| Publication | Date of Publication | Type |
|---|
| Statistics in business and industry: implementation | 2024-07-18 | Paper |
| Simulated maximum likelihood in autoregressive models with stochastic volatility errors | 2024-07-18 | Paper |
| George Box's contributions to time series analysis and forecasting | 2024-07-10 | Paper |
| Stochastic volatility generated by product autoregressive models | 2024-05-19 | Paper |
| Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach | 2024-05-14 | Paper |
| A stochastic frontier regression model with dynamic frontier | 2022-07-05 | Paper |
| Robust estimation of fractional seasonal processes: modeling and forecasting daily average \(\mathrm{SO}_2\) concentrations | 2021-03-01 | Paper |
| A dependence measure for bivariate failure time data | 2019-07-12 | Paper |
| The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails | 2013-12-06 | Paper |
| A criterion to distinguish ageing patterns | 2013-06-25 | Paper |
| An empirical analysis of simulated maximum likelihood in the stochastic volatility model | 2012-05-30 | Paper |
| Option pricing under GARCH, stochastic volatility, and linear autoregressive dynamics | 2012-05-30 | Paper |
| Joint estimation using quadratic estimating function | 2011-10-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3084288 | 2011-03-15 | Paper |
| Empirical likelihood based variable selection | 2010-01-22 | Paper |
| Dimensionality reduction approach to multivariate prediction | 2008-11-26 | Paper |
| Nonparametric Capability Indices | 2008-04-03 | Paper |
| Characterization of some continuous distributions by properties of partial moments | 2008-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5446925 | 2008-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5442830 | 2008-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5308519 | 2007-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5756420 | 2007-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5756416 | 2007-09-04 | Paper |
| Renyi's entropy for residual lifetime distribution | 2006-03-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5711198 | 2005-12-09 | Paper |
| On characterizing mixtures of some life distributions | 2003-03-18 | Paper |
| ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY | 2003-01-08 | Paper |
| VARIATION REDUCTION AND ROBUST DESIGNS | 2002-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4540552 | 2002-07-28 | Paper |
| Parametric and semiparametric estimations of stationary univariate ARFIMA models | 2002-04-25 | Paper |
| Dimensionality reduction approach to multivariate prediction | 2001-12-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4215575 | 2000-10-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217155 | 1999-11-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4217127 | 1999-03-04 | Paper |
| A note on Model Reference Adaptive System (MRAS) estimate with infinite variance | 1995-12-19 | Paper |
| LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS | 1995-11-28 | Paper |
| Analysis of short time series with an over-dispersion model | 1995-08-17 | Paper |
| EXPECTATION‐MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS | 1993-06-29 | Paper |
| A nonlinear time series model and estimation of missing observations | 1993-04-01 | Paper |
| Estimation of multivariate non-linear time series models | 1992-09-27 | Paper |
| Outlier Detection and Time Series Modeling | 1989-01-01 | Paper |
| ESTIMATION FOR NON-LINEAR TIME SERIES MODELS USING ESTIMATING EQUATIONS | 1988-01-01 | Paper |
| A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS | 1988-01-01 | Paper |
| Forecast Functions Implied by Autoregressive Integrated Moving Average Models and Other Related Forecast Procedures | 1986-01-01 | Paper |
| Methods for Determining the Order of an Autoregressive-Moving Average Process: A Survey | 1985-01-01 | Paper |
| Inferences about the parameters of a time series model with changing variance | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3713455 | 1983-01-01 | Paper |
| A time series model with random coefficients | 1982-01-01 | Paper |
| Forecast efficiency of systematically sampled time series | 1982-01-01 | Paper |
| Forecasting contemporal time series aggregates | 1981-01-01 | Paper |
| Parsimony and Its Importance in Time Series Forecasting | 1981-01-01 | Paper |
| Intervention analysis and multiple time series | 1980-01-01 | Paper |
| Bayesian analysis of some outlier problems in time series | 1979-01-01 | Paper |
| A note on the multiple indicator-multiple cause model with several latent variables | 1979-01-01 | Paper |
| Sampling Interval and Feedback Control | 1979-01-01 | Paper |
| Linear Models and Spurious Observations | 1978-01-01 | Paper |
| Deterministic and Forecast-Adaptive Time-Dependent Models | 1978-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4124173 | 1976-01-01 | Paper |
| Multivariate logistic distributions | 1973-01-01 | Paper |
