| Publication | Date of Publication | Type |
|---|
Testing exogeneity in the functional linear regression model
Statistica Sinica | 2026-03-20 | Paper |
Bootstrap Inference in Cointegrating Regressions: Traditional and Self-Normalized Test Statistics
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Asymptotically Valid Bootstrap Inference for Proxy SVARs
Journal of Business and Economic Statistics | 2024-10-17 | Paper |
Modelling and diagnostic tests for Poisson and negative-binomial count time series
Metrika | 2024-10-15 | Paper |
Bootstrap consistency for the Mack bootstrap
Insurance Mathematics & Economics | 2024-03-21 | Paper |
Goodness‐of‐fit tests for Poisson count time series based on the Stein–Chen identity
Statistica Neerlandica | 2023-12-14 | Paper |
Semiparametric estimation of INAR models using roughness penalization
Statistical Methods and Applications | 2023-07-27 | Paper |
Asymptotic theory for Mack's model
Insurance Mathematics & Economics | 2023-02-01 | Paper |
Novel goodness-of-fit tests for binomial count time series
Statistics | 2022-10-24 | Paper |
| Testing exogeneity in the functional linear regression model | 2022-08-14 | Paper |
Generalized binary vector autoregressive processes
Journal of Time Series Analysis | 2022-03-17 | Paper |
Bootstrapping Hill estimator and tail array sums for regularly varying time series
Bernoulli | 2021-07-09 | Paper |
On the validity of Akaike's identity for random fields
Journal of Econometrics | 2021-05-04 | Paper |
Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
Journal of Time Series Analysis | 2020-05-27 | Paper |
Bootstrap-based bias corrections for INAR count time series
Journal of Statistical Computation and Simulation | 2020-04-27 | Paper |
Time-dependent Poisson reduced rank models for political text data analysis
Computational Statistics and Data Analysis | 2019-11-22 | Paper |
Bootstrapping INAR models
Bernoulli | 2019-08-01 | Paper |
Bootstrapping INAR models
Bernoulli | 2019-06-14 | Paper |
Guaranteed conditional ARL performance in the presence of autocorrelation
Computational Statistics and Data Analysis | 2018-10-17 | Paper |
Baxter's inequality and sieve bootstrap for random fields
Bernoulli | 2017-09-21 | Paper |
A spectral domain test for stationarity of spatio-temporal data
Journal of Time Series Analysis | 2017-03-16 | Paper |
Bootstrapping sample quantiles of discrete data
Annals of the Institute of Statistical Mathematics | 2016-05-20 | Paper |
Inference in VARs with conditional heteroskedasticity of unknown form
Journal of Econometrics | 2015-12-18 | Paper |
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
The Annals of Statistics | 2015-07-06 | Paper |
Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
The Annals of Statistics | 2015-07-06 | Paper |
Testing equality of spectral densities using randomization techniques
Bernoulli | 2015-06-15 | Paper |
Testing equality of spectral densities using randomization techniques
Bernoulli | 2015-06-15 | Paper |
Block bootstrap theory for multivariate integrated and cointegrated processes
Journal of Time Series Analysis | 2015-05-20 | Paper |
A test for second order stationarity of a multivariate time series
Journal of Econometrics | 2015-05-06 | Paper |
Hybrid bootstrap aided unit root testing
Computational Statistics | 2015-01-30 | Paper |
A new frequency domain approach of testing for covariance stationarity and for periodic stationarity in multivariate linear processes
Journal of Time Series Analysis | 2014-11-20 | Paper |
Discussion on: ``Bootstrap methods for dependent data: a review
Journal of the Korean Statistical Society | 2014-09-30 | Paper |
Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
Communications in Statistics: Theory and Methods | 2013-06-13 | Paper |
A note on using periodogram-based distances for comparing spectral densities
Statistics & Probability Letters | 2011-12-28 | Paper |
| scientific article; zbMATH DE number 5964736 (Why is no real title available?) | 2011-10-27 | Paper |
The multiple hybrid bootstrap -- resampling multivariate linear processes
Journal of Multivariate Analysis | 2010-11-10 | Paper |
