| Publication | Date of Publication | Type |
|---|
| Max-Linear Competing Factor Models | 2024-10-23 | Paper |
| Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines | 2024-10-17 | Paper |
| Two-Way Truncated Linear Regression Models with Extremely Thresholding Penalization | 2024-07-05 | Paper |
| Extreme Limit Theory of Competing Risks under Power Normalization | 2023-05-04 | Paper |
| An extended sparse max-linear moving model with application to high-frequency financial data | 2023-03-07 | Paper |
| On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures | 2023-03-07 | Paper |
| Rejoinder of “On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures” | 2023-03-07 | Paper |
| New extreme value theory for maxima of maxima | 2023-03-07 | Paper |
| Max-linear regression models with regularization | 2021-03-24 | Paper |
| Maximum independent component analysis with application to EEG data | 2021-01-12 | Paper |
| Nonparametric Estimation of Copula Regression Models With Discrete Outcomes | 2020-10-28 | Paper |
| Valuation of guaranteed unitized participating life insurance under MEGB2 distribution | 2020-02-18 | Paper |
| Hierarchical time-varying mixed-effects models in high-dimensional time series and longitudinal data studies | 2019-08-12 | Paper |
| Modeling maxima with autoregressive conditional Fréchet model | 2019-04-26 | Paper |
| Mark to market value at risk | 2019-04-26 | Paper |
| Valuation of guaranteed unitized participating life insurance under GEV distribution | 2018-09-27 | Paper |
| Stochastic tail index model for high frequency financial data with Bayesian analysis | 2018-06-21 | Paper |
| A peak-over-threshold search method for global optimization | 2018-06-14 | Paper |
| Marked point process adjusted tail dependence analysis for high-frequency financial data | 2018-05-08 | Paper |
| Semiparametric Dynamic Max-Copula Model for Multivariate Time Series | 2018-03-13 | Paper |
| Sure explained variability and independence screening | 2018-01-05 | Paper |
| Test for bandedness of high-dimensional precision matrices | 2018-01-05 | Paper |
| Random threshold driven tail dependence measures with application to precipitation data analysis | 2017-04-18 | Paper |
| Copula structured M4 processes with application to high-frequency financial data | 2016-09-06 | Paper |
| Intrinsically weighted means and non-ergodic marked point processes | 2016-02-23 | Paper |
| Efficient estimation and particle filter for max-stable processes | 2014-11-20 | Paper |
| Robust-BD estimation and inference for varying-dimensional general linear models | 2014-04-29 | Paper |
| Discussion of ``Estimating the historical and future probabilities of large terrorist events by Aaron Clauset and Ryan Woodard | 2014-03-28 | Paper |
| Asymptotic independence of correlation coefficients with application to testing hypothesis of independence | 2013-05-28 | Paper |
| Sparse moving maxima models for tail dependence in multivariate financial time series | 2013-02-28 | Paper |
| Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond | 2012-11-09 | Paper |
| Intrinsically Weighted Means of Marked Point Processes | 2012-10-04 | Paper |
| Asymptotic theory for fractionally integrated asymmetric power ARCH models | 2012-09-18 | Paper |
| Regularized estimation of hemodynamic response function for fMRI data | 2012-08-18 | Paper |
| Penalized Bregman divergence estimation via coordinate descent | 2012-08-07 | Paper |
| An extension of max autoregressive models | 2011-12-01 | Paper |
| A generalized beta copula with applications in modeling multivariate long-tailed data | 2011-08-02 | Paper |
| On approximating max-stable processes and constructing extremal copula functions | 2011-02-15 | Paper |
| A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series | 2010-06-30 | Paper |
| On the estimation and application of max-stable processes | 2010-02-26 | Paper |
| The estimation of M4 processes with geometric moving patterns | 2009-11-23 | Paper |
| Extremal financial risk models and portfolio evaluation | 2009-04-06 | Paper |
| Asymptotically (in)dependent multivariate maxima of moving maxima process | 2008-06-18 | Paper |
| Quotient correlation: a sample based alternative to Pearson's correlation | 2008-04-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5435867 | 2008-01-14 | Paper |
| The distribution character and repairable probability for a system suffering delayed random damage | 2007-11-20 | Paper |
| The behavior of multivariate maxima of moving maxima processes | 2005-04-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4868775 | 1996-07-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4302564 | 1995-05-02 | Paper |
