| Publication | Date of Publication | Type |
|---|
| Bayesian estimation of correlation matrices of longitudinal data | 2024-02-20 | Paper |
| √2-estimation for smooth eigenvectors of matrix-valued functions | 2024-02-07 | Paper |
| On variable ordination of modified Cholesky decomposition for estimating time‐varying covariance matrices | 2023-12-12 | Paper |
| Fused-Lasso Regularized Cholesky Factors of Large Nonstationary Covariance Matrices of Replicated Time Series | 2023-10-09 | Paper |
| Positive-definite thresholding estimators of covariance matrices with zeros | 2023-08-08 | Paper |
| MLE of jointly constrained mean-covariance of multivariate normal distributions | 2023-05-08 | Paper |
| Regressograms and Mean-Covariance Models for Incomplete Longitudinal Data | 2023-02-02 | Paper |
| Bayesian estimation of constrained mean-covariance of normal distributions | 2023-01-10 | Paper |
| Time series graphical Lasso and sparse VAR estimation | 2022-09-14 | Paper |
| Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing | 2020-12-07 | Paper |
| Two Cholesky-log-GARCH models for multivariate volatilities | 2020-10-12 | Paper |
| Modelling structured correlation matrices | 2019-06-24 | Paper |
| Nonparametric change point detection in multivariate piecewise stationary time series | 2018-12-03 | Paper |
| Stationary subspace analysis of nonstationary processes | 2018-05-16 | Paper |
| An asymptotic theory for spectral analysis of random fields | 2017-12-08 | Paper |
| Baxter's inequality for finite predictor coefficients of multivariate long-memory stationary processes | 2017-09-21 | Paper |
| State–Space Methods for Time Series Analysis: Theory, Applications and Software, by Jose Casals, Alfredo Garcia‐Hiernaux, Miguel Jerez, Sonia Sotoca, and A. Alexandre Trindade. Published by CRC Press, 2016. Total number of pages: 270. ISBN: 9781482219593 | 2017-09-18 | Paper |
| Nonparametric estimation of large covariance matrices of longitudinal data | 2016-06-27 | Paper |
| Rigidity for matrix-valued Hardy functions | 2016-03-09 | Paper |
| The intersection of past and future for multivariate stationary processes | 2016-03-03 | Paper |
| Modeling the Cholesky factors of covariance matrices of multivariate longitudinal data | 2016-02-29 | Paper |
| Distribution of random correlation matrices: hyperspherical parameterization of the Cholesky factor | 2015-12-22 | Paper |
| Robust estimation of the correlation matrix of longitudinal data | 2015-10-16 | Paper |
| Regularized multivariate regression models with skew-\(t\) error distributions | 2014-05-05 | Paper |
| Some prediction problems for stationary random fields with quarter-plane past | 2014-04-07 | Paper |
| High-dimensional covariance estimation | 2013-07-31 | Paper |
| An alternative REML estimation of covariance matrices in linear mixed models | 2013-05-13 | Paper |
| Cholesky-GARCH models with applications to finance | 2012-12-07 | Paper |
| Nonparametric estimation of the innovation variance and judging the fit of ARMA models | 2012-09-05 | Paper |
| Covariance estimation: the GLM and regularization perspectives | 2012-09-01 | Paper |
| A cautionary note on generalized linear models for covariance of unbalanced longitudinal data | 2011-12-08 | Paper |
| Robust estimation of the correlation matrix of longitudinal data | 2011-09-23 | Paper |
| Dynamic conditionally linear mixed models for longitudinal data | 2011-03-01 | Paper |
| Modeling covariance matrices via partial autocorrelations | 2009-11-13 | Paper |
| Banding sample autocovariance matrices of stationary processes | 2009-11-11 | Paper |
| Duals of random vectors and processes with applications to prediction problems with missing values | 2009-07-24 | Paper |
| Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters | 2009-02-26 | Paper |
| Covariance matrix selection and estimation via penalised normal likelihood | 2009-01-15 | Paper |
| Skew-Normal ARMA Models with Nonlinear Heteroscedastic Predictors | 2007-10-24 | Paper |
| Simultaneous modelling of the Cholesky decomposition of several covariance matrices | 2007-03-29 | Paper |
