| Publication | Date of Publication | Type |
|---|
| The functional central limit theorem for Markov-switching GARCH model | 2024-06-14 | Paper |
| Asymptotics for semi-strong augmented GARCH(1,1) model | 2022-11-09 | Paper |
| Stationarity and functional central limit theorem for ARCH(\(\infty\)) models | 2018-10-05 | Paper |
| Asymmetry and nonstationarity for a seasonal time series model | 2016-05-02 | Paper |
| Unit root tests for panel MTAR model with cross-sectionally dependent error | 2015-10-14 | Paper |
| The functional central limit theorem for the multivariate MS-ARMA-GARCH model | 2015-05-19 | Paper |
| Continuous time approximations to GARCH(1,1)-family models and their limiting properties | 2015-02-12 | Paper |
| The functional central limit theorem and structural change test for the \(\mathrm{HAR}(\infty)\) model | 2015-01-14 | Paper |
| Functional central limit theorems for augmented GARCH(\(p\),\(q\)) and FIGARCH processes | 2014-08-11 | Paper |
| The functional central limit theorem for ARMA-GARCH processes | 2014-06-06 | Paper |
| Sufficient conditions for irreducibility, ergodicity and recurrence of a Markov process \(X_{n + 1} =f(X_n) + \varepsilon_{n + 1}\) | 2013-10-24 | Paper |
| Geometric ergodicity and \(\beta\)-mixing property for a multivariate CARR model | 2013-01-29 | Paper |
| A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes | 2013-01-28 | Paper |
| Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility | 2013-01-01 | Paper |
| V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model | 2012-07-16 | Paper |
| Geometric ergodicity and moment conditions for a seasonal GARCH model with periodic coefficients | 2010-03-18 | Paper |
| IRREDUCIBILITY OF ARMA(p,q) PROCESS WITH MARKOV SWITCHING | 2009-05-20 | Paper |
| A STUDY ON SOME PERIODIC TIME VARYING BILINEAR MODEL | 2009-05-19 | Paper |
| On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations | 2008-04-01 | Paper |
| STATIONARITY AND β-MIXING PROPERTY OF A MIXTURE AR-ARCH MODELS | 2007-08-28 | Paper |
| Stationary \(\beta\)-mixing for subdiagonal bilinear time series | 2007-07-31 | Paper |
| A STUDY ON GARCH(p, q) PROCESS | 2005-12-12 | Paper |
| ON STATIONARITY OF NONLINEAR AR PROCESSES WITH NONLINEAR ARCH ERRORS | 2005-12-12 | Paper |
| On stationarity and \(\beta\)-mixing property of certain nonlinear \(\text{GARCH}(p,q)\) models | 2005-11-25 | Paper |
| Probabilistic Properties of a Nonlinear ARMA Process with Markov Switching | 2005-05-23 | Paper |
| M‐Estimation for regressions with integrated regressors and arma errors | 2004-11-24 | Paper |
| ON GEOMETRIC ERGODICITY OF AN AR-ARCH TYPE PROCESS WITH MARKOV SWITCHING | 2004-05-27 | Paper |
| An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models. | 2003-06-09 | Paper |
| Strict stationarity and functional central limit theorem for ARCH/GARCH models | 2003-05-07 | Paper |
| Functional central limit theorems for iterated function systems controlled by regenerative sequences | 2003-01-09 | Paper |
| A note on stationarity of the MTAR process on the boundary of the stationarity region | 2002-03-03 | Paper |
| On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models | 2002-02-03 | Paper |
| On geometric ergodicity of the MTAR process | 2002-01-02 | Paper |
| Functional central limit theorems for the Gibbs sampler | 2001-06-14 | Paper |
| Asymptotic behaviors of randomly perturbed dynamical systems | 2001-01-02 | Paper |
| Strict stationarity of ar(p) processes generated by nonlinear random functions with additive perturbations | 2000-11-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4705799 | 2000-09-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4954591 | 2000-06-12 | Paper |
| DERIVATIONS ON PRIME AND SEMI-PRIME RINGS | 1998-12-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3125132 | 1998-05-21 | Paper |
| Limit theorems for some doubly stochastic processes | 1997-07-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5286720 | 1994-05-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3480998 | 1989-01-01 | Paper |
| Asymptotics of a class of Markov processes which are not in general irreducible | 1988-01-01 | Paper |
| Ergodicity and central limit theorems for a class of Markov processes | 1988-01-01 | Paper |
