Publication | Date of Publication | Type |
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Specification testing in nonstationary time series models | 2022-07-27 | Paper |
Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor | 2022-02-18 | Paper |
Designing of Gini-chart for Exponential, t, Logistic and Laplace Distributions | 2021-11-19 | Paper |
Control chart for monitoring multivariate COM-Poisson attributes | 2020-10-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q5114066 | 2020-06-21 | Paper |
Optimized estimation for population mean using conventional and non-conventional measures under the joint influence of measurement error and non-response | 2020-04-23 | Paper |
Probability Theory | 2020-04-02 | Paper |
Convergence to a self-normalized G-Brownian motion | 2020-02-17 | Paper |
Nonparametric M-estimation for functional stationary ergodic data | 2019-09-19 | Paper |
The Maxwell length-biased distribution: properties and estimation | 2019-08-30 | Paper |
On Bernstein type inequalities for stochastic integrals of multivariate point processes | 2019-06-27 | Paper |
Improved ratio type estimators of population mean based on median of a study variable and an auxiliary variable | 2019-03-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q4623569 | 2019-02-22 | Paper |
New methods of simulating Lévy processes | 2018-11-13 | Paper |
An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems | 2018-08-21 | Paper |
Varying coefficient partially nonlinear models with nonstationary regressors | 2018-01-23 | Paper |
Variable selection for generalized varying coefficient partially linear models with diverging number of parameters | 2017-02-14 | Paper |
On convergence to stochastic integrals | 2016-10-11 | Paper |
An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables | 2016-07-15 | Paper |
Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence | 2016-07-15 | Paper |
Nonparametric estimation of quantiles for a class of stationary processes | 2016-07-07 | Paper |
Tests for a Multiple-Sample Problem in High Dimensions | 2016-06-28 | Paper |
The properties of the geometric-Poisson exponentially weighted moving control chart with estimated parameters | 2016-06-24 | Paper |
Asymptotic normality of locally modelled regression estimator for functional data | 2016-06-10 | Paper |
ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES | 2016-06-01 | Paper |
Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis | 2016-01-12 | Paper |
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors | 2015-10-14 | Paper |
Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors | 2015-07-29 | Paper |
Quantile inference for moderate deviations from a unit root model with infinite variance | 2015-07-21 | Paper |
M-Dependence Approximation for Dependent Random Variables | 2015-06-24 | Paper |
A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations | 2015-06-24 | Paper |
Precise asymptotics in the law of the iterated logarithm for statistic | 2015-02-26 | Paper |
Empirical Likelihood for Partial Linear Models under Negatively Associated Errors | 2015-02-05 | Paper |
Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions | 2014-12-02 | Paper |
Consistency of kernel density estimators for causal processes | 2014-12-02 | Paper |
Limit theory for a general class of GARCH models with just barely infinite variance | 2014-11-20 | Paper |
A Study on the Robustness ofG-Chart to Non-Normality | 2014-08-18 | Paper |
Precise asymptotics in the law of the logarithm for the rescaled range statistic | 2014-08-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q5166121 | 2014-06-30 | Paper |
In memory of Professor Chen Jiangong (Chen Kien Kwong) on the 120th anniversary of his birth | 2014-06-30 | Paper |
Asymptotic theory for LAD estimation of moderate deviations from a unit root | 2014-06-11 | Paper |
The fractal dimensions of the level sets of the generalized iterated Brownian motion | 2013-12-02 | Paper |
Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data | 2013-11-26 | Paper |
Weak Convergence and Its Applications | 2013-07-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q4927827 | 2013-06-20 | Paper |
Limit theorems for kernel density estimators under dependent samples | 2013-05-24 | Paper |
