| Publication | Date of Publication | Type |
|---|
| Weighted nonlinear regression with nonstationary time series | 2024-08-26 | Paper |
| OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION | 2024-01-09 | Paper |
| Nonparametric inference for quantile cointegrations with stationary covariates | 2022-09-14 | Paper |
| Testing for a unit root with nonstationary nonlinear heteroskedasticity | 2022-03-04 | Paper |
| LEAST SQUARES ESTIMATION FOR NONLINEAR REGRESSION MODELS WITH HETEROSCEDASTICITY | 2022-01-26 | Paper |
| NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY | 2022-01-26 | Paper |
| Consistency of global LSE for MA(1) models | 2022-01-24 | Paper |
| LATENT VARIABLE NONPARAMETRIC COINTEGRATING REGRESSION | 2021-04-16 | Paper |
| Asymptotic theory for near integrated processes driven by tempered linear processes | 2020-03-20 | Paper |
| On a measure of lack of fit in nonlinear cointegrating regression with endogeneity | 2020-03-16 | Paper |
| Model checks for nonlinear cointegrating regression | 2019-04-26 | Paper |
| WEAK CONVERGENCE TO STOCHASTIC INTEGRALS UNDER PRIMITIVE CONDITIONS IN NONLINEAR ECONOMETRIC MODELS | 2018-09-06 | Paper |
| Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity | 2017-07-13 | Paper |
| An Extended Martingale Limit Theorem with Application to Specification Test for Nonlinear Co-integrating Regression Model | 2017-07-05 | Paper |
| WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS | 2017-05-10 | Paper |
| Nonparametric cointegrating regression with endogeneity and long memory | 2016-04-22 | Paper |
| Nonparametric transformation regression with nonstationary data | 2016-02-23 | Paper |
| Cramér-type moderate deviation for Studentized compound Poisson sum | 2016-01-13 | Paper |
| Limit Theorems for Nonlinear Cointegrating Regression | 2015-10-30 | Paper |
| Nonlinear regressions with nonstationary time series | 2015-05-06 | Paper |
| UNIFORM CONVERGENCE FOR NONPARAMETRIC ESTIMATORS WITH NONSTATIONARY DATA | 2014-11-14 | Paper |
| Uniform convergence for nonparametric estimators with nonstationary data | 2014-11-14 | Paper |
| MARTINGALE LIMIT THEOREM REVISITED AND NONLINEAR COINTEGRATING REGRESSION | 2014-09-25 | Paper |
| Uniform convergence rates for a class of martingales with application in non-linear cointegrating regression | 2014-04-10 | Paper |
| Long-range dependent time series specification | 2014-02-04 | Paper |
| Self-normalized limit theorems: a survey | 2014-01-13 | Paper |
| Self-normalized Cramér type moderate deviations for the maximum of sums | 2013-08-16 | Paper |
| Tail approximations for samples from a finite population with applications to permutation tests | 2013-05-14 | Paper |
| NONPARAMETRIC COINTEGRATING REGRESSION WITH NNH ERRORS | 2013-04-29 | Paper |
| Cramér type moderate deviations for Studentized U-statistics | 2013-04-25 | Paper |
| Strong approximations of level exceedences related to multiple hypothesis testing | 2012-09-19 | Paper |
| A specification test for nonlinear nonstationary models | 2012-08-29 | Paper |
| Refined self-normalized large deviations for independent random variables | 2011-06-28 | Paper |
| ASYMPTOTIC THEORY FOR ZERO ENERGY FUNCTIONALS WITH NONPARAMETRIC REGRESSION APPLICATIONS | 2011-04-27 | Paper |
| SPECIFICATION TESTING IN NONLINEAR TIME SERIES WITH LONG-RANGE DEPENDENCE | 2011-04-27 | Paper |
| Confidence regions for the intensity function of a cyclic Poisson process | 2011-02-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3561134 | 2010-05-25 | Paper |
| Structural Nonparametric Cointegrating Regression | 2010-02-03 | Paper |
| On weighted approximations in \(D[0,1]\) with applications to self-normalized partial sum processes | 2009-12-28 | Paper |
| Asymptotics of Studentized \(U\)-type processes for changepoint problems | 2009-12-28 | Paper |
| Cram'er type moderate deviations for the maximum of self-normalized sums | 2009-11-20 | Paper |
| ASYMPTOTIC THEORY FOR LOCAL TIME DENSITY ESTIMATION AND NONPARAMETRIC COINTEGRATING REGRESSION | 2009-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3600738 | 2009-02-05 | Paper |
| The Berry-Esséen bound for Studentized statistics | 2008-03-16 | Paper |
| Edgeworth expansions for a sample sum from a finite set of independent random variables | 2007-11-23 | Paper |
| Cramér-type large deviations for samples from a finite population | 2007-09-03 | Paper |
| Exact convergence rate and leading term in the central limit theorem for \(U\)-statistics | 2007-04-13 | Paper |
| Limit theorems for self-normalized large deviation | 2006-11-03 | Paper |
| On the self-normalized Cramér-type large deviation | 2005-12-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663825 | 2005-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4663826 | 2005-04-04 | Paper |
| Berry-Esseen bound for a sample sum from a finite set of independent random variables | 2005-01-17 | Paper |
| Weighted bootstrap for \(U\)-statistics | 2004-11-23 | Paper |
| Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. | 2004-09-15 | Paper |
| Edgeworth expansion for \(U\)-statistics under minimal conditions. | 2004-07-01 | Paper |
| Self-normalized Cramér-type large deviations for independent random variables. | 2004-07-01 | Paper |
| Donsker's theorem for self-normalized partial sums processes | 2004-06-10 | Paper |
| Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence | 2004-03-25 | Paper |
| ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS | 2004-02-11 | Paper |
| Strong approximation for long memory processes with applications | 2003-08-06 | Paper |
| THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS | 2003-05-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4787692 | 2003-01-08 | Paper |
| Darling-Erdős theorem for self-normalized sums | 2003-01-01 | Paper |
| Asymptotics for moving average processes with dependent innovations | 2002-10-23 | Paper |
| An exponential nonuniform Berry-Esseen bound for self-normalized sums | 2001-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4516459 | 2000-11-28 | Paper |
| On Berry-Esséen rates for \(m\)-dependent \(U\)-statistics | 1999-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215940 | 1999-07-04 | Paper |
| Kolmogorov and Erdős test for self-normalized sums. | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4367496 | 1998-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4397499 | 1998-07-07 | Paper |
| Bernstein type inequalities for degenerate \(U\)-statistics with applications | 1998-06-07 | Paper |
| On the maximal inequality | 1998-05-04 | Paper |
| Non-uniform rates of convergence for double arrays of independent random variables with applications | 1996-10-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4852120 | 1996-02-11 | Paper |
| The strong law of \(U\)-statistics with \(\varphi\)-mixing samples | 1995-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4848158 | 1995-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4316323 | 1995-04-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5287710 | 1994-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4271720 | 1994-05-26 | Paper |
| On the Marcinkiewicz's theorem of \(U\)-statistics | 1994-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4693606 | 1994-01-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4016107 | 1992-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3983781 | 1992-06-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3473946 | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4735921 | 1988-01-01 | Paper |
