| Publication | Date of Publication | Type |
|---|
| Quasi-maximum exponential likelihood estimation for non-stationary GARCH$~\bf{(1,1)}$ models with high-frequency data | 2022-03-21 | Paper |
| M-estimation for periodic GARCH model with high-frequency data | 2017-09-05 | Paper |
| Statistical inference on seemingly unrelated single-index regression models | 2017-04-04 | Paper |
| Robust functional sliced inverse regression | 2017-03-07 | Paper |
| Composite quantile regression estimation for P-GARCH processes | 2016-06-17 | Paper |
| Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model | 2016-05-25 | Paper |
| Functional partial linear single-index model | 2016-03-16 | Paper |
| Sign-based portmanteau test for ARCH-type models with heavy-tailed innovations | 2015-10-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3194298 | 2015-10-28 | Paper |
| Weighted least absolute deviations estimation for periodic ARMA models | 2015-08-10 | Paper |
| Empirical Likelihood for Generalized Partially Linear Single-index Models | 2015-02-05 | Paper |
| NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL | 2014-12-17 | Paper |
| Nonlinear features and mean reversion mechanism research based on the basis of stock index futures | 2014-11-03 | Paper |
| Empirical likelihood-based subset selection for partially linear autoregressive models | 2014-03-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5398619 | 2014-02-28 | Paper |
| Functional coefficient autoregressive conditional root model | 2013-08-05 | Paper |
| A trend-switching financial time series model with level-duration dependence | 2013-06-11 | Paper |
| A Note on the Likelihood Ratio Test for Equality ofkNormal Populations | 2013-02-11 | Paper |
| Self-weighted quasi-maximum exponential likelihood estimator for ARFIMA-GARCH models | 2013-01-25 | Paper |
| Spline estimators for semi-functional linear model | 2012-05-18 | Paper |
| Asymptotics of the goodness-of-fit test for a partial linear model with randomly censored data | 2011-07-21 | Paper |
| Least absolute deviation estimation of autoregressive conditional duration model | 2011-04-08 | Paper |
| Mixture normal models in which the proportions of susceptibility are related to dose levels | 2010-09-20 | Paper |
| Model selection in loglinear models using \(\phi\)-divergence measures and M\(\phi \)Es | 2010-08-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3571320 | 2010-07-08 | Paper |
| Empirical likelihood based diagnostics for heteroscedasticity in partial linear models | 2010-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3403791 | 2010-02-12 | Paper |
| Gaining efficiency via weighted estimators for multivariate failure time data | 2009-12-07 | Paper |
| Rejoinder for ``Gaining efficiency via weighted estimators for multivariate failure time data | 2009-12-07 | Paper |
| On locally weighted estimation and hypothesis testing of varying-coefficient models with missing covariates | 2009-07-22 | Paper |
| Marginal Regression Model with Time-Varying Coefficients for Panel Data | 2009-07-16 | Paper |
| Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variab\-les models | 2009-03-20 | Paper |
| Testing Serial Correlation in Partial Linear Errors-in-Variables Models Based on Empirical Likelihood | 2008-08-08 | Paper |
| Precise asymptotics of error variance estimator in partially linear models | 2008-05-26 | Paper |
| Solving radar netting problem with mathematical programming | 2007-12-18 | Paper |
| Tracking target state with TD | 2007-12-07 | Paper |
| Exponential inequalities for associated random variables and strong laws of large numbers | 2007-09-10 | Paper |
| Study of decision implications based on formal concept analysis | 2007-03-08 | Paper |
| Asymptotic normality of some estimators in a fixed-design semiparametric regression model with linear time series errors | 2005-11-21 | Paper |
| Testing Normality for Linear AR(p) Models | 2005-01-14 | Paper |
| Uniform convergence rate of estimators of autocovariances in partly linear regression models with correlated errors | 2004-06-22 | Paper |
| A new test for normality in linear autoregressive models | 2004-01-13 | Paper |
| A nonparametric test of conditional autoregressive heteroscedasticity for threshold autoregressive models | 2002-10-08 | Paper |
| A NONPARAMETRIC TEST OF CHANGING CONDITIONAL VARIANCES IN AUTOREGRESSIVE TIME SERIES | 2002-07-28 | Paper |
| Theory & Methods: On a Class of Nonlinear AR(P) Models with Nonlinear ARCH Errors | 2002-07-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4801934 | 2002-01-01 | Paper |
| Geometric ergodicity of nonlinear autoregressive models with changing conditional variances | 2001-04-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4528307 | 2001-01-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4514988 | 2000-11-09 | Paper |
| A test of conditional heteroscedasticity in time series | 2000-08-29 | Paper |
| The existence of moments of nonlinear autoregressive model | 2000-02-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4253911 | 1999-10-31 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4264842 | 1999-10-07 | Paper |
| The probabilistic properties of the nonlinear autoregressive model with conditional heteroskedasticity | 1999-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391891 | 1998-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391908 | 1998-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391725 | 1998-11-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4391131 | 1998-10-06 | Paper |
| A Kolmogorov-Smirnov type test for conditional heteroskedasticity in time series | 1998-09-10 | Paper |
| The geometric ergodicity and existence of moments for a class of nonlinear time series model | 1998-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4897145 | 1997-04-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3122934 | 1997-03-06 | Paper |
| A K-S type test of linearity for a class of time series models | 1996-12-03 | Paper |
