| Publication | Date of Publication | Type |
|---|
| Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time | 2024-11-20 | Paper |
| Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation | 2024-11-01 | Paper |
| Nonparametric Inference for Time-Varying Coefficient Quantile Regression | 2024-10-09 | Paper |
| Statistical inference for high-dimensional panel functional time series | 2024-09-10 | Paper |
| Sharp equilibria for time-inconsistent mean-field stopping games | 2024-08-09 | Paper |
| Multiscale jump testing and estimation under complex temporal dynamics | 2024-07-02 | Paper |
| Simplified inverse dynamic models of parallel robots based on a Lagrangian approach | 2024-06-08 | Paper |
| Network-level traffic flow prediction: functional time series vs. functional neural network approach | 2024-04-15 | Paper |
| Optimal Relative Performance Criteria in Mean-Field Contribution Games | 2024-03-01 | Paper |
| Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes | 2024-01-31 | Paper |
| Equilibrium concepts for time‐inconsistent stopping problems in continuous time | 2023-09-27 | Paper |
| Autoregressive approximations to nonstationary time series with inference and applications | 2023-08-31 | Paper |
| Relaxed Equilibria for Time-Inconsistent Markov Decision Processes | 2023-07-09 | Paper |
| Stability of Equilibria in Time-Inconsistent Stopping Problems | 2023-04-26 | Paper |
| Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game | 2023-03-29 | Paper |
| Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions | 2023-01-04 | Paper |
| Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis | 2022-12-08 | Paper |
| Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series | 2022-11-09 | Paper |
| Convergence of Policy Improvement for Entropy-Regularized Stochastic Control Problems | 2022-09-15 | Paper |
| Inference for Linear Models with Dependent Errors | 2022-07-11 | Paper |
| Stability of Equilibria in Time-inconsistent Stopping Problems | 2022-05-17 | Paper |
| A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria | 2022-04-01 | Paper |
| Optimal bookmaking | 2021-11-05 | Paper |
| Transport plans with domain constraints | 2021-08-11 | Paper |
| Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time | 2021-07-15 | Paper |
| Optimal equilibria for time‐inconsistent stopping problems in continuous time | 2021-03-23 | Paper |
| Utility Maximization When Shorting American Options | 2021-03-11 | Paper |
| Estimation and inference for precision matrices of nonstationary time series | 2020-12-14 | Paper |
| Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time | 2020-11-19 | Paper |
| Multiscale Linear-Quadratic Stochastic Optimal Control With Multiplicative Noise | 2020-11-18 | Paper |
| Functional weak limit theorem for a local empirical process of non-stationary time series and its application | 2020-04-27 | Paper |
| No-Arbitrage and Hedging with Liquid American Options | 2020-03-12 | Paper |
| Statistical Inference for High Dimensional Panel Functional Time Series | 2020-03-12 | Paper |
| Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary Time Series And A Test for Its Stability | 2019-12-30 | Paper |
| Time Consistent Stopping for the Mean-Standard Deviation Problem---The Discrete Time Case | 2019-11-22 | Paper |
| Change Point Analysis of Correlation in Non-stationary Time Series | 2019-08-01 | Paper |
| Inference for Non-Stationary Time Series Regression With or Without Inequality Constraints | 2019-06-12 | Paper |
| A Mathematical Analysis of Technical Analysis | 2019-06-03 | Paper |
| Simultaneous Inference of Linear Models with Time Varying Coefficients | 2019-04-30 | Paper |
| State-domain Change Point Detection for Nonlinear Time Series Regression | 2019-04-24 | Paper |
| Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis | 2019-04-20 | Paper |
| The Optimal Equilibrium for Time-Inconsistent Stopping Problems---The Discrete-Time Case | 2019-02-19 | Paper |
| On zero-sum optimal stopping games | 2018-12-10 | Paper |
| Gradient-based structural change detection for nonstationary time series M-estimation | 2018-06-29 | Paper |
| Simultaneous quantile inference for non-stationary long-memory time series | 2018-03-27 | Paper |
| Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous Time | 2017-12-21 | Paper |
| ON ARBITRAGE AND DUALITY UNDER MODEL UNCERTAINTY AND PORTFOLIO CONSTRAINTS | 2017-10-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5368239 | 2017-10-20 | Paper |
| SUPER-HEDGING AMERICAN OPTIONS WITH SEMI-STATIC TRADING STRATEGIES UNDER MODEL UNCERTAINTY | 2017-10-13 | Paper |
| Long-Term Prediction Intervals of Time Series | 2017-07-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5280017 | 2017-07-19 | Paper |
| Reliable approximations of probability-constrained stochastic linear-quadratic control | 2017-06-02 | Paper |
| On an Optimal Stopping Problem of an Insider | 2017-03-09 | Paper |
| Arbitrage, hedging and utility maximization using semi-static trading strategies with American options | 2017-02-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3180133 | 2017-01-06 | Paper |
| On a stopping game in continuous time | 2016-05-27 | Paper |
| A new two stage symmetric two-step method with vanished phase-lag and its first, second, third and fourth derivatives for the numerical solution of the radial Schrödinger equation | 2016-05-17 | Paper |
| Multi-player stopping games in continuous time | 2015-09-14 | Paper |
| Non-zero-sum stopping games in continuous time | 2015-08-17 | Paper |
| On Hedging American Options under Model Uncertainty | 2015-06-26 | Paper |
| On Controller-Stopper Problems with Jumps and Their Applications to Indifference Pricing of American Options | 2015-01-20 | Paper |
| Measuring nonlinear dependence in time-series, a distance correlation approach | 2014-11-26 | Paper |
| Dispersion and pollution of the cell-based smoothed radial point interpolation method (CS-RPIM) solution for the Helmholtz equation | 2014-10-16 | Paper |
| Inference of weighted \(V\)-statistics for nonstationary time series and its applications | 2014-05-05 | Paper |
| Nonparametric specification for non-stationary time series regression | 2014-04-10 | Paper |
| Inference for non-stationary time-series autoregression | 2013-11-26 | Paper |
| Heteroscedasticity and Autocorrelation Robust Structural Change Detection | 2013-08-07 | Paper |
| On utility maximization with derivatives under model uncertainty | 2013-07-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4900571 | 2013-01-24 | 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 |
| Non-stationary structural model with time-varying demand elasticities | 2010-09-20 | Paper |
| Nonparametric inference of quantile curves for nonstationary time series | 2010-08-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3396956 | 2009-09-22 | Paper |
| Local linear quantile estimation for nonstationary time series | 2009-08-19 | Paper |
| The application of adaptive genetic algorithms to the optimization of path planning of mobile robots | 2009-07-22 | Paper |
| Binomial-tree approximation for time-inconsistent stopping | N/A | Paper |
