| Publication | Date of Publication | Type |
|---|
| Estimation in Partially Linear Single-Index Panel Data Models With Fixed Effects | 2025-01-20 | Paper |
| Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure | 2024-10-28 | Paper |
| Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models | 2024-10-23 | Paper |
| Detection and estimation of structural breaks in high-dimensional functional time series | 2024-10-18 | Paper |
| Nonparametric Quantile Regression Estimation With Mixed Discrete and Continuous Data | 2024-10-11 | Paper |
| Detection of Multiple Structural Breaks in Large Covariance Matrices | 2024-03-06 | Paper |
| Nonstationary fractionally integrated functional time series | 2023-03-22 | Paper |
| Specification testing in nonstationary time series models | 2022-07-27 | Paper |
| Estimation of semi-varying coefficient models with nonstationary regressors | 2022-06-07 | Paper |
| Estimation in Single-Index Panel Data Models with Heterogeneous Link Functions | 2022-05-31 | Paper |
| Nonparametric homogeneity pursuit in functional-coefficient models | 2022-01-25 | Paper |
| Local Whittle estimation of long‐range dependence for functional time series | 2021-11-25 | Paper |
| Robust nonlinear regression estimation in null recurrent time series | 2021-10-26 | Paper |
| Nonparametric estimation of large covariance matrices with conditional sparsity | 2021-05-04 | Paper |
| Long-Range Dependent Curve Time Series | 2020-10-28 | Paper |
| Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients | 2020-05-27 | Paper |
| Kernel-based inference in time-varying coefficient cointegrating regression | 2020-05-21 | Paper |
| Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates | 2019-10-23 | Paper |
| Estimation of a rank-reduced functional-coefficient panel data model with serial correlation | 2019-10-01 | Paper |
| A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables | 2019-09-02 | Paper |
| Nonlinear Regression Estimation Using Subset-Based Kernel Principal Components | 2018-11-22 | Paper |
| Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series | 2018-11-02 | Paper |
| Generalized nonparametric smoothing with mixed discrete and continuous data | 2018-08-15 | Paper |
| Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity | 2017-07-13 | Paper |
| Semiparametric trending panel data models with cross-sectional dependence | 2017-05-12 | Paper |
| Estimation in nonlinear regression with Harris recurrent Markov chains | 2016-11-18 | Paper |
| Estimating smooth structural change in cointegration models | 2016-11-17 | Paper |
| Semiparametric dynamic portfolio choice with multiple conditioning variables | 2016-09-06 | Paper |
| UNIFORM CONSISTENCY OF NONSTATIONARY KERNEL-WEIGHTED SAMPLE COVARIANCES FOR NONPARAMETRIC REGRESSION | 2016-07-29 | Paper |
| Local composite quantile regression smoothing for Harris recurrent Markov processes | 2016-07-27 | Paper |
| Robust estimation in parametric time series models under long- and short-range-dependent structures | 2016-06-01 | Paper |
| UNIFORM CONSISTENCY FOR NONPARAMETRIC ESTIMATORS IN NULL RECURRENT TIME SERIES | 2015-11-20 | Paper |
| Model selection and structure specification in ultra-high dimensional generalised semi-varying coefficient models | 2015-11-18 | Paper |
| Computing highly accurate confidence limits from discrete data using importance sampling | 2015-11-12 | Paper |
| Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors | 2015-10-14 | Paper |
| A flexible semiparametric forecasting model for time series | 2015-09-01 | Paper |
| Estimation in generalised varying-coefficient models with unspecified link functions | 2015-09-01 | Paper |
| Semiparametric GEE analysis in partially linear single-index models for longitudinal data | 2015-08-05 | Paper |
| Non‐parametric time‐varying coefficient panel data models with fixed effects | 2013-04-17 | Paper |
| LOCAL LINEAR FITTING UNDER NEAR EPOCH DEPENDENCE: UNIFORM CONSISTENCY WITH CONVERGENCE RATES | 2012-10-31 | Paper |
| A NEW DIAGNOSTIC TEST FOR CROSS-SECTION UNCORRELATEDNESS IN NONPARAMETRIC PANEL DATA MODELS | 2012-10-31 | Paper |
| Estimation in semi-parametric regression with non-stationary regressors | 2012-05-28 | Paper |
| Estimation in semiparametric time series regression | 2011-12-01 | Paper |
| Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors | 2011-06-24 | Paper |
| Local Linear M-estimation in non-parametric spatial regression | 2011-02-22 | Paper |
| Statistical inference in partially time-varying coefficient models | 2010-11-19 | Paper |
| Robust estimation in a nonlinear cointegration model | 2010-02-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3643293 | 2009-11-11 | Paper |
| Variable selection in partially time-varying coefficient models | 2009-07-16 | Paper |
| Bahadur representation of nonparametric \(M\)-estimators for spatial processes | 2009-01-05 | Paper |
| Change point estimators by local polynomial fits under a dependence assumption | 2008-11-27 | Paper |
| Strong approximation for moving average processes under dependence assumptions | 2008-08-06 | Paper |
| The \(L_1\)-norm estimator of conditional median for stationary processes | 2008-07-11 | Paper |
| Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence | 2007-07-19 | Paper |
| A nonparametric test for the change of the density function under association | 2007-07-18 | Paper |
| Functional limit theorem for moving average processes generated by dependent random vari\-ables | 2006-05-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4717585 | 1997-08-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4290466 | 1994-05-05 | Paper |
