| Publication | Date of Publication | Type |
|---|
Asymptotic minimax estimation in nonparametric autoregression
Mathematical Methods of Statistics | 2026-01-26 | Paper |
Mixing properties of non-stationary multi-variate count processes
Journal of Time Series Analysis | 2025-04-17 | Paper |
A log-linear model for non-stationary time series of counts
Bernoulli | 2024-11-05 | Paper |
Bootstrap for integer‐valued GARCH(<i>p</i>, <i>q</i>) processes
Statistica Neerlandica | 2024-02-08 | Paper |
Stationarity and ergodic properties for some observation-driven models in random environments
The Annals of Applied Probability | 2024-01-19 | Paper |
Estimation and bootstrap for stochastically monotone Markov processes
Metrika | 2024-01-17 | Paper |
| Mixing properties of nonstationary multivariate count processes | 2023-11-17 | Paper |
Consistency of a nonparametric least squares estimator in integer-valued GARCH models
Journal of Nonparametric Statistics | 2022-05-25 | Paper |
Mixing properties of non-stationary INGARCH(1, 1) processes
Bernoulli | 2022-02-01 | Paper |
Mixing properties of non-stationary INGARCH(1, 1) processes
Bernoulli | 2022-02-01 | Paper |
| Mixing properties of integer-valued GARCH processes | 2021-03-26 | Paper |
On Integrated L<sup>1</sup> Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations
IEEE Transactions on Information Theory | 2020-12-04 | Paper |
Mixing properties of non-stationary INGARCH(1,1) processes
(available as arXiv preprint) | 2020-11-11 | Paper |
Absolute regularity of semi-contractive GARCH-type processes
Journal of Applied Probability | 2019-07-15 | Paper |
Improved local polynomial estimation in time series regression
Journal of Nonparametric Statistics | 2018-04-10 | Paper |
Bootstrap inference in systems of single equation error correction models
Journal of Econometrics | 2016-04-01 | Paper |
A model specification test for GARCH(1,1) processes
Scandinavian Journal of Statistics | 2016-01-08 | Paper |
Dependent wild bootstrap for the empirical process
Journal of Time Series Analysis | 2015-05-20 | Paper |
A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics
ESAIM: Probability and Statistics | 2014-04-10 | Paper |
Dependent wild bootstrap for degenerate U- and V-statistics
Journal of Multivariate Analysis | 2014-01-10 | Paper |
A goodness-of-fit test for Poisson count processes
Electronic Journal of Statistics | 2013-05-29 | Paper |
Degenerate U- and V-statistics under ergodicity: asymptotics, bootstrap and applications in statistics
Annals of the Institute of Statistical Mathematics | 2013-01-28 | Paper |
Asymptotic equivalence of nonparametric autoregression and nonparametric regression
The Annals of Statistics | 2012-09-03 | Paper |
Asymptotic equivalence of nonparametric autoregression and nonparametric regression
The Annals of Statistics | 2012-09-03 | Paper |
Bootstrap tests for simple structures in nonparametric time series regression
Statistics and Its Interface | 2012-01-25 | Paper |
Absolute regularity and ergodicity of Poisson count processes
Bernoulli | 2011-12-28 | Paper |
| scientific article; zbMATH DE number 5816778 (Why is no real title available?) | 2010-11-17 | Paper |
Nonparametric estimation for Lévy processes from low-frequency observations
Bernoulli | 2010-11-15 | Paper |
The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
Probability Surveys | 2010-06-29 | Paper |
The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series
Probability Surveys | 2010-06-29 | Paper |
Consistency of general bootstrap methods for degenerate U-type and V-type statistics
Journal of Multivariate Analysis | 2009-06-24 | Paper |
Simultaneous confidence bands in spectral density estimation
Biometrika | 2009-06-10 | Paper |
Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations
Bernoulli | 2009-03-02 | Paper |
Deconvolution from panel data with unknown error distribution
Journal of Multivariate Analysis | 2008-04-23 | Paper |
Probability and moment inequalities for sums of weakly dependent random variables, with applications
Stochastic Processes and their Applications | 2007-06-26 | Paper |
An exponential inequality under weak dependence
Bernoulli | 2006-11-06 | Paper |
Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses
Bernoulli | 2005-09-28 | Paper |
Properties of the nonparametric autoregressive bootstrap
Journal of Time Series Analysis | 2005-05-20 | Paper |
Locally adaptive fitting of semiparametric models to nonstationary time series.
Stochastic Processes and their Applications | 2004-09-22 | Paper |
Bootstrapping nonparametric estimators of the volatility function.
Journal of Econometrics | 2004-01-26 | Paper |
On the effect of estimating the error density in nonparametric deconvolution
Journal of Nonparametric Statistics | 2003-01-15 | Paper |
On Robustness of Model-Based Bootstrap Schemes in Nonparametric Time Series Analysis
Statistics | 2002-11-14 | Paper |
| Bootstrap tests for parametric volatility structure in nonparametric autoregression | 2002-05-13 | Paper |
| scientific article; zbMATH DE number 1471714 (Why is no real title available?) | 2002-04-07 | Paper |
A wavelet-based test for stationarity
Journal of Time Series Analysis | 2001-09-23 | Paper |
On bootstrapping \(L_2\)-type statistics in density testing
Statistics & Probability Letters | 2001-08-17 | Paper |
Problems related to confidence intervals for impulse responses of autoregressive processes
Econometric Reviews | 2001-06-19 | Paper |
Nonlinear wavelet estimation of time-varying autoregressive processes
Bernoulli | 2001-01-29 | Paper |
Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations
The Annals of Statistics | 1999-11-09 | Paper |
Regression-type inference in nonparametric autoregression
The Annals of Statistics | 1999-11-09 | Paper |
Teaching wavelets in XploRe
Computational Statistics | 1999-09-14 | Paper |
Simultaneous bootstrap confidence bands in nonparametric regression
Journal of Nonparametric Statistics | 1999-03-14 | Paper |
Optimal Change‐point Estimation in Inverse Problems
Scandinavian Journal of Statistics | 1998-12-14 | Paper |
Curve estimation when the design density is low
The Annals of Statistics | 1997-08-18 | Paper |
Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra
The Annals of Statistics | 1997-06-23 | Paper |
SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES
Journal of Time Series Analysis | 1997-05-27 | Paper |
Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure
Statistics | 1997-05-27 | Paper |
Automatic bandwidth choice and confidence intervals in nonparametric regression
The Annals of Statistics | 1997-02-12 | Paper |
On the efficiency of wavelet estimators under arbitrary error distributions
Mathematical Methods of Statistics | 1996-09-18 | Paper |
| scientific article; zbMATH DE number 802867 (Why is no real title available?) | 1996-02-12 | Paper |
Fully Data-Driven Nonparametric Variance Estimators
Statistics | 1995-04-10 | Paper |
Second Order Asymptotic Risks of Smoothed Linear Estimators in Nonparametric Regression Models
Statistics | 1995-03-29 | Paper |
| scientific article; zbMATH DE number 51600 (Why is no real title available?) | 1992-09-18 | Paper |
| scientific article; zbMATH DE number 4149372 (Why is no real title available?) | 1990-01-01 | Paper |
A log-linear model for non-stationary time series of counts
(available as arXiv preprint) | N/A | Paper |
