| Publication | Date of Publication | Type |
|---|
| Clustering multivariate time series using energy distance | 2023-08-24 | Paper |
| Count Time Series: A Methodological Review | 2023-05-22 | Paper |
| Cauchy, normal and correlations versus heavy tails | 2022-06-01 | Paper |
| Handling missing extremes in tail estimation | 2022-05-09 | Paper |
| Goodness-of-fit testing for time series models via distance covariance | 2022-03-16 | Paper |
| Indirect inference for time series using the empirical characteristic function and control variates | 2021-11-25 | Paper |
| Heavy-tailed distributions, correlations, kurtosis and Taylor’s Law of fluctuation scaling | 2021-10-29 | Paper |
| EXTREME VALUE ANALYSIS WITHOUT THE LARGEST VALUES: WHAT CAN BE DONE? | 2020-05-27 | Paper |
| Noncausal vector AR processes with application to economic time series | 2020-03-20 | Paper |
| Are extreme value estimation methods useful for network data? | 2020-02-28 | Paper |
| Semiparametric estimation for isotropic max-stable space-time processes | 2019-09-25 | Paper |
| Extreme value analysis of multivariate high-frequency wind speed data | 2019-08-27 | Paper |
| Threshold selection for multivariate heavy-tailed data | 2019-05-31 | Paper |
| Statistical Inference for Max-Stable Processes in Space and Time | 2019-04-30 | Paper |
| Goodness-of-Fit Testing for Time Series Models via Distance Covariance | 2019-03-02 | Paper |
| Applications of distance correlation to time series | 2018-03-27 | Paper |
| Fitting the linear preferential attachment model | 2017-10-12 | Paper |
| Self-Excited Threshold Poisson Autoregression | 2017-08-04 | Paper |
| Discrete Extremes | 2017-07-17 | Paper |
| Towards estimating extremal serial dependence via the bootstrapped extremogram | 2017-05-12 | Paper |
| Model identification for infinite variance autoregressive processes | 2017-05-12 | Paper |
| Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series | 2017-02-08 | Paper |
| Theory and inference for a class of nonlinear models with application to time series of counts | 2016-10-26 | Paper |
| Introduction to Time Series and Forecasting | 2016-09-22 | Paper |
| Asymptotic properties of the empirical spatial extremogram | 2016-09-21 | Paper |
| On consistency of minimum description length model selection for piecewise autoregressions | 2016-09-06 | Paper |
| Observation-driven models for Poisson counts | 2016-06-27 | Paper |
| Nonstandard regular variation of in-degree and out-degree in the preferential attachment model | 2016-04-29 | Paper |
| Asymptotic theory for the sample covariance matrix of a heavy-tailed multivariate time series | 2016-02-15 | Paper |
| The asymptotic distribution of the maxima of a Gaussian random field on a lattice | 2016-01-25 | Paper |
| A conversation with Murray Rosenblatt | 2015-12-22 | Paper |
| Max-stable processes for modeling extremes observed in space and time | 2014-08-07 | Paper |
| A class of stochastic volatility models for environmental applications | 2014-08-06 | Paper |
| Measures of serial extremal dependence and their estimation | 2014-04-28 | Paper |
| The convex hull of consecutive pairs of observations from some time series models | 2014-04-08 | Paper |
| Likelihood inference for discriminating between long‐memory and change‐point models | 2014-02-25 | Paper |
| Limit theory for the largest eigenvalues of sample covariance matrices with heavy-tails | 2014-02-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326956 | 2013-08-01 | Paper |
| Consistency of minimum description length model selection for piecewise stationary time series models | 2013-05-29 | Paper |
| Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data | 2013-03-05 | Paper |
| Eigenvalues of sample covariance matrices of non-linear processes with infinite variance | 2012-11-26 | Paper |
| Unit roots in moving averages beyond first order | 2012-09-03 | Paper |
| Functional convergence of stochastic integrals with application to statistical inference | 2012-03-22 | Paper |
| Inference for regression models with errors from a non-invertible MA(1) process | 2011-07-27 | Paper |
| Discussion of: ``A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable? | 2011-06-10 | Paper |
| Estimation for Non-Negative Lévy-Driven CARMA Processes | 2011-04-13 | Paper |
| Autoregressive processes with data-driven regime switching | 2011-02-22 | Paper |
| Least absolute deviation estimation for general autoregressive moving average time-series models | 2011-02-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3074771 | 2011-02-10 | Paper |
| The extremogram: a correlogram for extreme events | 2010-11-15 | Paper |
| The pairwise beta distribution: A flexible parametric multivariate model for extremes | 2010-09-01 | Paper |
| Break Detection for a Class of Nonlinear Time Series Models | 2010-04-22 | Paper |
| Probabilistic Properties of Stochastic Volatility Models | 2009-11-27 | Paper |
| Extremes of Stochastic Volatility Models | 2009-11-27 | Paper |
| Extreme Value Theory for GARCH Processes | 2009-11-27 | Paper |
| A negative binomial model for time series of counts | 2009-09-29 | Paper |
| Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes | 2009-07-22 | Paper |
| Time series: Theory and methods | 2009-05-26 | Paper |
| Extreme value theory for space-time processes with heavy-tailed distributions | 2008-03-18 | Paper |
| Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes | 2008-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5434010 | 2008-01-09 | Paper |
| Rank-based estimation for all-pass time series models | 2007-09-03 | Paper |
| Structural Break Estimation for Nonstationary Time Series Models | 2007-08-20 | Paper |
| Maximum likelihood estimation for all-pass time series models | 2006-08-14 | Paper |
