| Publication | Date of Publication | Type |
|---|
| Local Whittle estimation of high-dimensional long-run variance and precision matrices | 2024-01-04 | Paper |
| Detecting changes in correlation networks with application to functional connectivity of fMRI data | 2023-07-24 | Paper |
| Latent Gaussian Count Time Series | 2023-07-03 | Paper |
| Count Time Series: A Methodological Review | 2023-05-22 | Paper |
| High-dimensional latent Gaussian count time series: Concentration results for autocovariances and applications | 2023-01-01 | Paper |
| Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data | 2022-07-08 | Paper |
| Sampling Based Estimation of In-Degree Distribution for Directed Complex Networks | 2022-03-29 | Paper |
| Cotrending: testing for common deterministic trends in varying means model | 2021-12-07 | Paper |
| Two sample tests for high-dimensional autocovariances | 2021-05-07 | Paper |
| Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing | 2020-12-07 | Paper |
| Penalized Estimation and Forecasting of Multiple Subject Intensive Longitudinal Data | 2020-07-09 | Paper |
| Modeling bivariate long‐range dependence with general phase | 2020-05-27 | Paper |
| Asymptotics of bivariate local Whittle estimators with applications to fractal connectivity | 2020-02-28 | Paper |
| Small and large scale behavior of moments of Poisson cluster processes | 2018-08-07 | Paper |
| Multivariate integer-valued time series with flexible autocovariances and their application to major hurricane counts | 2018-06-26 | Paper |
| Domain and range symmetries of operator fractional Brownian fields | 2017-12-01 | Paper |
| Multifractal Random Walks as Fractional Wiener Integrals | 2017-08-08 | Paper |
| Stable Non-Gaussian Self-Similar Processes with Stationary Increments | 2017-08-02 | Paper |
| Long-Range Dependence and Self-Similarity | 2017-07-12 | Paper |
| Exponents of operator self-similar random fields | 2016-12-23 | Paper |
| Non-Gaussian semi-stable laws arising in sampling of finite point processes | 2016-04-01 | Paper |
| Long-range dependence of the two-dimensional Ising model at critical temperature | 2016-01-14 | Paper |
| Admission Control for Multidimensional Workload input with Heavy Tails and Fractional Ornstein-Uhlenbeck Process | 2015-07-15 | Paper |
| DEFINITIONS AND REPRESENTATIONS OF MULTIVARIATE LONG-RANGE DEPENDENT TIME SERIES | 2015-01-12 | Paper |
| Statistical tests for a single change in mean against long-range dependence | 2014-11-20 | Paper |
| Can Markov switching model generate long memory? | 2014-09-11 | Paper |
| On distinguishing multiple changes in mean and long-range dependence using local Whittle estimation | 2014-07-30 | Paper |
| On integral representations of operator fractional Brownian fields | 2014-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5408681 | 2014-04-11 | Paper |
| Wavelet-based analysis of non-Gaussian long-range dependent processes and estimation of the Hurst parameter | 2014-01-15 | Paper |
| On the vaguelet and Riesz properties of \(L^2\)-unbounded transformations of orthogonal wavelet bases | 2014-01-08 | Paper |
| Exponents, symmetry groups and classification of operator fractional Brownian motions | 2012-06-26 | Paper |
| ON RANK ESTIMATION IN SYMMETRIC MATRICES: THE CASE OF INDEFINITE MATRIX ESTIMATORS | 2012-05-14 | Paper |
| Heavy Traffic Approximations of a Queue with Varying Service Rates and General Arrivals | 2012-04-24 | Paper |
| Probabilistic sampling of finite renewal processes | 2011-12-28 | Paper |
| Semi-additive functionals and cocycles in the context of self-similarity | 2011-12-01 | Paper |
| Integral representations and properties of operator fractional Brownian motions | 2011-09-02 | Paper |
| Synthesis of multivariate stationary series with prescribed marginal distributions and covariance using circulant matrix embedding | 2011-07-27 | Paper |
| Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding | 2011-06-30 | Paper |
| Local and Global Rank Tests for Multivariate Varying-Coefficient Models | 2011-04-13 | Paper |
| Adaptive wavelet decompositions of stationary time series | 2011-04-06 | Paper |
| Second order properties of distribution tails and estimation of tail exponents in random difference equations | 2011-02-22 | Paper |
| Regularization and integral representations of Hermite processes | 2010-12-20 | Paper |
| Estimation of parameters in heavy-tailed distribution when its second order tail parameter is known | 2010-04-14 | Paper |
| Wavelet-based synthesis of the Rosenblatt process | 2009-10-29 | Paper |
| Identification of periodic and cyclic fractional stable motions | 2009-10-08 | Paper |
| LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL | 2009-04-03 | Paper |
| Small and large scale asymptotics of some Lévy stochastic integrals | 2008-06-25 | Paper |
| Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence | 2008-05-05 | Paper |
| Bounds for the covariance of functions of infinite variance stable random variables with applications to central limit theorems and wavelet-based estimation | 2008-02-06 | Paper |
| Integral representations of periodic and cyclic fractional stable motions | 2007-11-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5424467 | 2007-11-05 | Paper |
| Nonminimal sets, their projections and integral representations of stable processes | 2007-08-20 | Paper |
| Deconvolution of fractional brownian motion | 2006-05-24 | Paper |
| Wavelet-based simulation of fractional Brownian motion revisited | 2005-08-01 | Paper |
| Wavelet-type expansion of the Rosenblatt process | 2005-05-09 | Paper |
| Convergence of weighted sums of random variables with long-range dependence. | 2004-09-22 | Paper |
| Stable stationary processes related to cyclic flows. | 2004-09-15 | Paper |
| Dilated fractional stable motions | 2004-08-06 | Paper |
| Central limit theorems for partial sums of bounded functionals of infinite-variance moving averages | 2004-06-10 | Paper |
| Slow, fast and arbitrary growth conditions for renewal-reward processes when both the renewals and the rewards are heavy-tailed | 2004-06-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4407604 | 2004-02-20 | Paper |
| Can continuous-time stationary stable processes have discrete linear representations? | 2004-02-14 | Paper |
| The structure of self-similar stable mixed moving averages | 2003-05-06 | Paper |
| Estimation of the self-similarity parameter in linear fractional stable motion. | 2003-01-21 | Paper |
| Decomposition of self-similar stable mixed moving averages | 2002-12-01 | Paper |
| Are classes of deterministic integrands for fractional Brownian motion on an interval complete? | 2002-11-17 | Paper |
| CONVERGENCE OF THE WEIERSTRASS-MANDELBROT PROCESS TO FRACTIONAL BROWNIAN MOTION | 2001-12-10 | Paper |
| Integration questions related to fractional Brownian motion | 2001-10-16 | Paper |
| The limit of a renewal reward process with heavy-tailed rewards is not a linear fractional stable motion | 2001-06-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4945270 | 2000-12-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5680829 | 1973-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5595943 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5643332 | 1970-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5670021 | 1968-01-01 | Paper |
