| Publication | Date of Publication | Type |
|---|
| On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap | 2023-12-15 | Paper |
| Conversations with Gábor J. Székely | 2023-07-07 | Paper |
| Seven open problems in applied combinatorics | 2023-03-20 | Paper |
| On the role of local blockchain network features in cryptocurrency price formation | 2022-08-02 | Paper |
| Nonparametric Anomaly Detection on Time Series of Graphs | 2022-03-29 | Paper |
| Depth-based classification for relational data with multiple attributes | 2021-06-22 | Paper |
| Testing for local covariate trend effects in volatility models | 2020-08-17 | Paper |
| Deep Learning at the Interface of Agricultural Insurance Risk and Spatio-Temporal Uncertainty in Weather Extremes | 2019-12-18 | Paper |
| Fusing data depth with complex networks: community detection with prior information | 2019-07-12 | Paper |
| Bitcoin risk modeling with blockchain graphs | 2018-11-22 | Paper |
| A distribution-free \(m\)-out-of-\(n\) bootstrap approach to testing symmetry about an unknown median | 2018-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4602801 | 2018-02-02 | Paper |
| Fast Community Detection in Complex Networks with a K-Depths Classifier | 2017-12-06 | Paper |
| Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-Term Forecasting of Wind Speed | 2017-07-31 | Paper |
| Using the bootstrap for statistical inference on random graphs | 2016-12-19 | Paper |
| A local factor nonparametric test for trend synchronism in multiple time series | 2016-08-18 | Paper |
| Estimation of river and stream temperature trends under haphazard sampling | 2016-06-01 | Paper |
| The impact of Levene's test of equality of variances on statistical theory and practice | 2016-02-02 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5499590 | 2015-07-30 | Paper |
| Discussion of ``High-dimensional autocovariance matrices and optimal linear prediction | 2015-04-21 | Paper |
| Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap | 2013-10-29 | Paper |
| A robust modification of the Jarque-Bera test of normality | 2013-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2903208 | 2012-08-07 | Paper |
| Banded Regularization of Autocovariance Matrices in Application to Parameter Estimation and Forecasting of Time Series | 2011-12-21 | Paper |
| Combination of Levene-type tests and a finite-intersection method for testing equality of variances against ordered alternatives | 2011-01-13 | Paper |
| Autoregressive frequency detection using regularized least squares | 2010-05-21 | Paper |
| Test of fit for a Laplace distribution against heavier tailed alternatives | 2010-04-06 | Paper |
| Robust directed tests of normality against heavy-tailed alternatives | 2009-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3511603 | 2008-07-11 | Paper |
| Calibrated Probabilistic Mesoscale Weather Field Forecasting | 2007-08-20 | Paper |
| Strong consistency of the regularized least-squares estimates of infinite autoregressive models | 2007-03-27 | Paper |
| Convergence of the least-squares method with a polynomial regularizer for the infinite-dimensional autoregression equation | 2005-08-23 | Paper |
| The identification of a linear model of a stationary process by its realization | 2004-02-25 | Paper |
| The recovering of a regression model of a stationary time series | 2004-02-25 | Paper |
| Identification of an unstable ARMA equation | 2001-09-02 | Paper |
