| Publication | Date of Publication | Type |
|---|
| On the relationship between the theory of cointegration and the theory of phase synchronization | 2018-12-10 | Paper |
| Statistical inference for oscillation processes | 2017-07-14 | Paper |
| Graphical Modeling for Multivariate Hawkes Processes with Nonparametric Link Functions | 2017-03-16 | Paper |
| Local inference for locally stationary time series based on the empirical spectral measure | 2016-07-18 | Paper |
| Volatility Decomposition and Estimation in Time-Changed Price Models | 2016-05-07 | Paper |
| Frequency and phase estimation in time series with quasi periodic components | 2014-11-20 | Paper |
| Discussion on: ``Bootstrap methods for dependent data: a review | 2014-09-30 | Paper |
| Multivariate time series analysis | 2013-09-25 | Paper |
| Structural adaptive smoothing procedures | 2013-09-25 | Paper |
| Locally Stationary Processes | 2011-09-19 | Paper |
| Empirical spectral processes for locally stationary time series | 2010-11-15 | Paper |
| A recursive online algorithm for the estimation of time-varying ARCH parameters | 2008-01-09 | Paper |
| Nonparametric quasi-maximum likelihood estimation for Gaussian locally stationary processes | 2007-07-12 | Paper |
| Semiparametric Estimation by Model Selection for Locally Stationary Processes | 2007-05-24 | Paper |
| Statistical inference for time-varying ARCH processes | 2006-08-24 | Paper |
| Correction. Efficient parameter estimation for self-similar processes | 2006-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660423 | 2005-03-21 | Paper |
| Partial correlation analysis for the identification of synaptic connections | 2004-12-01 | Paper |
| Locally adaptive fitting of semiparametric models to nonstationary time series. | 2004-09-22 | Paper |
| Generalized Levinson--Durbin and Burg algorithms. | 2004-01-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4410083 | 2003-07-01 | Paper |
| A likelihood approximation for locally stationary processes | 2002-11-14 | Paper |
| Graphical interaction models for multivariate time series. | 2002-01-29 | Paper |
| Likelihood methods for nonstationary time series and random fields | 2002-01-28 | Paper |
| Hidden frequency estimation with data tapers | 2001-03-01 | Paper |
| Nonlinear wavelet estimation of time-varying autoregressive processes | 2001-01-29 | Paper |
| On the Optimal Segment Length for Parameter Estimates for Locally Stationary Time Series | 1999-08-10 | Paper |
| Maximum likelihood estimation and model selection for locally stationary processes∗ | 1998-01-11 | Paper |
| Fitting time series models to nonstationary processes | 1997-10-06 | Paper |
| A frequency domain bootstrap for ratio statistics in time series analysis | 1997-05-05 | Paper |
| Asymptotically optimal estimation in misspecified time series models | 1997-01-29 | Paper |
| On the Kullback-Leibler information divergence of locally stationary processes | 1996-07-01 | Paper |
| Efficient location and regression estimation for long range dependent regression models | 1996-02-08 | Paper |
| Nonparametric high resolution spectral estimation | 1990-01-01 | Paper |
| Approximation for the inverse of Toeplitz matrices with applications to stationary processes | 1990-01-01 | Paper |
| Efficient parameter estimation for self-similar processes | 1989-01-01 | Paper |
| Pointwise approximation by algebraic polynomials | 1989-01-01 | Paper |
| Convergence results for maximum likelihood type estimators in multivariable ARMA models. II | 1989-01-01 | Paper |
| Empirical spectral processes and their applications to time series analysis | 1988-01-01 | Paper |
| Small sample effects in time series analysis: A new asymptotic theory and a new estimate | 1988-01-01 | Paper |
| Edge effects and efficient parameter estimation for stationary random fields | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3816875 | 1987-01-01 | Paper |
| ON THE ASYMPTOTIC DISTRIBUTION OF BARTLETT'S Up-STATISTIC | 1985-01-01 | Paper |
| Asymptotic normality of spectral estimates | 1985-01-01 | Paper |
| A functional limit theorem for tapered empirical spectral functions | 1985-01-01 | Paper |
| On a spectral density estimate obtained by averaging periodograms | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3742549 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3687560 | 1984-01-01 | Paper |
| SPECTRAL ANALYSIS WITH TAPERED DATA | 1983-01-01 | Paper |
