| Publication | Date of Publication | Type |
|---|
Kernel smoothing method for detecting fixed and random mean change in multivariate data
Sequential Analysis | 2026-05-29 | Paper |
Simultaneous inference for mean curves of functional and longitudinal data: a unified theory
Statistica Sinica | 2026-03-20 | Paper |
Estimation of high-dimensional nonlinear vector autoregressive models
IEEE Transactions on Information Theory | 2026-03-18 | Paper |
Online sequential leveraging sampling method for streaming autoregressive time series with application to seismic data
The Annals of Applied Statistics | 2026-01-12 | Paper |
Sequential common change detection, isolation, and estimation in multiple compound Poisson processes
Stochastic Processes and their Applications | 2025-10-02 | Paper |
Testing for parameter change epochs in GARCH time series
The Econometrics Journal | 2025-06-24 | Paper |
Spectral norm of exponentially weighted moving sample covariance matrix and its application to sequential sparse signal detection
Journal of Statistical Theory and Practice | 2025-04-28 | Paper |
Optimal multivariate EWMA chart for detecting common change in mean
Methodology and Computing in Applied Probability | 2025-04-28 | Paper |
Change-point analysis with irregular signals
The Annals of Statistics | 2025-01-29 | Paper |
Change-point analysis with irregular signals
The Annals of Statistics | 2025-01-29 | Paper |
Dynamic Semiparametric Factor Model With Structural Breaks
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
^2 inference for change points in high-dimensional time series via a two-way MOSUM
The Annals of Statistics | 2024-06-05 | Paper |
√2-estimation for smooth eigenvectors of matrix-valued functions
Biometrika | 2024-02-07 | Paper |
Inference of Breakpoints in High-dimensional Time Series
Journal of the American Statistical Association | 2023-07-06 | Paper |
| Almost sure invariance principle of \beta-mixing time series in Hilbert space | 2022-09-26 | Paper |
Inference of Trends in Time Series
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Estimation of nonstationary nonparametric regression model with multiplicative structure
Econometrics Journal | 2022-06-22 | Paper |
Testing and estimation for clustered signals
Bernoulli | 2022-02-01 | Paper |
Testing and estimation for clustered signals
Bernoulli | 2022-02-01 | Paper |
Asymptotic theory for QMLE for the real-time GARCH\((1,1)\) model
Journal of Time Series Analysis | 2021-11-25 | Paper |
Pearson's chi-squared statistics: approximation theory and beyond
Biometrika | 2021-04-20 | Paper |
Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes
The Annals of Statistics | 2021-03-11 | Paper |
Long-term prediction intervals with many covariates
(available as arXiv preprint) | 2020-12-15 | Paper |
Central limit theorems for nearly long range dependent subordinated linear processes
Journal of Applied Probability | 2020-07-22 | Paper |
| Estimation of dynamic networks for high-dimensional nonstationary time series | 2019-11-14 | Paper |
Testing for trends in high-dimensional time series
Journal of the American Statistical Association | 2019-08-27 | Paper |
Simultaneous inference of linear models with time varying coefficients
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series
IEEE Transactions on Signal Processing | 2019-02-07 | Paper |
| Concentration inequalities for empirical processes of linear time series | 2018-11-22 | Paper |
Asymptotic Theory for Estimators of High-Order Statistics of Stationary Processes
IEEE Transactions on Information Theory | 2018-09-19 | Paper |
Gaussian approximation for high dimensional time series
The Annals of Statistics | 2017-12-22 | Paper |
An asymptotic theory for spectral analysis of random fields
Electronic Journal of Statistics | 2017-12-08 | Paper |
Long-Term Prediction Intervals of Time Series
IEEE Transactions on Information Theory | 2017-07-27 | Paper |
Simultaneous confidence bands in nonlinear regression models with nonstationarity
STATISTICA SINICA | 2017-07-13 | Paper |
A Single-Pass Algorithm for Spectrum Estimation With Fast Convergence
IEEE Transactions on Information Theory | 2017-07-12 | Paper |
Recursive Nonparametric Estimation for Time Series