Approximation of the tail probability of dependent random sums under consistent variation and applications | 2013-04-08 | Paper |
Precise asymptotics of complete moment convergence on moving average | 2013-03-12 | Paper |
Strong approximation for \(\rho \)-mixing sequences | 2013-01-28 | Paper |
Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model | 2013-01-25 | Paper |
Empirical likelihood inference for the second-order jump-diffusion model | 2013-01-25 | Paper |
https://portal.mardi4nfdi.de/entity/Q4901108 | 2013-01-24 | Paper |
Strong approximation of locally square-integrable martingales | 2012-11-07 | Paper |
Regularization and variable selection for infinite variance autoregressive models | 2012-09-04 | Paper |
The local time of the Markov processes of Ornstein-Uhlenbeck type | 2012-08-30 | Paper |
Empirical likelihood inference for probability density functions under association | 2012-03-05 | Paper |
The packing indices for some Lévy processes | 2011-10-28 | Paper |
On the Rates of the Chung-Type Law of Logarithm | 2011-08-16 | Paper |
Penalized Independence Rule for Testing High-Dimensional Hypotheses | 2011-07-20 | Paper |
The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations | 2011-07-01 | Paper |
Nonparametric Estimation of Second-Order Jump-Diffusion Model | 2011-06-27 | Paper |
Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors | 2011-06-24 | Paper |
On Two Types of Breakdown Points of WeightedL2-median | 2011-06-10 | Paper |
Weak Convergence to Stochastic Integrals Driven by $\alpha-$Stable L\'evy Processes | 2011-04-18 | Paper |
Local Linear Estimation of Second-Order Diffusion Models | 2011-03-23 | Paper |
Empirical likelihood inference for diffusion processes with jumps | 2011-02-25 | Paper |
Local Linear M-estimation in non-parametric spatial regression | 2011-02-22 | Paper |
The functional central limit theorem for linear processes with strong near-epoch dependent innovations | 2011-02-09 | Paper |
Statistical inference in partially time-varying coefficient models | 2010-11-19 | Paper |
The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims | 2010-11-17 | Paper |
The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type | 2010-11-08 | Paper |
A functional LIL for integrated \(\alpha \) stable process | 2010-09-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q3571622 | 2010-07-08 | Paper |
Strong laws of large numbers for \(\tilde \rho \)-mixing random variables | 2010-03-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3403797 | 2010-02-12 | Paper |
Probability Inequalities | 2010-01-21 | Paper |
Uniform estimate for maximum of randomly weighted sums with applications to ruin theory | 2009-12-02 | Paper |
On the weak laws of large numbers for arrays of random variables | 2009-11-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q3643293 | 2009-11-11 | Paper |
Nonparametric tests for the general multivariate multi-sample problem | 2009-10-16 | Paper |
Precise Large Deviations for the Actual Aggregate Loss Process | 2009-10-08 | Paper |
On maxima of periodograms of stationary processes | 2009-08-19 | Paper |
Adaptive Lasso in high-dimensional settings | 2009-08-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q5320186 | 2009-07-22 | Paper |
https://portal.mardi4nfdi.de/entity/Q5320559 | 2009-07-22 | Paper |
Variable selection in partially time-varying coefficient models | 2009-07-16 | Paper |
Maximal inequalities and laws of large numbers for \(L_q\)-mixingale arrays | 2009-07-15 | Paper |
ANALYSIS AND COMPUTATIONS OF LEAST-SQUARES METHOD FOR OPTIMAL CONTROL PROBLEMS FOR THE STOKES EQUATIONS | 2009-06-23 | Paper |
https://portal.mardi4nfdi.de/entity/Q3626649 | 2009-05-22 | Paper |
Existence and joint continuity of local time of multi-parameter fractional Lévy processes | 2009-05-04 | Paper |
https://portal.mardi4nfdi.de/entity/Q3622277 | 2009-04-28 | Paper |
https://portal.mardi4nfdi.de/entity/Q3609469 | 2009-03-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q3609505 | 2009-03-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q3610721 | 2009-03-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q3610758 | 2009-03-06 | Paper |
Strong approximation for a class of stationary processes | 2009-02-19 | Paper |
