| Publication | Date of Publication | Type |
|---|
| A Composite Likelihood-Based Approach for Change-Point Detection in Spatio-Temporal Processes | 2024-12-10 | Paper |
| Asymptotically constant risk estimator of the time-average variance constant | 2024-11-13 | Paper |
| Threshold Estimation via Group Orthogonal Greedy Algorithm | 2024-10-09 | Paper |
| Burn-in selection in simulating stationary time series | 2024-06-12 | Paper |
| Functional Threshold Autoregressive Model | 2024-04-15 | Paper |
| Asymptotic spectral theory for spatial data | 2023-07-13 | Paper |
| Time Series Analysis for Longitudinal Survey Data Under Informative Sampling and Nonignorable Missingness | 2023-07-13 | Paper |
| Penalized Whittle likelihood for spatial data | 2023-03-17 | Paper |
| Spatial sampling design using generalized Neyman-Scott process | 2022-10-18 | Paper |
| Inference for Structural Breaks in Spatial Models | 2022-10-13 | Paper |
| BOOTSTRAP INFERENCE FOR MULTIPLE CHANGE-POINTS IN TIME SERIES | 2022-09-12 | Paper |
| Study of the trend pattern of COVID-19 using spline-based time series model: a Bayesian paradigm | 2022-08-23 | Paper |
| GARCH-type factor model | 2022-05-23 | Paper |
| A propensity score adjustment method for longitudinal time series models under nonignorable nonresponse | 2022-04-07 | Paper |
| Alternating Pruned Dynamic Programming for Multiple Epidemic Change-Point Estimation | 2022-03-29 | Paper |
| Frequency domain bootstrap methods for random fields | 2022-02-09 | Paper |
| Optimal change-point estimation in time series | 2021-12-03 | Paper |
| Group orthogonal greedy algorithm for change-point estimation of multivariate time series | 2021-05-07 | Paper |
| Fitting time series models for longitudinal surveys with nonignorable missing data | 2021-05-07 | Paper |
| Bartlett correction of frequency domain empirical likelihood for time series with unknown innovation variance | 2021-05-03 | Paper |
| Lasso-based Variable Selection of ARMA Models | 2021-04-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4986380 | 2021-04-27 | Paper |
| On higher-order moment and cumulant estimation | 2020-04-28 | Paper |
| On Bartlett correction of empirical likelihood for regularly spaced spatial data | 2020-04-28 | Paper |
| Generalized threshold latent variable model | 2019-07-12 | Paper |
| A pairwise likelihood-based approach for changepoint detection in multivariate time series models | 2019-06-24 | Paper |
| Inference for Multiple Change Points in Time Series via Likelihood Ratio Scan Statistics | 2019-06-12 | Paper |
| Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data | 2019-05-23 | Paper |
| Forecasting Online Auctions via Self‐Exciting Point Processes | 2018-10-12 | Paper |
| Information criterion of seriously over-fitting change-point models | 2018-05-14 | Paper |
| Test for the existence of finite moments via bootstrap | 2018-04-10 | Paper |
| LARS-type algorithm for group Lasso | 2018-03-07 | Paper |
| High‐order Corrected Estimator of Asymptotic Variance with Optimal Bandwidth | 2018-01-04 | Paper |
| Estimation of Multiple-Regime Threshold Autoregressive Models With Structural Breaks | 2017-10-13 | Paper |
| Group LASSO for Structural Break Time Series | 2017-08-04 | Paper |
| Sequential change-point detection in time series models based on pairwise likelihood | 2017-04-18 | Paper |
| Factor Modelling for High-Dimensional Time Series: Inference and Model Selection | 2017-03-16 | Paper |
| Inference for Multiple Change-points in Linear and Non-linear Time Series Models | 2017-03-02 | Paper |
| Nonlinear error correction model and multiple-threshold cointegration | 2016-10-26 | Paper |
| Bartlett correction of empirical likelihood for non-Gaussian short-memory time series | 2016-08-30 | Paper |
| New recursive estimators of the time-average variance constant | 2016-06-10 | Paper |
| LASSO estimation of threshold autoregressive models | 2015-10-30 | Paper |
| Empirical likelihood in long-memory time series models | 2014-11-20 | Paper |
| On the Bartlett correction of empirical likelihood for Gaussian long-memory time series | 2014-09-05 | Paper |
| Likelihood inference for discriminating between long‐memory and change‐point models | 2014-02-25 | Paper |
| Consistency of minimum description length model selection for piecewise stationary time series models | 2013-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3145547 | 2012-12-21 | Paper |
| Comments on pairwise likelihood in time series models | 2011-02-10 | Paper |
