| Publication | Date of Publication | Type |
|---|
| How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? | 2023-08-15 | Paper |
| A Modern Gauss-Markov Theorem? Really? | 2022-03-02 | Paper |
| How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? | 2020-05-08 | Paper |
| Discussion on “Model confidence bounds for variable selection” by Yang Li, Yuetian Luo, Davide Ferrari, Xiaonan Hu, and Yichen Qin | 2020-02-07 | Paper |
| Further results on size and power of heteroskedasticity and autocorrelation robust tests, with an application to trend testing | 2019-10-11 | Paper |
| Valid confidence intervals for post-model-selection predictors | 2019-05-10 | Paper |
| Controlling the size of autocorrelation robust tests | 2019-04-26 | Paper |
| Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values | 2017-12-06 | Paper |
| ON THE POWER OF INVARIANT TESTS FOR HYPOTHESES ON A COVARIANCE MATRIX | 2017-05-10 | Paper |
| Sparse estimators and the oracle property, or the return of Hodges' estimator | 2016-06-03 | Paper |
| ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS | 2016-04-22 | Paper |
| On various confidence intervals post-model-selection | 2016-03-08 | Paper |
| Nonparametric maximum likelihood density estimation and simulation-based minimum distance estimators | 2015-03-13 | Paper |
| Efficient simulation-based minimum distance estimation and indirect inference | 2014-03-10 | Paper |
| ON THE ORDER OF MAGNITUDE OF SUMS OF NEGATIVE POWERS OF INTEGRATED PROCESSES | 2013-08-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5326962 | 2013-08-01 | Paper |
| Distributional results for thresholding estimators in high-dimensional Gaussian regression models | 2013-05-28 | Paper |
| Confidence sets based on penalized maximum likelihood estimators in Gaussian regression | 2013-05-27 | Paper |
| Confidence sets based on sparse estimators are necessarily large | 2010-08-13 | Paper |
| Model Selection | 2009-11-27 | Paper |
| On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding | 2009-09-28 | Paper |
| CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS? | 2009-06-11 | Paper |
| CORRIGENDUM: Correction to “Performance Limits for Estimators of the Risk or Distribution of Shrinkage-Type Estimators, and Some General Lower Risk-Bound Results” | 2009-06-11 | Paper |
| On the distribution of the adaptive LASSO estimator | 2009-06-09 | Paper |
| Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type | 2007-08-20 | Paper |
| Can one estimate the conditional distribution of post-model-selection estimators? | 2007-03-12 | Paper |
| Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters | 2006-06-16 | Paper |
| PERFORMANCE LIMITS FOR ESTIMATORS OF THE RISK OR DISTRIBUTION OF SHRINKAGE-TYPE ESTIMATORS, AND SOME GENERAL LOWER RISK-BOUND RESULTS | 2006-03-22 | Paper |
| MODEL SELECTION AND INFERENCE: FACTS AND FICTION | 2005-10-18 | Paper |
| NONLINEAR FUNCTIONS AND CONVERGENCE TO BROWNIAN MOTION: BEYOND THE CONTINUOUS MAPPING THEOREM | 2004-09-07 | Paper |
| THE FINITE-SAMPLE DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS AND UNIFORM VERSUS NONUNIFORM APPROXIMATIONS | 2004-02-11 | Paper |
| Modeling of time series arrays by multistep prediction or likelihood methods. | 2004-01-26 | Paper |
| THE VARIANCE OF AN INTEGRATED PROCESS NEED NOT DIVERGE TO INFINITY, AND RELATED RESULTS ON PARTIAL SUMS OF STATIONARY PROCESSES | 2003-05-18 | Paper |
| Uniform convergence of sample second moments of families of time series arrays. | 2002-11-14 | Paper |
| The distribution of estimators after model selection:large and small sample results | 2001-05-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4255425 | 1999-08-15 | Paper |
| Optional skipping of martingale differences and related sequences | 1998-06-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4839356 | 1995-11-12 | Paper |
| Comment on `Adaptive estimation in time series regression models' by D. G. Steigerwald | 1995-06-06 | Paper |
| On the formulation of uniform laws of large numbers: a truncation approach | 1995-04-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3134983 | 1994-05-19 | Paper |
| Generic uniform convergence and equicontinuity concepts for random functions. An exploration of the basic structure | 1994-04-12 | Paper |
| Game theoretical foundations of evolutionary stability | 1992-09-17 | Paper |
| Basic structure of the asymptotic theory in dynamic nonlinear econometric models | 1992-06-28 | Paper |
| Basic structure of the asymptotic theory in dynamic nonlineaerco nometric models, part i: consistency and approximation concepts | 1992-06-25 | Paper |
| ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE ORDER GIVEN AN INFINITE NUMBER OF MODELS AND APPROXIMATION OF SPECTRAL DENSITIES | 1990-01-01 | Paper |
| Convergence results for maximum likelihood type estimators in multivariable ARMA models. II | 1989-01-01 | Paper |
| Model selection under nonstationarity: Autoregressive models and stochastic linear regression models | 1989-01-01 | Paper |
| A Uniform Law of Large Numbers for Dependent and Heterogeneous Data Processes | 1989-01-01 | Paper |
| DISCRIMINATING BETWEEN TWO SPECTRAL DENSITIES IN CASE OF REPLICATED OBSERVATIONS | 1988-01-01 | Paper |
| Convergence results for maximum likelihood type estimators in multivariable ARMA models | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3683170 | 1987-01-01 | Paper |
| A class of partially adaptive one-step M-estimators for a nonlinear regression model with dependent observations | 1986-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3739864 | 1986-01-01 | Paper |
| Moments and order statistics of extinction times in multitype branching processes and their relation to random selection models | 1985-01-01 | Paper |
| The behaviour of the Lagrangian multiplier test in testing the orders of an ARMA-model | 1985-01-01 | Paper |
| The uniqueness of the transfer function of linear systems from input- output observations | 1984-01-01 | Paper |
| The behaviour of the likelihood function for ARMA models | 1984-01-01 | Paper |
