| Publication | Date of Publication | Type |
|---|
Estimating and Testing Nonlinear Local Dependence Between Two Time Series
Journal of Business and Economic Statistics | 2024-11-08 | Paper |
The Locally Gaussian Partial Correlation
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
A New Class of Bivariate Threshold Cointegration Models
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Statistical embedding: beyond principal components
Statistical Science | 2024-01-23 | Paper |
Statistical embedding: beyond principal components
Statistical Science | 2024-01-23 | Paper |
Some recent trends in embeddings of time series and dynamic networks
Journal of Time Series Analysis | 2023-08-24 | Paper |
Multivariate self-exciting jump processes with applications to financial data
Bernoulli | 2023-06-02 | Paper |
Multivariate self-exciting jump processes with applications to financial data
Bernoulli | 2023-06-02 | Paper |
Nonlinear Spectral Analysis: A Local Gaussian Approach
Journal of the American Statistical Association | 2023-03-27 | Paper |
On Bandwidth Choice for Spatial Data Density Estimation
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-08 | Paper |
Some notes on nonlinear cointegration: a partial review with some novel perspectives
Econometric Reviews | 2022-03-04 | Paper |
Statistical dependence: beyond Pearson's \(\rho\)
Statistical Science | 2022-02-16 | Paper |
Robust nonlinear regression estimation in null recurrent time series
Journal of Econometrics | 2021-10-26 | Paper |
| Statistical modeling using local Gaussian approximation | 2021-08-19 | Paper |
Discussion of: ``Models as approximations
Statistical Science | 2020-08-26 | Paper |
Pairwise local Fisher and naive Bayes: improving two standard discriminants
Journal of Econometrics | 2020-03-20 | Paper |
Multivariate count autoregression
Bernoulli | 2019-12-05 | Paper |
Multivariate count autoregression
Bernoulli | 2019-12-05 | Paper |
Statistical dependence: Beyond Pearson's $\rho$
(available as arXiv preprint) | 2018-09-27 | Paper |
Self-exciting jump processes with applications to energy markets
Annals of the Institute of Statistical Mathematics | 2018-04-19 | Paper |
Asymptotic normality and parameter change test for bivariate Poisson INGARCH models
Test | 2018-03-23 | Paper |
The locally Gaussian density estimator for multivariate data
Statistics and Computing | 2018-03-07 | Paper |
Conditional density estimation using the local Gaussian correlation
Statistics and Computing | 2018-02-27 | Paper |
Specification testing for nonlinear multivariate cointegrating regressions
Journal of Econometrics | 2017-08-21 | Paper |
Nonparametric estimation of probability density functions for irregularly observed spatial data
Journal of the American Statistical Association | 2017-08-07 | Paper |
Estimation in threshold autoregressive models with a stationary and a unit root regime
Journal of Econometrics | 2017-05-12 | Paper |
Local Gaussian correlation: a new measure of dependence
Journal of Econometrics | 2017-05-12 | Paper |
Some properties of local Gaussian correlation and other nonlinear dependence measures
Journal of Time Series Analysis | 2017-03-16 | Paper |
Local Gaussian Autocorrelation and Tests for Serial Independence
Journal of Time Series Analysis | 2017-01-12 | Paper |
Estimation in nonlinear regression with Harris recurrent Markov chains
The Annals of Statistics | 2016-11-18 | Paper |
Estimation for single-index and partially linear single-index integrated models
The Annals of Statistics | 2016-02-22 | Paper |
Estimation for single-index and partially linear single-index integrated models
The Annals of Statistics | 2016-02-22 | Paper |
Uniform consistency for nonparametric estimators in null recurrent time series
Econometric Theory | 2015-11-20 | Paper |
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation
Statistics and Computing | 2015-10-16 | Paper |
Recognizing and visualizing copulas: an approach using local Gaussian approximation
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Model selection of copulas: AIC versus a cross validation copula information criterion
Statistics & Probability Letters | 2014-07-15 | Paper |
| Modelling Nonlinear Economic Time Series | 2014-06-27 | Paper |
Correction to ``On weak dependence conditions for Poisson autoregressions
Statistics & Probability Letters | 2013-12-06 | Paper |
Bias and bandwidth for local likelihood density estimation
Statistics & Probability Letters | 2013-11-29 | Paper |
Some recent theory for autoregressive count time series
Test | 2013-02-05 | Paper |
Rejoinder on: Some recent theory for autoregressive count time series
Test | 2013-02-05 | Paper |
Nonlinear Poisson autoregression
Annals of the Institute of Statistical Mathematics | 2012-12-27 | Paper |
Adaptively varying-coefficient spatiotemporal models
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2012-10-16 | Paper |
A convolution estimator for the density of nonlinear regression observations
Scandinavian Journal of Statistics | 2012-09-01 | Paper |
On weak dependence conditions for Poisson autoregressions
Statistics & Probability Letters | 2012-07-05 | Paper |
Null recurrent unit root processes
Econometric Theory | 2012-03-29 | Paper |
Log-linear Poisson autoregression
Journal of Multivariate Analysis | 2011-03-14 | Paper |
Poisson autoregression
Journal of the American Statistical Association | 2011-02-01 | Paper |
Nonparametric regression estimation in a null recurrent time series
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
Nonparametric specification testing for nonlinear time series with nonstationarity
Econometric Theory | 2009-12-15 | Paper |
Specification testing in nonlinear and nonstationary time series autoregression
The Annals of Statistics | 2009-12-09 | Paper |
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES
Econometric Theory | 2009-06-11 | Paper |
Spatial smoothing, nugget effect and infill asymptotics
Statistics & Probability Letters | 2008-12-10 | Paper |
Moment inequalities for spatial processes
Statistics & Probability Letters | 2008-04-28 | Paper |
| Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory | 2008-01-09 | Paper |
Exploring spatial nonlinearity using additive approximation
Bernoulli | 2008-01-09 | Paper |
Nonparametric estimation in a nonlinear cointegration type model
The Annals of Statistics | 2007-07-23 | Paper |
Estimation in semiparametric spatial regression
The Annals of Statistics | 2006-08-24 | Paper |
| scientific article; zbMATH DE number 2206037 (Why is no real title available?) | 2005-09-16 | Paper |
Nonparametric Estimation and Testing in Panels of Intercorrelated Time Series
Journal of Time Series Analysis | 2005-05-20 | Paper |
Revealing Some Unexpected Dependence Properties of Linear Combinations of Stable Random Variables Using Symmetric Covariation
Communications in Statistics: Theory and Methods | 2005-01-14 | Paper |
| scientific article; zbMATH DE number 1944295 (Why is no real title available?) | 2004-01-20 | Paper |
NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
Econometric Theory | 2003-05-18 | Paper |
Nonparametric estimation in null recurrent time series.
