| Publication | Date of Publication | Type |
|---|
| Scale mixtures of multivariate centered skew-normal distributions | 2025-01-07 | Paper |
| Generalized additive models with principal component analysis: an application to time series of respiratory disease and air pollution data | 2024-11-20 | Paper |
| Existence of a periodic and seasonal INAR process | 2024-11-12 | Paper |
| The Estimation and Testing of the Cointegration Order Based on the Frequency Domain | 2024-10-23 | Paper |
| A longitudinal study of the influence of air pollutants on children: a robust multivariate approach | 2024-09-12 | Paper |
| A dimension reduction factor approach for multivariate time series with long-memory: a robust alternative method | 2024-07-30 | Paper |
| Expectile and M-quantile regression for panel data | 2024-05-31 | Paper |
| A spectral approach to estimate the autocovariance function | 2022-07-20 | Paper |
| Empirical study of robust estimation methods for PAR models with application to the air quality area | 2022-06-27 | Paper |
| Principal component analysis with autocorrelated data | 2022-02-23 | Paper |
| A periodic and seasonal statistical model for non-negative integer-valued time series with an application to dispensed medications in respiratory diseases | 2021-11-11 | Paper |
| Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations | 2021-03-01 | Paper |
| A semiparametric approach to estimate two seasonal fractional parameters in the SARFIMA model | 2021-02-18 | Paper |
| Bootstrap tests for fractional integration and cointegration: a comparison study | 2021-02-15 | Paper |
| A Poisson INAR(1) process with a seasonal structure | 2020-04-01 | Paper |
| Robust factor modelling for high-dimensional time series: an application to air pollution data | 2019-11-25 | Paper |
| On generalized additive models with dependent time series covariates | 2019-06-14 | Paper |
| M-periodogram for the analysis of long-range-dependent time series | 2018-06-20 | Paper |
| An \(M\)-estimator for the long-memory parameter | 2017-09-28 | Paper |
| Robust Dickey-Fuller tests based on ranks for time series with additive outliers | 2017-02-01 | Paper |
| Robust estimation of the scale and of the autocovariance function of Gaussian short- and long-range dependent processes | 2014-06-16 | Paper |
| Large sample behaviour of some well-known robust estimators under long-range dependence | 2014-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4898728 | 2013-01-02 | Paper |
| Asymptotic properties of \(U\)-processes under long-range dependence | 2011-09-14 | Paper |
| On the properties of the periodogram of a stationary long-memory process over different epochs with applications | 2011-02-22 | Paper |
| Robust estimation of periodic autoregressive processes in the presence of additive outliers | 2010-09-01 | Paper |
| Robust estimation in long-memory processes under additive outliers | 2009-08-01 | Paper |
| Robust estimation in long-memory processes under additive outliers | 2009-06-09 | Paper |
| Local bootstrap approaches for fractional differential parameter estimation in ARFIMA models | 2009-04-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3597598 | 2009-02-09 | Paper |
| Estimation of seasonal fractionally integrated processes | 2008-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5442830 | 2008-02-22 | Paper |
| Invariance of the first difference in ARFIMA models | 2007-12-16 | Paper |
| Log-average periodogram estimator of the memory parameter | 2007-12-05 | Paper |
| Unit root tests using semi-parametric estimators of the long-memory parameter | 2006-08-28 | Paper |
| Correlated Errors in the Parameters Estimation of the ARFIMA Model: A Simulated Study | 2006-08-10 | Paper |
| Estimating seasonal long-memory processes: a Monte Carlo study | 2006-05-03 | Paper |
| Long Memory Inflationary Dynamics: The Case of Brazil | 2006-01-27 | Paper |
| Bootstrap techniques in semiparametric estimation methods for ARFIMA models: A comparison study. | 2005-05-20 | Paper |
| A comparison of estimation methods in non-stationary ARFIMA processes | 2005-05-09 | Paper |
| ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY | 2003-01-08 | Paper |
| Parametric and semiparametric estimations of stationary univariate ARFIMA models | 2002-04-25 | Paper |
| Some simulations and applications of forecasting long-memory time-series models | 1999-09-22 | Paper |
| ESTIMATION OF THE FRACTIONAL DIFFERENCE PARAMETER IN THE ARIMA(p, d, q) MODEL USING THE SMOOTHED PERIODOGRAM | 1995-01-05 | Paper |