Functional limit theorems for the infinite series of OU processes in Hölder norm | 2009-01-27 | Paper |
The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization | 2009-01-13 | Paper |
Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails | 2008-12-10 | Paper |
Change point estimators by local polynomial fits under a dependence assumption | 2008-11-27 | Paper |
A hypothesis test for independence of sets of variates in high dimensions | 2008-11-25 | Paper |
On asymptotic properties of the parameter estimator for a type of SPDE | 2008-10-29 | Paper |
Some results on fractional Brownian sheets and their local times | 2008-10-27 | Paper |
Almost sure functional central limit theorems for weakly dependent sequences | 2008-09-29 | Paper |
PRECISE RATES IN THE LAW OF THE LOGARITHM FOR THE MOMENT CONVERGENCE OF I.I.D. RANDOM VARIABLES | 2008-09-25 | Paper |
Asymptotic Distributions of Innovation Density Estimators in Linear Processes | 2008-09-24 | Paper |
Asymptotic properties for Cauchy's principal values of Brownian and random walk local time | 2008-09-12 | Paper |
Moduli of continuity of a class of \(N\)-parameter Gaussian processes and their fast points | 2008-09-09 | Paper |
Hausdorff dimension of set generated by exceptional oscillations of a class of \(N\)-parameter Gaussian processes | 2008-09-01 | Paper |
Maximal speed of particles in super-lévy process | 2008-09-01 | Paper |
Strong approximation for moving average processes under dependence assumptions | 2008-08-06 | Paper |
https://portal.mardi4nfdi.de/entity/Q3511610 | 2008-07-11 | Paper |
Precise rates in the law of the iterated logarithm under dependence assumptions | 2008-06-11 | Paper |
Some limiting properties of the bounds of the present value function of a life insurance portfolio | 2008-02-15 | Paper |
Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics | 2008-02-14 | Paper |
A Nonclassical Chung-Type Law of the Iterated Logarithm for Independent Identically Distributed Random Variables | 2008-01-30 | Paper |
Some LIL type results on the partial sums and trimmed sums with multidimensional indices | 2007-11-19 | Paper |
Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences | 2007-09-21 | Paper |
The limiting behavior for observations that change with time | 2007-08-20 | Paper |
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion | 2007-07-30 | Paper |
Asymptotics for self-normalized random products of sums of i.i.d. random variables | 2007-07-19 | Paper |
Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence | 2007-07-19 | Paper |
A nonparametric test for the change of the density function under association | 2007-07-18 | Paper |
Some properties of a multifractional Brownian motion | 2007-07-16 | Paper |
Almost sure limit theorems for a stationary normal sequence | 2007-06-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3446353 | 2007-06-14 | Paper |
Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences | 2007-06-04 | Paper |
Functional limit theorems for \(d\)-dimensional FBM in Hölder norm | 2007-05-24 | Paper |
A SELF-NORMALIZED LIL FOR CONDITIONALLY TRIMMED SUMS AND CONDITIONALLY CENSORED SUMS | 2007-04-10 | Paper |
Chung LIL for integrated \(\alpha\) stable process | 2007-03-15 | Paper |
Some path properties of generalized Lévy sheet | 2007-03-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q3414034 | 2007-01-05 | Paper |
The variance of partial sums of strong near-epoch dependent variables | 2006-11-15 | Paper |
Precise asymptotics for a new kind of complete moment convergence | 2006-10-25 | Paper |
Results on local times of a class of multiparameter Gaussian processes | 2006-10-24 | Paper |
A functional LIL for \(m\)-fold integrated Brownian motion | 2006-10-24 | Paper |
The law of iterated logarithm of rescaled range statistics for AR(1) model | 2006-10-13 | Paper |
A note on strong law of large numbers of random variables | 2006-10-09 | Paper |
The self-intersections of a Gaussian random field | 2006-10-05 | Paper |
How big are the increments of a multifractional Brownian motion? | 2006-09-22 | Paper |
A supplement to the complete convergence | 2006-06-30 | Paper |
Almost sure max-limits for nonstationary Gaussian sequence | 2006-06-30 | Paper |
Functional limit theorem for moving average processes generated by dependent random vari\-ables | 2006-05-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q3378792 | 2006-04-04 | Paper |
