| Publication | Date of Publication | Type |
|---|
| On a Threshold Double Autoregressive Model | 2025-01-20 | Paper |
| Self-normalized inference for stationarity of irregular spatial data | 2024-10-08 | Paper |
| On Semiparametrically Dynamic Functional-Coefficient Autoregressive Spatio-Temporal Models with Irregular Location Wide Nonstationarity | 2024-07-05 | Paper |
| Test for Zero Mean of Errors In An ARMA-GGARCH Model After Using A Median Inference | 2024-01-29 | Paper |
| Cointegration Rank Estimation for High-Dimensional Time Series With Breaks | 2023-11-17 | Paper |
| Maximum likelihood estimation for \(\alpha\)-stable double autoregressive models | 2023-08-18 | Paper |
| Estimation of generalized threshold autoregressive models | 2023-07-28 | Paper |
| Nonparametric testing for the specification of spatial trend functions | 2023-06-05 | Paper |
| Inference for Structural Breaks in Spatial Models | 2022-10-13 | Paper |
| Nearly nonstationary processes under infinite variance GARCH noises | 2022-08-02 | Paper |
| TEST FOR ZERO MEDIAN OF ERRORS IN AN ARMA–GARCH MODEL | 2022-06-17 | Paper |
| LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise | 2022-03-16 | Paper |
| Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors | 2022-03-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5033659 | 2022-02-23 | Paper |
| Empirical likelihood test for the equality of several high-dimensional covariance matrices | 2021-12-14 | Paper |
| Portmanteau-type test for unit root with heavy-tailed noise | 2021-12-14 | Paper |
| Quantile inference for nonstationary processes with infinite variance innovations | 2021-12-06 | Paper |
| NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS | 2021-11-25 | Paper |
| Empirical likelihood test for the application of swqmele in fitting an arma‐garch model | 2021-06-30 | Paper |
| Group orthogonal greedy algorithm for change-point estimation of multivariate time series | 2021-05-07 | Paper |
| Krigings over space and time based on latent low-dimensional structures | 2021-05-06 | Paper |
| Inference for spatial autoregressive models with infinite variance noises | 2021-02-24 | Paper |
| Error-Correction Factor Models for High-dimensional Cointegrated Time Series | 2020-11-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3306252 | 2020-08-12 | Paper |
| Portmanteau-type tests for unit-root and cointegration | 2019-04-26 | Paper |
| Nearly Unstable Processes: A Prediction Perspective | 2019-02-28 | Paper |
| Group LASSO for Structural Break Time Series | 2017-08-04 | Paper |
| ASYMPTOTIC INFERENCE FOR AR MODELS WITH HEAVY-TAILED G-GARCH NOISES | 2015-11-03 | Paper |
| LASSO estimation of threshold autoregressive models | 2015-10-30 | Paper |
| On functional limits of short- and long-memory linear processes with GARCH(1,1) noises | 2015-01-30 | Paper |
| Limit theory for a general class of GARCH models with just barely infinite variance | 2014-11-20 | Paper |
| TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS | 2014-06-20 | Paper |
| Non‐stationary autoregressive processes with infinite variance | 2014-02-25 | Paper |
| Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes | 2014-02-25 | Paper |
| Marked empirical processes for non-stationary time series | 2014-02-04 | Paper |
| Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations | 2014-01-13 | Paper |
| Tests for covariance matrix with fixed or divergent dimension | 2013-12-11 | Paper |
| Interval estimation of the tail index of a GARCH(1,1) model | 2013-02-05 | Paper |
| Jackknife-blockwise empirical likelihood methods under dependence | 2011-10-28 | Paper |
| Quantile inference for heteroscedastic regression models | 2011-03-22 | Paper |
| Comments on: A review on empirical likelihood methods for regression | 2011-01-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3057785 | 2010-11-17 | Paper |
| A functional LIL for integrated \(\alpha \) stable process | 2010-09-21 | Paper |
| Quantile inference for near-integrated autoregressive time series under infinite variance and strong dependence | 2009-12-16 | Paper |
| Asymptotic distributions of non-central Studentized statistics | 2009-12-07 | Paper |
| M-estimation in nonparametric regression under strong dependence and infinite variance | 2009-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5325806 | 2009-07-24 | Paper |
| The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion | 2007-07-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3446353 | 2007-06-14 | Paper |
| Chung LIL for integrated \(\alpha\) stable process | 2007-03-15 | Paper |
| Some path properties of generalized Lévy sheet | 2007-03-14 | Paper |
| A functional LIL for \(m\)-fold integrated Brownian motion | 2006-10-24 | Paper |
| The self-intersections of a Gaussian random field | 2006-10-05 | Paper |
| Exact Hausdorff measure of the lever sets of a multi-parameter stable process | 2006-01-16 | Paper |
| The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet | 2005-01-20 | Paper |
| Some properties for two-parameter fractional Lévy-Wiener process | 2003-11-04 | Paper |