| Maximum likelihood estimation for an observation driven model for Poisson counts | 2006-01-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5317342 | 2005-09-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5312865 | 2005-08-25 | Paper |
| Regular variation of GARCH processes. | 2005-02-25 | Paper |
| Asymptotic properties of some subset vector autoregressive process estimators | 2004-10-01 | Paper |
| Point process convergence of stochastic volatility processes with application to sample autocorrelation | 2003-10-15 | Paper |
| A characterization of multivariate regular variation. | 2003-05-06 | Paper |
| Least absolute deviation estimation for all-pass time series models | 2002-11-14 | Paper |
| The sample ACF of a simple bilinear process | 2002-08-29 | Paper |
| Introduction to Time Series and Forecasting | 2002-05-23 | Paper |
| On autocorrelation in a Poisson regression model | 2001-03-11 | Paper |
| The sample autocorrelations of financial time series models | 2001-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4494149 | 2000-08-10 | Paper |
| Extremes of stochastic volatility models | 2000-08-03 | Paper |
| Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise | 1999-11-18 | Paper |
| The sample autocorrelations of heavy-tailed processes with applications to ARCH | 1999-11-09 | Paper |
| The maximum of the periodogram of a non-Gaussian sequence. | 1999-11-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4247103 | 1999-10-17 | Paper |
| Gauss-Newton and M-estimation for ARMA processes with infinite variance | 1998-11-23 | Paper |
| Limit theory for bilinear processes with heavy-tailed noise | 1998-01-22 | Paper |
| Least absolute deviation estimation for regression with ARMA errors | 1997-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4351934 | 1997-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4365899 | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4718452 | 1996-12-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4884610 | 1996-10-08 | Paper |
| Order determination for multivariate autoregressive processes using resampling methods | 1996-08-05 | Paper |
| Point process and partial sum convergence for weakly dependent random variables with infinite variance | 1996-05-20 | Paper |
| Testing for a change in the parameter values and order of an autoregressive model | 1995-10-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4840384 | 1995-07-24 | Paper |
| IMPROVED BOOTSTRAP PREDICTION INTERVALS FOR AUTOREGRESSIONS | 1995-04-02 | Paper |
| On permissible correlations for locally correlated stationary processes | 1995-02-22 | Paper |
| Crossings of max-stable processes | 1995-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4306650 | 1994-09-20 | Paper |
| Prediction of stationary max-stable processes | 1993-10-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694316 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694317 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4023147 | 1993-01-23 | Paper |
| TIME-REVERSIBILITY, IDENTIFIABILITY AND INDEPENDENCE OF INNOVATIONS FOR STATIONARY TIME SERIES | 1993-01-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3999459 | 1992-09-17 | Paper |
| Time series: theory and methods. | 1992-09-17 | Paper |
| M-estimation for autoregression with infinite variance | 1992-06-28 | Paper |
| Parameter estimation for some time series models without contiguity | 1991-01-01 | Paper |
| Maximum likelihood estimation for noncausal autoregressive processes | 1991-01-01 | Paper |
| Extremes of moving averages of random variables with finite endpoint | 1991-01-01 | Paper |
| Limit theory for the sample covariance and correlation matrix functions of a class of multivariate linear processes | 1990-01-01 | Paper |
| Nonminimum phase non-Gaussian autoregressive processes. | 1990-01-01 | Paper |
| Basic properties and prediction of max-ARMA processes | 1989-01-01 | Paper |
| Estimation for first-order autoregressive processes with positive or bounded innovations | 1989-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3827448 | 1988-01-01 | Paper |
| Simple consistent estimation of the coefficients of a linear filter | 1988-01-01 | Paper |
| Extremes of moving averages of random variables from the domain of attraction of the double exponential distribution | 1988-01-01 | Paper |
| Almost sure limit sets of random samples in ℝd | 1988-01-01 | Paper |
| Time series: theory and methods | 1987-01-01 | Paper |
| The convex hull of a random sample in | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3727187 | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3033120 | 1986-01-01 | Paper |
| Limit theory for the sample covariance and correlation functions of moving averages | 1986-01-01 | Paper |
| Limit theory for moving averages of random variables with regularly varying tail probabilities | 1985-01-01 | Paper |
| More limit theory for the sample correlation function of moving averages | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3788883 | 1985-01-01 | Paper |
| Tail estimates motivated by extreme value theory | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3339032 | 1984-01-01 | Paper |
| Limit laws for upper and lower extremes from stationary mixing sequences | 1983-01-01 | Paper |
| Stable limits for partial sums of dependent random variables | 1983-01-01 | Paper |
| Maximum and minimum of one-dimensional diffusions | 1982-01-01 | Paper |
| Extremes in autoregressive processes with uniform marginal distributions | 1982-01-01 | Paper |
| The rate of convergence in distribution of the maxima | 1982-01-01 | Paper |
| Limit laws for the maximum and minimum of stationary sequences | 1982-01-01 | Paper |
| Maxima and minima of stationary sequences | 1979-01-01 | Paper |
