| Publication | Date of Publication | Type |
|---|
| A note on statistical tests for homogeneities in multivariate extreme value models for block maxima | 2024-10-28 | Paper |
| Robust estimation of (partial) autocorrelation | 2024-09-12 | Paper |
| Regional extreme value index estimation and a test of tail homogeneity | 2023-12-18 | Paper |
| Robust control charts for the mean of a locally linear time series | 2022-02-23 | Paper |
| QANOVA: quantile-based permutation methods for general factorial designs | 2022-02-10 | Paper |
| An asymptotic test for constancy of the variance under short-range dependence | 2022-02-07 | Paper |
| Robust scale estimation under shifts in the mean | 2022-01-25 | Paper |
| Statistical analysis of multivariate discrete-valued time series | 2022-01-03 | Paper |
| On robust estimation of negative binomial INARCH models | 2021-12-16 | Paper |
| Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis | 2021-06-01 | Paper |
| On variance estimation under shifts in the mean | 2021-01-15 | Paper |
| Distance-based variable generation with applications to the FACT experiment | 2020-12-03 | Paper |
| A robust method for shift detection in time series | 2020-10-21 | Paper |
| Periodicity detection in irregularly sampled light curves by robust regression and outlier detection | 2020-10-14 | Paper |
| Interventions in log-linear Poisson autoregression | 2020-10-08 | Paper |
| Modeling attendance at Spanish professional football league | 2020-09-30 | Paper |
| On the Online Detection of Monotonic Trends in Time Series | 2020-09-23 | Paper |
| Pattern Detection in Intensive Care Monitoring Time Series with Autoregressive Models: Influence of the Model Order | 2020-09-22 | Paper |
| Graphical and phase space models for univariate time series | 2020-07-21 | Paper |
| Fast and Robust Filtering of Time Series with Trends | 2020-07-15 | Paper |
| Combining Graphical Models and PCA for Statistical Process Control | 2020-07-15 | Paper |
| Control charts for the mean based on robust two-sample tests | 2020-04-22 | Paper |
| Threshold optimization for classification in imbalanced data in a problem of gamma-ray astronomy | 2019-11-27 | Paper |
| Estimation methods for the LRD parameter under a change in the mean | 2019-05-08 | Paper |
| Fast and robust estimators of variance components in the nested error model | 2018-03-07 | Paper |
| Tukey's M-estimator of the Poisson parameter with a special focus on small means | 2017-08-08 | Paper |
| Change-Point Detection Under Dependence Based on Two-Sample U-Statistics | 2017-07-05 | Paper |
| Robust change-point detection in panel data | 2016-11-08 | Paper |
| Two-sample homogeneity tests based on divergence measures | 2016-08-04 | Paper |
| Modelling interventions in INGARCH processes | 2016-05-06 | Paper |
| Robust online-surveillance of trend-coherence in multivariate data streams: the similar trend monitoring (STM) procedure | 2016-03-22 | Paper |
| Multivariate generalized linear-statistics of short range dependent data | 2016-03-11 | Paper |
| Retrospective Bayesian outlier detection in INGARCH series | 2016-02-23 | Paper |
| Online signal extraction by robust regression in moving windows with data-adaptive width selection: SCARM -- Slope Comparing Adaptive Repeated Median | 2015-11-12 | Paper |
| ROBUST FITTING OF INARCH MODELS | 2015-03-04 | Paper |
| On robust cross-validation for nonparametric smoothing | 2015-02-27 | Paper |
| Spatial sign correlation | 2015-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326242 | 2013-07-31 | Paper |
| Estimation of the variance of partial sums of dependent processes | 2013-01-25 | Paper |
| On the online estimation of local constant volatilities | 2012-12-30 | Paper |
| On the online estimation of local constant volatilities | 2012-11-01 | Paper |
| Cumulative disease progression models for cross-sectional data: a review and comparison | 2012-10-02 | Paper |
| Robust nonparametric tests for the two-sample location problem | 2012-05-08 | Paper |
| Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location | 2012-03-13 | Paper |
| Elliptical graphical modelling | 2011-12-28 | Paper |
| Robust nonparametric tests for the two-sample location problem | 2011-06-30 | Paper |
| Interventions in INGARCH processes | 2011-04-06 | Paper |
| Robust forecasting with exponential and Holt-Winters smoothing | 2011-01-06 | Paper |
| On robust Gaussian graphical modeling | 2010-12-08 | Paper |
| Real-time signal processing by adaptive repeated median filters | 2010-08-20 | Paper |
| Online analysis of time series by the \(Q_n\) estimator | 2010-03-30 | Paper |
| Computational aspects of robust Holt-Winters smoothing based on \(M\)-estimation. | 2009-08-17 | Paper |
| Computing the update of the repeated median regression line in linear time | 2009-07-09 | Paper |
| Weighted Repeated Median Smoothing and Filtering | 2009-06-12 | Paper |
| On rank tests for shift detection in time series | 2009-06-02 | Paper |
| On the robust detection of edges in time series filtering | 2009-06-02 | Paper |
| Repeated median and hybrid filters | 2008-12-11 | Paper |
| Methods and algorithms for robust filtering | 2008-05-14 | Paper |
| Pattern recognition in intensive care online monitoring | 2008-04-14 | Paper |
| Partial Correlation Graphs and Dynamic Latent Variables for Physiological Time Series | 2008-03-06 | Paper |
| Bayesian design in queues: an application to aeronautic maintenance | 2007-07-23 | Paper |
| Online signal extraction by robust linear regression | 2007-05-29 | Paper |
| Robust location estimation under dependence | 2007-04-18 | Paper |
| Latent variable analysis and partial correlation graphs for multivariate time series | 2005-08-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4680271 | 2005-06-07 | Paper |
| Robust filtering of time series with trends | 2004-12-20 | Paper |
| Robust signal extraction for on-line monitoring data. | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458443 | 2004-03-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4458421 | 2004-03-17 | Paper |
| Decomposability and selection of graphical models for multivariate time series | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4456278 | 2004-03-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4409802 | 2003-07-01 | Paper |
| Autoregressive linear mixed models for investigating humus disintegration | 2002-07-01 | Paper |
| Recursive linear mixed models:some results on shared parameter estimation | 2002-04-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4252698 | 1999-06-22 | Paper |