| A prediction problem in $L^2 (w)$ | 2007-02-01 | Paper |
| Graphical Diagnostics for Modeling Unstructured Covariance Matrices | 2005-01-03 | Paper |
| Multi‐variate t Autoregressions: Innovations, Prediction Variances and Exact Likelihood Equations | 2004-11-24 | Paper |
| Bayesian analysis of covariance matrices and dynamic models for longitudinal data | 2004-03-16 | Paper |
| On the geometry of Lp (μ) with applications to infinite variance processes | 2003-06-22 | Paper |
| Foundations of time series analysis and prediction theory | 2001-11-04 | Paper |
| Regularity and minimality of infinite variance processes | 2001-07-12 | Paper |
| Regression models with time series errors | 2001-03-01 | Paper |
| Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation | 2000-11-21 | Paper |
| Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix | 2000-11-07 | Paper |
| Some extremal problems in 𝐿^{𝑝}(𝑤) | 1998-06-14 | Paper |
| Prediction with incomplete past and interpolation of missing values | 1998-03-08 | Paper |
| On prediction of nonsynchronized multivariate processes | 1997-04-10 | Paper |
| Two prediction problems and extensions of a theorem of Szegö | 1995-10-31 | Paper |
| Canonical correlation and reduction of multiple time series | 1995-10-18 | Paper |
| Baxter's inequality and convergence of finite predictors of multivariate stochastic processes | 1994-05-18 | Paper |
| The mixing rate of a stationary multivariate process | 1993-10-03 | Paper |
| COMPUTATION OF CANONICAL CORRELATION BETWEEN PAST AND FUTURE OF A TIME SERIES | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4694328 | 1993-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4036451 | 1993-05-16 | Paper |
| On relations between prediction error covariance of univariate and multivariate processes | 1993-05-16 | Paper |
| Alternating projections and interpolation of stationary processes | 1993-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5751675 | 1990-01-01 | Paper |
| ESTIMATION AND INTERPOLATION OF MISSING VALUES OF A STATIONARY TIME SERIES | 1989-01-01 | Paper |
| On the convergence of finite linear predictors of stationary processes | 1989-01-01 | Paper |
| STATIONARITY OF THE SOLUTION OF Xt= AtXt-1+ εtAND ANALYSIS OF NON-GAUSSIAN DEPENDENT RANDOM VARIABLES | 1988-01-01 | Paper |
| Remarks on extreme eigenvalues of Toeplitz matrices | 1988-01-01 | Paper |
| Wold decomposition, prediction and parameterization of stationary processes with infinite variance | 1988-01-01 | Paper |
| Best Approximations in Lp (d μ) and Prediction Problems of Szegö, Kolmogorov, Yaglom, and Nakazi | 1988-01-01 | Paper |
| Conditional characterizations of multivariate distributions | 1988-01-01 | Paper |
| Autoregressive representations of multivariate stationary stochastic processes | 1988-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3806630 | 1987-01-01 | Paper |
| Some sampling properties of empirical characteristic functions viewed as harmonizable stochastic processes | 1987-01-01 | Paper |
| ON STATIONARITY OF THE SOLUTION OF A DOUBLY STOCHASTIC MODEL | 1986-01-01 | Paper |
| A matricial extension of the Helson-Szegö theorem and its application in multivariate prediction | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3332012 | 1984-01-01 | Paper |
| On Minimality and Interpolation of Harmonizable Stable Processes | 1984-01-01 | Paper |
| On the mean convergence of the best linear interpolator of multivariate stationary stochastic processes | 1984-01-01 | Paper |
| Taylor Expansion of exp(∑ ∞ k = 0 a k z k ) and Some Applications | 1984-01-01 | Paper |
| The Helson-Sarason-Szego Theorem and the Abel Summability of the Series for the Predictor | 1984-01-01 | Paper |
| Tables of cumulative distribution functions and percentiles of the standardized stable random variables | 1984-01-01 | Paper |
| Exact factorization of the spectral density ann its application to wrf,castiilg and time series analysis | 1983-01-01 | Paper |
| A sampling theorem for multivariate stationary processes | 1983-01-01 | Paper |
