| Publication | Date of Publication | Type |
|---|
| Dynamic Semiparametric Factor Model With Structural Breaks | 2024-10-11 | Paper |
| \(\ell^2\) inference for change points in high-dimensional time series via a two-way MOSUM | 2024-06-05 | Paper |
| √2-estimation for smooth eigenvectors of matrix-valued functions | 2024-02-07 | Paper |
| Inference of Breakpoints in High-dimensional Time Series | 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 | 2022-07-11 | Paper |
| Estimation of nonstationary nonparametric regression model with multiplicative structure | 2022-06-22 | Paper |
| Testing and estimation for clustered signals | 2022-02-01 | Paper |
| Asymptotic theory for QMLE for the real‐time GARCH(1,1) model | 2021-11-25 | Paper |
| Pearson’s chi-squared statistics: approximation theory and beyond | 2021-04-20 | Paper |
| Convergence of covariance and spectral density estimates for high-dimensional locally stationary processes | 2021-03-11 | Paper |
| Long-term prediction intervals with many covariates | 2020-12-15 | Paper |
| Central limit theorems for nearly long range dependent subordinated linear processes | 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 | 2019-08-27 | Paper |
| Simultaneous Inference of Linear Models with Time Varying Coefficients | 2019-04-30 | Paper |
| Regularized Estimation of Linear Functionals of Precision Matrices for High-Dimensional Time Series | 2019-02-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4558573 | 2018-11-22 | Paper |
| Asymptotic Theory for Estimators of High-Order Statistics of Stationary Processes | 2018-09-19 | Paper |
| Gaussian approximation for high dimensional time series | 2017-12-22 | Paper |
| An asymptotic theory for spectral analysis of random fields | 2017-12-08 | Paper |
| Long-Term Prediction Intervals of Time Series | 2017-07-27 | Paper |
| Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity | 2017-07-13 | Paper |
| A Single-Pass Algorithm for Spectrum Estimation With Fast Convergence | 2017-07-12 | Paper |
| Recursive Nonparametric Estimation for Time Series | 2017-06-08 | Paper |
| Stability and asymptotics for autoregressive processes | 2017-01-11 | Paper |
| Self-normalized Cramér-type moderate deviations under dependence | 2016-09-07 | Paper |
| Nonparametric inference of discretely sampled stable Lévy processes | 2016-07-25 | Paper |
| Nonparametric estimation of large covariance matrices of longitudinal data | 2016-06-27 | Paper |
| Performance bounds for parameter estimates of high-dimensional linear models with correlated errors | 2016-03-03 | Paper |
| Changepoint estimation: another look at multiple testing problems | 2016-01-08 | Paper |
| The performance of difference coding for sets and relational tables | 2015-11-12 | Paper |
| Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction | 2015-04-21 | Paper |
| $L^2$ Asymptotics for High-Dimensional Data | 2014-05-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5413272 | 2014-04-29 | Paper |
| Exact moderate and large deviations for linear processes | 2014-04-29 | Paper |
| Asymptotic theory for maximum deviations of sample covariance matrix estimates | 2014-04-28 | Paper |
| Komlós-Major-Tusnády approximation under dependence | 2014-04-25 | Paper |
| Covariance and precision matrix estimation for high-dimensional time series | 2014-04-04 | Paper |
| Probability and moment inequalities under dependence | 2013-08-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326870 | 2013-07-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4928582 | 2013-06-14 | Paper |
| A central limit theorem for stationary random fields | 2012-11-15 | Paper |
| Covariance matrix estimation for stationary time series | 2012-09-03 | Paper |
| Local Whittle estimation of fractional integration for nonlinear processes | 2012-05-14 | Paper |
| A limit theorem for quadratic forms and its applications | 2012-05-14 | Paper |
| Asymptotics for statistical functionals of long-memory sequences | 2012-03-22 | Paper |
| Asymptotic theory for stationary processes | 2011-12-01 | Paper |
| Gaussian approximations for non-stationary multiple time series | 2011-10-21 | Paper |
| On nonparametric prediction of linear processes | 2011-02-22 | Paper |
| On linear models with long memory and heavy-tailed errors | 2011-01-14 | Paper |
| Kernel estimation for time series: an asymptotic theory | 2010-11-25 | Paper |
| Central limit theorem for Fourier transforms of stationary processes | 2010-09-29 | Paper |
| Non-stationary structural model with time-varying demand elasticities | 2010-09-20 | Paper |
| Simultaneous nonparametric inference of time series | 2010-08-24 | Paper |
| ASYMPTOTICS OF SPECTRAL DENSITY ESTIMATES | 2010-08-13 | Paper |
| Covariances Estimation for Long-Memory Processes | 2010-06-07 | Paper |
| Efficient estimation of copula-based semiparametric Markov models | 2009-12-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3643299 | 2009-11-11 | Paper |
| Recursive estimation of time-average variance constants | 2009-08-27 | Paper |
| Local linear quantile estimation for nonstationary time series | 2009-08-19 | Paper |
| An asymptotic theory for sample covariances of Bernoulli shifts | 2009-03-10 | Paper |
| Simulating Sample Paths of Linear Fractional Stable Motion | 2008-12-21 | Paper |
| Confidence bands in nonparametric time series regression | 2008-08-28 | Paper |
| Moderate deviations for stationary processes | 2008-05-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3498641 | 2008-05-16 | Paper |
| Nonlinear system theory: Another look at dependence | 2008-05-07 | Paper |
| On false discovery control under dependence | 2008-03-12 | Paper |
| Strong invariance principles for dependent random variables | 2007-11-14 | Paper |
| Asymptotic spectral theory for nonlinear time series | 2007-10-17 | Paper |
| Oscillations of empirical distribution functions under dependence | 2007-09-12 | Paper |
| \(M\)-estimation of linear models with dependent errors | 2007-09-03 | Paper |
| Asymptotic theory for curve-crossing analysis | 2007-06-26 | Paper |
| Local asymptotic powers of nonparametric and semiparametric tests for fractional integration | 2007-02-19 | Paper |
| A maximal 𝕃_{𝕡}-inequality for stationary sequences and its applications | 2007-02-01 | Paper |
| UNIT ROOT TESTING FOR FUNCTIONALS OF LINEAR PROCESSES | 2006-03-22 | Paper |
| On the Bahadur representation of sample quantiles for dependent sequences | 2006-01-16 | Paper |
| On linear processes with dependent innovations | 2005-08-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4665174 | 2005-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4660382 | 2005-03-21 | Paper |
| Fourier transforms of stationary processes | 2004-10-05 | Paper |
| Limit theorems for iterated random functions | 2004-09-24 | Paper |
| Martingale approximations for sums of stationary processes. | 2004-09-15 | Paper |
| On weighted \(U\)-statistics for stationary processes. | 2004-09-15 | Paper |
| Empirical processes of long-memory sequences | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4450683 | 2004-02-15 | Paper |
| Kernel density estimation for linear processes | 2003-08-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4542764 | 2002-11-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4537895 | 2002-06-25 | Paper |
| Isotonic regression: Another look at the changepoint problem | 2002-05-23 | Paper |
| A central limit theorem for iterated random functions | 2001-09-23 | Paper |
| Random graphs and the strong convergence of bootstrap means | 2001-08-16 | Paper |
| On sums of overlapping products of independent Bernoulli random variables | 2001-07-11 | Paper |
| Exact distribution of edge-preserving MAP estimators for linear signal models with Gaussian measurement noise | 2001-06-11 | Paper |
| On the strong convergence of a weighted sum | 1999-01-01 | Paper |
