of a set function with respect to a \(\sigma\)-lattic | 1967-01-01 | Paper |
| An application of extreme point methods to the representation of infinitely divisible distributions | 1966-01-01 | Paper |
| On the Semimartingale Convergence Theorem | 1966-01-01 | Paper |