IEEE Transactions on Information Theory | 2017-06-08 | Paper |
Stability and asymptotics for autoregressive processes
Electronic Journal of Statistics | 2017-01-11 | Paper |
Self-normalized Cramér-type moderate deviations under dependence
The Annals of Statistics | 2016-09-07 | Paper |
Self-normalized Cramér-type moderate deviations under dependence
The Annals of Statistics | 2016-09-07 | Paper |
Nonparametric inference of discretely sampled stable Lévy processes
Journal of Econometrics | 2016-07-25 | Paper |
Nonparametric estimation of large covariance matrices of longitudinal data
Biometrika | 2016-06-27 | Paper |
Performance bounds for parameter estimates of high-dimensional linear models with correlated errors
Electronic Journal of Statistics | 2016-03-03 | Paper |
Changepoint estimation: another look at multiple testing problems
Biometrika | 2016-01-08 | Paper |
The performance of difference coding for sets and relational tables
Journal of the ACM | 2015-11-12 | Paper |
Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction''
Electronic Journal of Statistics | 2015-04-21 | Paper |
| L² Asymptotics for High-Dimensional Data | 2014-05-28 | Paper |
| scientific article; zbMATH DE number 6290111 (Why is no real title available?) | 2014-04-29 | Paper |
Exact moderate and large deviations for linear processes
STATISTICA SINICA | 2014-04-29 | Paper |
Asymptotic theory for maximum deviations of sample covariance matrix estimates
Stochastic Processes and their Applications | 2014-04-28 | Paper |
Komlós-Major-Tusnády approximation under dependence
The Annals of Probability | 2014-04-25 | Paper |
Komlós-Major-Tusnády approximation under dependence
The Annals of Probability | 2014-04-25 | Paper |
Covariance and precision matrix estimation for high-dimensional time series
The Annals of Statistics | 2014-04-04 | Paper |
Covariance and precision matrix estimation for high-dimensional time series
The Annals of Statistics | 2014-04-04 | Paper |
Probability and moment inequalities under dependence
Statistica Sinica | 2013-08-28 | Paper |
Invariance principles for fractionally integrated nonlinear processes
(available as arXiv preprint) | 2013-07-31 | Paper |
| scientific article; zbMATH DE number 6176345 (Why is no real title available?) | 2013-06-14 | Paper |
A central limit theorem for stationary random fields
Stochastic Processes and their Applications | 2012-11-15 | Paper |
Covariance matrix estimation for stationary time series
The Annals of Statistics | 2012-09-03 | Paper |
Covariance matrix estimation for stationary time series
The Annals of Statistics | 2012-09-03 | Paper |
Local Whittle estimation of fractional integration for nonlinear processes
Econometric Theory | 2012-05-14 | Paper |
A limit theorem for quadratic forms and its applications
Econometric Theory | 2012-05-14 | Paper |
Asymptotics for statistical functionals of long-memory sequences
Stochastic Processes and their Applications | 2012-03-22 | Paper |
Asymptotic theory for stationary processes
Statistics and Its Interface | 2011-12-01 | Paper |
Gaussian approximations for non-stationary multiple time series
STATISTICA SINICA | 2011-10-21 | Paper |
On nonparametric prediction of linear processes
Journal of Time Series Analysis | 2011-02-22 | Paper |
On linear models with long memory and heavy-tailed errors
Journal of Multivariate Analysis | 2011-01-14 | Paper |
Kernel estimation for time series: an asymptotic theory
Stochastic Processes and their Applications | 2010-11-25 | Paper |
Central limit theorem for Fourier transforms of stationary processes
The Annals of Probability | 2010-09-29 | Paper |
Non-stationary structural model with time-varying demand elasticities
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
Simultaneous nonparametric inference of time series
The Annals of Statistics | 2010-08-24 | Paper |
Asymptotics of spectral density estimates
Econometric Theory | 2010-08-13 | Paper |
Covariances estimation for long-memory processes
Advances in Applied Probability | 2010-06-07 | Paper |
Efficient estimation of copula-based semiparametric Markov models
The Annals of Statistics | 2009-12-09 | Paper |
| Banding sample autocovariance matrices of stationary processes | 2009-11-11 | Paper |
