| Publication | Date of Publication | Type |
|---|
| Unveiling Venice's hotels competition networks from dynamic pricing digital market | 2024-12-20 | Paper |
| Count network autoregression | 2024-11-20 | Paper |
| Testing Linearity for Network Autoregressive Models | 2024-01-04 | Paper |
| An Updated Literature Review of Distance Correlation and Its Applications to Time Series | 2023-11-10 | Paper |
| Clustering multivariate time series using energy distance | 2023-08-24 | Paper |
| Count Time Series: A Methodological Review | 2023-05-22 | Paper |
| Inference for Non-Stationary Heavy Tailed Time Series | 2022-12-21 | Paper |
| Testing Linearity for Network Autoregressive Models | 2022-02-08 | Paper |
| Statistical analysis of multivariate discrete-valued time series | 2022-01-03 | Paper |
| Mixtures of Nonlinear Poisson Autoregressions | 2021-06-30 | Paper |
| On Integrated L1 Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations | 2020-12-04 | Paper |
| Two Cholesky-log-GARCH models for multivariate volatilities | 2020-10-12 | Paper |
| Interventions in log-linear Poisson autoregression | 2020-10-08 | Paper |
| Inference for the relative treatment effect with the density ratio model | 2020-10-07 | Paper |
| Robust estimation methods for a class of log-linear count time series models | 2020-04-01 | Paper |
| On count time series prediction | 2020-03-27 | Paper |
| Multivariate count autoregression | 2019-12-05 | Paper |
| On categorical time series models with covariates | 2019-09-19 | Paper |
| Testing independence for multivariate time series via the auto-distance correlation matrix | 2019-06-24 | Paper |
| On Locally Dyadic Stationary Processes | 2017-10-19 | Paper |
| Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation | 2017-10-13 | Paper |
| Asymptotic properties of quasi-maximum likelihood estimators in observation-driven time series models | 2017-07-11 | Paper |
| Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions | 2016-10-21 | Paper |
| Modelling interventions in INGARCH processes | 2016-05-06 | Paper |
| Retrospective Bayesian outlier detection in INGARCH series | 2016-02-23 | Paper |
| Estimation and testing linearity for non-linear mixed Poisson autoregressions | 2015-08-25 | Paper |
| QUASI-LIKELIHOOD INFERENCE FOR NEGATIVE BINOMIAL TIME SERIES MODELS | 2014-12-10 | Paper |
| Semiparametric inference for the two-way layout under order restrictions | 2014-10-09 | Paper |
| On binary and categorical time series models with feedback | 2014-09-08 | Paper |
| Some recent progress in count time series | 2014-03-14 | Paper |
| Biological applications of time series frequency domain clustering | 2014-02-25 | Paper |
| Retrospective change detection for binary time series models | 2014-01-23 | Paper |
| Correction to ``On weak dependence conditions for Poisson autoregressions | 2013-12-06 | Paper |
| A goodness-of-fit test for Poisson count processes | 2013-05-29 | Paper |
| Comparing two samples by penalized logistic regression | 2013-05-24 | Paper |
| Corrigendum to: ``On weak dependence conditions: the case of discrete valued processes | 2013-05-13 | Paper |
| Comments on: Some recent theory for autoregressive count time series | 2013-02-05 | Paper |
| Nonlinear Poisson autoregression | 2012-12-27 | Paper |
| On weak dependence conditions: the case of discrete valued processes | 2012-10-17 | Paper |
| On weak dependence conditions for Poisson autoregressions | 2012-07-05 | Paper |
| A note on Monte Carlo maximization by the density ratio model | 2011-04-18 | Paper |
| Interventions in INGARCH processes | 2011-04-06 | Paper |
| Log-linear Poisson autoregression | 2011-03-14 | Paper |
| Poisson autoregression | 2011-02-01 | Paper |
| Order-restricted semiparametric inference for the power bias model | 2010-08-03 | Paper |
| Safe density ratio modeling | 2009-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498009 | 2008-05-28 | Paper |
| Clustering of biological time series by cepstral coefficients based distances | 2008-05-09 | Paper |
| Density ratio model selection | 2008-01-28 | Paper |
| On the effect of misspecifying the density ratio model | 2006-11-17 | Paper |
| Merging Information for Semiparametric Density Estimation | 2005-04-22 | Paper |
| Regression theory for categorical time series | 2005-02-24 | Paper |
| Partial Likelihood Inference For Time Series Following Generalized Linear Models | 2004-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4825410 | 2004-10-28 | Paper |
| Power divergence family of tests for categorical time series models | 2003-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3149660 | 2002-09-26 | Paper |
| A Semiparametric Approach to the One-Way Layout | 2002-07-30 | Paper |
| A generalized‐moments specification test for the logistic link | 2001-05-02 | Paper |
| A Stochastic Approximation Algorithm for the Adaptive Control of Time Series Following Generalized Linear Models | 2000-03-01 | Paper |
| Prediction and classification of non-stationary categorical time series | 1999-08-16 | Paper |