The Annals of Statistics | 2002-11-14 | Paper |
Linearity testing using local polynomial approximation
Journal of Statistical Planning and Inference | 2000-08-24 | Paper |
Modelling panels of intercorrelated autoregressive time series
Biometrika | 2000-08-21 | Paper |
| scientific article; zbMATH DE number 1069593 (Why is no real title available?) | 1998-02-05 | Paper |
Nonparametric statistics for testing of linearity and serial independence
Journal of Nonparametric Statistics | 1998-02-05 | Paper |
| scientific article; zbMATH DE number 1489819 (Why is no real title available?) | 1998-01-01 | Paper |
Measures of Dependence and Tests of Independence
Statistics | 1997-12-01 | Paper |
Nonparametric tests of linearity for time series
Biometrika | 1995-11-01 | Paper |
Nonparametric Identification of Nonlinear Time Series: Selecting Significant Lags
Journal of the American Statistical Association | 1995-02-23 | Paper |
Nonparametric Identification of Nonlinear Time Series: Projections
Journal of the American Statistical Association | 1995-02-23 | Paper |
Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
Econometric Theory | 1995-01-01 | Paper |
| scientific article; zbMATH DE number 646819 (Why is no real title available?) | 1994-11-20 | Paper |
A nonparametric test of serial independence based on the empirical distribution function
Biometrika | 1994-06-28 | Paper |
| scientific article; zbMATH DE number 176014 (Why is no real title available?) | 1993-05-18 | Paper |
| scientific article; zbMATH DE number 4201427 (Why is no real title available?) | 1991-01-01 | Paper |
Non-linear time series and Markov chains
Advances in Applied Probability | 1990-01-01 | Paper |
Loss of spectral peaks in autoregressive spectral estimation
Biometrika | 1987-01-01 | Paper |
MULTIPLE BILINEAR TIME SERIES MODELS
Journal of Time Series Analysis | 1987-01-01 | Paper |
SOME DOUBLY STOCHASTIC TIME SERIES MODELS
Journal of Time Series Analysis | 1986-01-01 | Paper |
Estimation in nonlinear time series models
Stochastic Processes and their Applications | 1986-01-01 | Paper |
LEAST SQUARES ESTIMATES AND ORDER DETERMINATION PROCEDURES FOR AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE
Journal of Time Series Analysis | 1985-01-01 | Paper |
| scientific article; zbMATH DE number 3907620 (Why is no real title available?) | 1985-01-01 | Paper |
Statistical spatial series modelling II: Some further results on unilateral lattice processes
Advances in Applied Probability | 1983-01-01 | Paper |
Bias of some commonly-used time series estimates
Biometrika | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3814672 (Why is no real title available?) | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3800696 (Why is no real title available?) | 1983-01-01 | Paper |
AUTOREGRESSIVE PROCESSES WITH A TIME DEPENDENT VARIANCE
Journal of Time Series Analysis | 1982-01-01 | Paper |
EMPIRICAL IDENTIFICATION OF MULTIPLE TIME SERIES
Journal of Time Series Analysis | 1982-01-01 | Paper |
Granger-causality in multiple time series
Journal of Econometrics | 1981-01-01 | Paper |
Factorizing multivariate time series operators
Journal of Multivariate Analysis | 1981-01-01 | Paper |
A numerical comparison of two criteria for determining the order of ar processes
Series Statistics | 1981-01-01 | Paper |
Measuring deviations from stationarity
Stochastic Processes and their Applications | 1980-01-01 | Paper |
Statistical spatial series modelling
Advances in Applied Probability | 1978-01-01 | Paper |
A measure of association for spatial variables
Biometrika | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3602425 (Why is no real title available?) | 1978-01-01 | Paper |
A Commutation Relation for Wide Sense Stationary Processes
SIAM Journal on Applied Mathematics | 1976-01-01 | Paper |
Spectral representations and density operators for infinite-dimensional homogeneous random fields
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1976-01-01 | Paper |
Spectral generating operators for non-stationary processes
Advances in Applied Probability | 1976-01-01 | Paper |
On random processes that are almost strict sense stationary
Advances in Applied Probability | 1976-01-01 | Paper |
On a class of nonstationary random processes
Information Sciences | 1976-01-01 | Paper |
Linear time-invariant transformations of some nonstationary random processes
Quarterly of Applied Mathematics | 1976-01-01 | Paper |
Some properties and examples of random processes that are almost wide sense stationary
IEEE Transactions on Information Theory | 1975-01-01 | Paper |
Multiplicity theory for multivariate wide sense stationary generalized processes
Journal of Multivariate Analysis | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3560413 (Why is no real title available?) | 1975-01-01 | Paper |
