| Publication | Date of Publication | Type |
|---|
| A log-linear model for non-stationary time series of counts | 2024-11-05 | Paper |
| Bootstrap for integer‐valued GARCH(p, q) processes | 2024-02-08 | Paper |
| Stationarity and ergodic properties for some observation-driven models in random environments | 2024-01-19 | Paper |
| Estimation and bootstrap for stochastically monotone Markov processes | 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 | 2022-05-25 | Paper |
| Mixing properties of non-stationary INGARCH(1, 1) processes | 2022-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5856502 | 2021-03-26 | Paper |
| On Integrated L1 Convergence Rate of an Isotonic Regression Estimator for Multivariate Observations | 2020-12-04 | Paper |
| Mixing properties of non-stationary INGARCH(1,1) processes | 2020-11-11 | Paper |
| Absolute regularity of semi-contractive GARCH-type processes | 2019-07-15 | Paper |
| Improved local polynomial estimation in time series regression | 2018-04-10 | Paper |
| Bootstrap inference in systems of single equation error correction models | 2016-04-01 | Paper |
| A Model Specification Test For GARCH(1,1) Processes | 2016-01-08 | Paper |
| Dependent Wild Bootstrap for the Empirical Process | 2015-05-20 | Paper |
| A central limit theorem for triangular arrays of weakly dependent random variables, with applications in statistics | 2014-04-10 | Paper |
| Dependent wild bootstrap for degenerate \(U\)- and \(V\)-statistics | 2014-01-10 | Paper |
| A goodness-of-fit test for Poisson count processes | 2013-05-29 | Paper |
| Degenerate \(U\)- and \(V\)-statistics under ergodicity: asymptotics, bootstrap and applications in statistics | 2013-01-28 | Paper |
| Asymptotic equivalence of nonparametric autoregression and nonparametric regression | 2012-09-03 | Paper |
| Bootstrap tests for simple structures in nonparametric time series regression | 2012-01-25 | Paper |
| Absolute regularity and ergodicity of Poisson count processes | 2011-12-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3057794 | 2010-11-17 | Paper |
| Nonparametric estimation for Lévy processes from low-frequency observations | 2010-11-15 | Paper |
| The notion of \(\psi \)-weak dependence and its applications to bootstrapping time series | 2010-06-29 | Paper |
| Consistency of general bootstrap methods for degenerate \(U\)-type and \(V\)-type statistics | 2009-06-24 | Paper |
| Simultaneous confidence bands in spectral density estimation | 2009-06-10 | Paper |
| Goodness-of-fit tests for Markovian time series models: central limit theory and bootstrap approximations | 2009-03-02 | Paper |
| Deconvolution from panel data with unknown error distribution | 2008-04-23 | Paper |
| Probability and moment inequalities for sums of weakly dependent random variables, with applications | 2007-06-26 | Paper |
| An exponential inequality under weak dependence | 2006-11-06 | Paper |
| Exact asymptotics for estimating the marginal density of discretely observed diffusion proc\-esses | 2005-09-28 | Paper |
| Properties of the nonparametric autoregressive bootstrap | 2005-05-20 | Paper |
| Locally adaptive fitting of semiparametric models to nonstationary time series. | 2004-09-22 | Paper |
| Bootstrapping nonparametric estimators of the volatility function. | 2004-01-26 | Paper |
| On the effect of estimating the error density in nonparametric deconvolution | 2003-01-15 | Paper |
| On Robustness of Model-Based Bootstrap Schemes in Nonparametric Time Series Analysis | 2002-11-14 | Paper |
| Bootstrap tests for parametric volatility structure in nonparametric autoregression | 2002-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4488842 | 2002-04-07 | Paper |
| A wavelet-based test for stationarity | 2001-09-23 | Paper |
| On bootstrapping \(L_2\)-type statistics in density testing | 2001-08-17 | Paper |
| Problems related to confidence intervals for impulse responses of autoregressive processes | 2001-06-19 | Paper |
| Nonlinear wavelet estimation of time-varying autoregressive processes | 2001-01-29 | Paper |
| Strong approximation of density estimators from weakly dependent observations by density estimators from independent observations | 1999-11-09 | Paper |
| Regression-type inference in nonparametric autoregression | 1999-11-09 | Paper |
| Teaching wavelets in XploRe | 1999-09-14 | Paper |
| Simultaneous bootstrap confidence bands in nonparametric regression | 1999-03-14 | Paper |
| Optimal Change‐point Estimation in Inverse Problems | 1998-12-14 | Paper |
| Curve estimation when the design density is low | 1997-08-18 | Paper |
| Wavelet thresholding in anisotropic function classes and application to adaptive estimation of evolutionary spectra | 1997-06-23 | Paper |
| SPECTRAL DENSITY ESTIMATION VIA NONLINEAR WAVELET METHODS FOR STATIONARY NON-GAUSSIAN TIME SERIES | 1997-05-27 | Paper |
| Pointwise Confidence Intervals in Nonparametric Regression with Heteroscedastic Error Structure | 1997-05-27 | Paper |
| Automatic bandwidth choice and confidence intervals in nonparametric regression | 1997-02-12 | Paper |
| On the efficiency of wavelet estimators under arbitrary error distributions | 1996-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4850001 | 1996-02-12 | Paper |
| Fully Data-Driven Nonparametric Variance Estimators | 1995-04-10 | Paper |
| Second Order Asymptotic Risks of Smoothed Linear Estimators in Nonparametric Regression Models | 1995-03-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4001977 | 1992-09-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3479388 | 1990-01-01 | Paper |
| A log-linear model for non-stationary time series of counts | N/A | Paper |