Recursive estimation of time-average variance constants
The Annals of Applied Probability | 2009-08-27 | Paper |
Local linear quantile estimation for nonstationary time series
The Annals of Statistics | 2009-08-19 | Paper |
An asymptotic theory for sample covariances of Bernoulli shifts
Stochastic Processes and their Applications | 2009-03-10 | Paper |
Simulating Sample Paths of Linear Fractional Stable Motion
IEEE Transactions on Information Theory | 2008-12-21 | Paper |
Confidence bands in nonparametric time series regression
The Annals of Statistics | 2008-08-28 | Paper |
| Moderate deviations for stationary processes | 2008-05-23 | Paper |
| scientific article; zbMATH DE number 5275983 (Why is no real title available?) | 2008-05-16 | Paper |
Nonlinear system theory: Another look at dependence
Proceedings of the National Academy of Sciences | 2008-05-07 | Paper |
On false discovery control under dependence
The Annals of Statistics | 2008-03-12 | Paper |
On false discovery control under dependence
The Annals of Statistics | 2008-03-12 | Paper |
Strong invariance principles for dependent random variables
The Annals of Probability | 2007-11-14 | Paper |
Strong invariance principles for dependent random variables
The Annals of Probability | 2007-11-14 | Paper |
Asymptotic spectral theory for nonlinear time series
The Annals of Statistics | 2007-10-17 | Paper |
Oscillations of empirical distribution functions under dependence
High Dimensional Probability | 2007-09-12 | Paper |
\(M\)-estimation of linear models with dependent errors
The Annals of Statistics | 2007-09-03 | Paper |
Asymptotic theory for curve-crossing analysis
Stochastic Processes and their Applications | 2007-06-26 | Paper |
Local asymptotic powers of nonparametric and semiparametric tests for fractional integration
Stochastic Processes and their Applications | 2007-02-19 | Paper |
A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications
Proceedings of the American Mathematical Society | 2007-02-01 | Paper |
UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES
Econometric Theory | 2006-03-22 | Paper |
On the Bahadur representation of sample quantiles for dependent sequences
The Annals of Statistics | 2006-01-16 | Paper |
On linear processes with dependent innovations
Stochastic Processes and their Applications | 2005-08-05 | Paper |
| scientific article; zbMATH DE number 2154633 (Why is no real title available?) | 2005-04-09 | Paper |
| scientific article; zbMATH DE number 2148833 (Why is no real title available?) | 2005-03-21 | Paper |
Fourier transforms of stationary processes
Proceedings of the American Mathematical Society | 2004-10-05 | Paper |
Limit theorems for iterated random functions
Journal of Applied Probability | 2004-09-24 | Paper |
Martingale approximations for sums of stationary processes.
The Annals of Probability | 2004-09-15 | Paper |
On weighted U-statistics for stationary processes.
The Annals of Probability | 2004-09-15 | Paper |
Empirical processes of long-memory sequences
Bernoulli | 2004-06-10 | Paper |
| scientific article; zbMATH DE number 2042828 (Why is no real title available?) | 2004-02-15 | Paper |
Kernel density estimation for linear processes
The Annals of Statistics | 2003-08-07 | Paper |
| scientific article; zbMATH DE number 1779500 (Why is no real title available?) | 2002-11-13 | Paper |
| scientific article; zbMATH DE number 1759160 (Why is no real title available?) | 2002-06-25 | Paper |
Isotonic regression: Another look at the changepoint problem
Biometrika | 2002-05-23 | Paper |
A central limit theorem for iterated random functions
Journal of Applied Probability | 2001-09-23 | Paper |
Random graphs and the strong convergence of bootstrap means
Combinatorics, Probability and Computing | 2001-08-16 | Paper |
On sums of overlapping products of independent Bernoulli random variables
Ukraïns'kyĭ Matematychnyĭ Zhurnal | 2001-07-11 | Paper |
Exact distribution of edge-preserving MAP estimators for linear signal models with Gaussian measurement noise
IEEE Transactions on Image Processing | 2001-06-11 | Paper |
On the strong convergence of a weighted sum
Statistics & Probability Letters | 1999-01-01 | Paper |