Strong near-epoch dependence | 2006-02-13 | Paper |
ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS | 2006-01-26 | Paper |
LIMIT BEHAVIORS FOR THE INCREMENTS OF A d-DIMENSIONAL MULTI-PARAMETER GAUSSIAN PROCESS | 2006-01-26 | Paper |
The functional central limit theorem for strong near-epoch dependent random variables | 2006-01-16 | Paper |
Exact Hausdorff measure of the lever sets of a multi-parameter stable process | 2006-01-16 | Paper |
Some limit theorems on the increments of \(\ell^p\)-valued multi-parameter Gaussian processes | 2006-01-05 | Paper |
The invariance principle for the total length of the nearest-neighbor graph | 2005-12-14 | Paper |
STRASSEN'S FUNCTIONAL LIL FOR d-DIMENSIONAL SELF-SIMILAR GAUSSIAN PROCESS IN HOLDER NORM | 2005-11-21 | Paper |
https://portal.mardi4nfdi.de/entity/Q5705617 | 2005-11-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q5705618 | 2005-11-09 | Paper |
https://portal.mardi4nfdi.de/entity/Q5694453 | 2005-09-30 | Paper |
https://portal.mardi4nfdi.de/entity/Q5694164 | 2005-09-29 | Paper |
Precise rates in the law of logarithm for i.i.d. random variables | 2005-09-02 | Paper |
The law of iterated logarithm for \(R/S\) statistics | 2005-08-25 | Paper |
Local times of \(N\)-parameter Gaussian processes | 2005-08-25 | Paper |
The modulus of non-differentiability of a Brownian motion in \(l_p\) | 2005-07-05 | Paper |
The Hájek-Rényi inequality for the AANA random variables and its applications | 2005-07-05 | Paper |
https://portal.mardi4nfdi.de/entity/Q4679750 | 2005-06-21 | Paper |
A functional limit theorem for observations that change with time | 2005-04-07 | Paper |
The law of the iterated logarithm for the rescaled R/S statistics without the second moment | 2005-03-08 | Paper |
The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet | 2005-01-20 | Paper |
A central limit theorem for strong near-epoch dependent random variables | 2004-10-25 | Paper |
Asymptotic behaviors for partial sum processes of a Gaussian sequence | 2004-10-19 | Paper |
Path properties of a \(d\)-dimensional Gaussian process | 2004-10-04 | Paper |
The law of the iterated logarithm for the total length of the nearest neighbor graph | 2004-08-06 | Paper |
Increments and sample path properties of Gaussian processes | 2004-05-18 | Paper |
Some functional limit theorems for the infinite series of OU processes | 2004-03-17 | Paper |
Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet | 2004-02-15 | Paper |
Asymptotic normality of kernel estimates of a density function under association dependence | 2003-10-29 | Paper |
Liminf results on the increments of an \((N,d)\)-Gaussian process | 2003-10-14 | Paper |
Adaptive designs for sequential experiments | 2003-08-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4782229 | 2003-04-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4779612 | 2003-02-19 | Paper |
A note on weak laws of large numbers for arrays of rowwise negatively quadrant dependent random variables. | 2003-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4782751 | 2002-12-02 | Paper |
https://portal.mardi4nfdi.de/entity/Q3154061 | 2002-11-14 | Paper |
https://portal.mardi4nfdi.de/entity/Q4542301 | 2002-09-04 | Paper |
Some limit theorems for fractional Lévy Brownian fields | 2002-08-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q2767469 | 2002-08-25 | Paper |
The Berry-Esseen bound for studentized U-statistics | 2002-08-15 | Paper |
Path properties of the primitives of a Brownian motion | 2002-03-25 | Paper |
SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION | 2001-10-10 | Paper |
https://portal.mardi4nfdi.de/entity/Q2731054 | 2001-07-29 | Paper |
The Invariance Principle for Some Class of Markov Chains | 2000-10-19 | Paper |
https://portal.mardi4nfdi.de/entity/Q4239055 | 2000-10-03 | Paper |
https://portal.mardi4nfdi.de/entity/Q4236458 | 1999-10-14 | Paper |
Convergence on randomly trimmed sums with a dependent sample | 1999-04-26 | Paper |
How big are the increments of \(l^p\)-valued Gaussian processes? | 1998-09-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q4384415 | 1998-07-01 | Paper |
An invariance principle for negatively associated random variables | 1998-01-28 | Paper |
