| Publication | Date of Publication | Type |
|---|
| Extreme Quantile Estimation for Autoregressive Models | 2024-11-08 | Paper |
| Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic Extremes | 2024-10-17 | Paper |
| Uniform Test for Predictive Regression With AR Errors | 2024-10-09 | Paper |
| Application of autoregressive tail-index model to China's stock market | 2023-03-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5866939 | 2022-09-22 | Paper |
| Adapting the Hill estimator to distributed inference: dealing with the bias | 2022-07-26 | Paper |
| Inference for the Lee-Carter model with an AR(2) process | 2022-07-07 | Paper |
| Extreme Quantile Estimation Based on the Tail Single-index Model | 2022-03-30 | Paper |
| Distributed inference for the extreme value index | 2022-02-15 | Paper |
| Exponents of Jacobians of Graphs and Regular Matroids | 2021-03-01 | Paper |
| Ulam Sets in New Settings | 2021-02-05 | Paper |
| Ehrhart-Equivalence, Equidecomposability, and Unimodular Equivalence of Integral Polytopes | 2021-01-21 | Paper |
| Jackknife empirical likelihood test for the equality of degrees of freedom in t-copulas | 2020-04-01 | Paper |
| BIAS-CORRECTED INFERENCE FOR A MODIFIED LEE–CARTER MORTALITY MODEL | 2019-05-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5272727 | 2017-07-04 | Paper |
| The impact of competition on prices with numerous firms | 2016-09-06 | Paper |
| Extreme value index estimator using maximum likelihood and moment estimation | 2016-07-15 | Paper |
| On the probability of being maximal | 2016-06-01 | Paper |
| Bias reduction for endpoint estimation | 2016-01-22 | Paper |
| Empirical likelihood test for causality of bivariate AR(1) processes | 2014-09-05 | Paper |
| Weak convergence of the empirical mean excess process with application to estimate the negative tail index | 2014-08-15 | Paper |
| TAIL INDEX OF AN AR(1) MODEL WITH ARCH(1) ERRORS | 2014-06-20 | Paper |
| A note on tail dependence regression | 2014-01-13 | Paper |
| Estimation of Extreme Conditional Quantiles Through Power Transformation | 2013-11-11 | Paper |
| Estimation of High Conditional Quantiles for Heavy-Tailed Distributions | 2013-01-31 | Paper |
| Empirical likelihood confidence intervals for the endpoint of a distribution function | 2012-11-15 | Paper |
| Weighted approximations of tail copula processes with application to testing the bivariate extreme value condition | 2012-09-03 | Paper |
| Toward a unified interval estimation of autoregressions | 2012-06-11 | Paper |
| Estimation for the Generalized Pareto Distribution Using Maximum Likelihood and Goodness of Fit | 2011-07-20 | Paper |
| Fuzzy Complex Value Measure and Fuzzy Complex Value Measurable Function | 2011-03-02 | Paper |
| The Intuitionistic Anti-fuzzy Subgroup in Group G | 2011-03-02 | Paper |
| Bias reduction for high quantiles | 2010-06-03 | Paper |
| Pitfalls in using Weibull tailed distributions | 2010-04-14 | Paper |
| Comparing extreme models when the sign of the extreme value index is known | 2010-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3641374 | 2009-11-11 | Paper |
| Goodness-of-fit test for tail copulas modeled by elliptical copulas | 2009-04-14 | Paper |
| Does bias reduction with external estimator of second order parameter work for endpoint? | 2009-04-08 | Paper |
| Testing asymptotic independence in bivariate extremes | 2009-03-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5303295 | 2009-01-15 | Paper |
| On testing extreme value conditions | 2007-12-16 | Paper |
| Tail approximations to the density function in EVT | 2007-12-16 | Paper |
| Approximations to the tail empirical distribution function with application to testing extreme value conditions | 2006-08-14 | Paper |
| Weighted least squares estimation of the extreme value index | 2006-06-16 | Paper |
| On large deviation for extremes. | 2004-02-14 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431516 | 2003-10-22 | Paper |
| Segment explicit-implicit difference method on nonuniform mesh for parabolic equation with discontinuous coefficients∗ | 1998-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4346531 | 1997-10-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3364705 | 1997-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3814718 | 1987-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3774887 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3809178 | 1985-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3826054 | 1984-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3347218 | 1983-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3324969 | 1982-01-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3926918 | 1981-01-01 | Paper |
