| Publication | Date of Publication | Type |
|---|
| Moment-based density estimation of confidential micro-data: a computational statistics approach | 2023-06-09 | Paper |
| The vulnerability of multiplicative noise protection to correlation-attacks on continuous microdata | 2021-05-03 | Paper |
| Unit root tests for ESTAR models | 2019-08-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5256008 | 2015-06-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5173038 | 2015-02-06 | Paper |
| Seasonal adjustment of an aggregate series using univariate and multivariate basic structural models | 2012-09-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3107475 | 2011-12-24 | Paper |
| Asymptotic Quasi-Likelihood Based on Kernel Smoothing for Multivariate Heteroschedastic Models with Correlation | 2011-12-19 | Paper |
| Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique | 2011-05-31 | Paper |
| Fitting probability forecasting models by scoring rules and maximum likelihood | 2011-03-08 | Paper |
| Loss protection in pairs trading through minimum profit bounds: A cointegration approach | 2008-11-20 | Paper |
| Progress in Cryptology - INDOCRYPT 2003 | 2007-11-29 | Paper |
| Analysis of experiments using the asymptotic quasi-likelihood approach | 2007-09-11 | Paper |
| An alternative derivation of the Kalman filter using the quasi-likelihood method | 2007-05-15 | Paper |
| Estimating from cross-sectional categorical data subject to misclassification and double sampling: moment-based, maximum likelihood and quasi-likelihood approaches | 2006-05-29 | Paper |
| Advances in Computer Science - ASIAN 2004. Higher-Level Decision Making | 2005-08-17 | Paper |
| Restricted quasi-score estimating functions for sample survey data | 2004-10-25 | Paper |
| A case study of the residual-based cointegration procedure | 2004-05-27 | Paper |
| The effects of \(I(1)\) series on cointegration inference | 2004-03-25 | 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 |
| https://portal.mardi4nfdi.de/entity/Q4805818 | 2003-06-09 | Paper |
| THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS | 2003-05-18 | Paper |
| Asymptotics for moving average processes with dependent innovations | 2002-10-23 | Paper |
| Criteria for estimating the variance function used in the asymptotic quasi-likelihood approach | 2002-01-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4501510 | 2000-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4492751 | 2000-07-18 | Paper |
| Convergence to Normality of the Asymptotic Quasi-Score Function on a Linear Model | 2000-07-09 | Paper |
| A New Kind of Asymptotic Quasi‐Score Estimating Function | 2000-05-24 | Paper |
| Estimating the Hurst parameter in fractional \(\text{ARIMA} (p,d,q)\) models via the quasi-likelihood method | 2000-02-21 | Paper |
| A practical procedure for estimation of linear models via asymptotic quasi-likelihood | 2000-02-17 | Paper |
| A quasi-likelihood method for fractal-dimension estimation | 1999-11-16 | Paper |
| An example of applying the asymptotic quasi-likelihood to dimension estimation for random spatial patterns | 1999-10-25 | Paper |
| On spaces of estimating functions | 1999-10-04 | Paper |
| Consistency of the Asymptotic Quasi-Likelihood Estimate on Linear Models | 1998-10-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3843107 | 1998-08-24 | Paper |
| THE RELATIONSHIP BETWEEN QUASI‐SCORE AND LOCALLY E‐SUFFICIENT ESTIMATING FUNCTIONS | 1995-10-10 | Paper |
| On the strong law of large numbers of multivariate martingales with random norming | 1995-07-16 | Paper |
| Optimal estimating functions and wedderburn's quasi-likelihood | 1994-01-31 | Paper |
| ON QUASI-LIKELIHOOD METHODS AND ESTIMATION FOR BUNCHING PROCESSES AND HETEROSCEDASTIC REGRESSION MODELS | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4027355 | 1993-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3723432 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5185786 | 1985-01-01 | Paper |