Convergence on randomly trimmed sums with a \(\varphi\)-mixing sample | 1998-01-26 | Paper |
On large increments of \(l^ p\)-valued Gaussian processes | 1997-08-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q4335412 | 1997-04-29 | Paper |
On large increments of infinite series of Ornstein-Uhlenbeck processes | 1997-01-05 | Paper |
Differential structure of certainC(X) xα Z | 1996-08-13 | Paper |
On moduli of continuity for local times of Gaussian processes | 1995-11-14 | Paper |
On moduli of continuity for a two-parameter Ornstein-Uhlenbeck process | 1995-08-21 | Paper |
Path Properties for l ∞ -Valued Gaussian Processes | 1994-12-19 | Paper |
Studentized increments of partial sums | 1994-12-15 | Paper |
Kernel Generated Two-Time Parameter Gaussian Processes and Some of Their Path Properties | 1994-10-10 | Paper |
On the limiting behaviors of increments of sums of random variables without moment conditions | 1994-06-06 | Paper |
A general form of the increments of a two-parameter Wiener process | 1994-01-18 | Paper |
On the Increments of Partial Sums of a $\varphi$-Mixing Sequence | 1993-09-21 | Paper |
Randomization Moduli of Continuity for ℓ2-Norm Squared Ornstein-Uhlenbeck Processes | 1993-08-08 | Paper |
https://portal.mardi4nfdi.de/entity/Q4025039 | 1993-02-18 | Paper |
https://portal.mardi4nfdi.de/entity/Q4025176 | 1993-02-18 | Paper |
Strong limit theorems | 1992-09-18 | Paper |
On infinite series of independent Ornstein-Uhlenbeck processes | 1992-06-27 | Paper |
On increments of sums of random variables without moment hypotheses | 1992-06-25 | Paper |
Path properties of kernel generated two-time parameter Gaussian processes | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3349681 | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3357189 | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3357982 | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3357986 | 1991-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3359513 | 1991-01-01 | Paper |
The Erdős-Rényi laws of large numbers for non-identically distributed random variables | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3200328 | 1990-01-01 | Paper |
On Moduli of Continuity for Gaussian and l2-Norm Squared Processes Generated by Ornstein-Uhlenbeck Processes | 1990-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3212062 | 1990-01-01 | Paper |
Laws of large numbers for weighted sums of random variables and random elements | 1989-01-01 | Paper |
The increments of partial sums of a dependent sequence when the moment generating functions do not exist | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3788811 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3796476 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3803919 | 1988-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3779515 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3785692 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3802411 | 1987-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q4727925 | 1986-01-01 | Paper |
Answers to some questions about increments of a Wiener process | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3750712 | 1986-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3715999 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3736625 | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3739963 | 1985-01-01 | Paper |
On a conjecture of an invariance principle for sequences of associated random variables | 1985-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3218954 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3219569 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3317824 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3319491 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3330218 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3345498 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3711454 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3733881 | 1984-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3713249 | 1983-01-01 | Paper |
Two Torsion and the Loop Space Conjecture | 1982-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3921899 | 1981-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3888233 | 1980-01-01 | Paper |